Variants for the logarithmic-quadratic proximal point scalarization method for multiobjective programming

2018 ◽  
Vol 11 (06) ◽  
pp. 1850081
Author(s):  
Rómulo Castillo ◽  
Clavel Quintana

We consider the proximal point method for solving unconstrained multiobjective programming problems including two families of real convex functions, one of them defined on the positive orthant and used for modifying a variant of the logarithm-quadratic regularization introduced recently and the other for defining a family of scalar representations based on 0-coercive convex functions. We show convergent results, in particular, each limit point of the sequence generated by the method is a weak Pareto solution. Numerical results over fourteen test problems are shown, some of them with complicated pareto sets.

2011 ◽  
Vol 2011 ◽  
pp. 1-21
Author(s):  
Le Quang Thuy ◽  
Nguyen Thi Bach Kim ◽  
Nguyen Tuan Thien

Convex multiobjective programming problems and multiplicative programming problems have important applications in areas such as finance, economics, bond portfolio optimization, engineering, and other fields. This paper presents a quite easy algorithm for generating a number of efficient outcome solutions for convex multiobjective programming problems. As an application, we propose an outer approximation algorithm in the outcome space for solving the multiplicative convex program. The computational results are provided on several test problems.


2019 ◽  
Vol 75 (1) ◽  
pp. 263-290 ◽  
Author(s):  
Glaydston de Carvalho Bento ◽  
Sandro Dimy Barbosa Bitar ◽  
João Xavier da Cruz Neto ◽  
Antoine Soubeyran ◽  
João Carlos de Oliveira Souza

2020 ◽  
Vol 7 (1) ◽  
pp. 79-96
Author(s):  
Tim Hoheisel ◽  
◽  
Maxime Laborde ◽  
Adam Oberman

Sign in / Sign up

Export Citation Format

Share Document