A Steepest Descent-Like Method for Variable Order Vector Optimization Problems

In some applications, the comparison between two elements may depend on the point leading to the so called variable order structure. Optimality concepts may be extended to this more general framework. In this paper, we extend the steepest descent-like method for smooth unconstrained vector optimizat...

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Published inJournal of optimization theory and applications Vol. 162; no. 2; pp. 371 - 391
Main Authors Bello Cruz, J. Y., Bouza Allende, G.
Format Journal Article
LanguageEnglish
Published Boston Springer US 01.08.2014
Springer Nature B.V
Subjects
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ISSN0022-3239
1573-2878
DOI10.1007/s10957-013-0308-6

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Abstract In some applications, the comparison between two elements may depend on the point leading to the so called variable order structure. Optimality concepts may be extended to this more general framework. In this paper, we extend the steepest descent-like method for smooth unconstrained vector optimization problems under a variable order structure. Roughly speaking, we see that every accumulation point of the generated sequence satisfies a necessary first order condition. We discuss the consequence of this fact in the convex case.
AbstractList In some applications, the comparison between two elements may depend on the point leading to the so called variable order structure. Optimality concepts may be extended to this more general framework. In this paper, we extend the steepest descent-like method for smooth unconstrained vector optimization problems under a variable order structure. Roughly speaking, we see that every accumulation point of the generated sequence satisfies a necessary first order condition. We discuss the consequence of this fact in the convex case.[PUBLICATION ABSTRACT]
In some applications, the comparison between two elements may depend on the point leading to the so called variable order structure. Optimality concepts may be extended to this more general framework. In this paper, we extend the steepest descent-like method for smooth unconstrained vector optimization problems under a variable order structure. Roughly speaking, we see that every accumulation point of the generated sequence satisfies a necessary first order condition. We discuss the consequence of this fact in the convex case.
Author Bello Cruz, J. Y.
Bouza Allende, G.
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Keywords Gradient-like method
Convexity
Variable order
Vector optimization
Weakly efficient points
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SubjectTerms Algorithms
Analysis
Applications of Mathematics
Calculus of Variations and Optimal Control; Optimization
Engineering
Mathematical analysis
Mathematics
Mathematics and Statistics
Medical diagnosis
Operations Research/Decision Theory
Optimization
Sequences
Studies
Theory of Computation
Vectors (mathematics)
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Title A Steepest Descent-Like Method for Variable Order Vector Optimization Problems
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