Fukuda, Ellen; Drummond, L. Graña - In: Computational Optimization and Applications 54 (2013) 3, pp. 473-493
In this work, we propose an inexact projected gradient-like method for solving smooth constrained vector optimization problems. In the unconstrained case, we retrieve the steepest descent method introduced by Graña Drummond and Svaiter. In the constrained setting, the method we present extends...