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An interior proximal method in vector optimization

This paper studies the vector optimization problem of finding weakly efficient points for maps from to , with respect to the partial order induced by a closed, convex, and pointed cone , with nonempty interior. We develop for this problem an extension of the proximal point method for scalar-valued convex optimization problem with a modified convergence sensing condition that allows us to construct an interior proximal method for solving VOP on nonpolyhedral set.
Year of publication:
2011
Authors: Villacorta, Kely D.V. ; Oliveira, P. Roberto
Published in:
European Journal of Operational Research. - Elsevier, ISSN 0377-2217. - Vol. 214.2011, 3, p. 485-492
Publisher: Elsevier
Keywords: Interior point methods Vector optimization C-convex Positively lower semicontinuous
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Type of publication: Article
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Persistent link: https://www.econbiz.de/10009249570
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