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A proximal point algorithm based on decomposition method for cone constrained multiobjective optimization problems

  • Jiawei Chen
  • , Qamrul Hasan Ansari
  • , Yeong Cheng Liou
  • , Jen Chih Yao*
  • *Corresponding author for this work

Research output: Contribution to journalArticlepeer-review

10 Scopus citations

Abstract

By using auxiliary principle technique, a new proximal point algorithm based on decomposition method is suggested for computing a weakly efficient solution of the constrained multiobjective optimization problem (MOP) without assuming the nonemptiness of its solution set. The optimality conditions for (MOP) are derived by the Lagrangian function of its subproblem and corresponding mixed variational inequality. Some basic properties and convergence results of the proposed method are established under some mild assumptions. As an application, we employ the proposed method to solve a split feasibility problem. Finally, numerical results are also presented to illustrate the feasibility of the proposed algorithm.

Original languageEnglish
Pages (from-to)289-308
Number of pages20
JournalComputational Optimization and Applications
Volume65
Issue number1
DOIs
StatePublished - 1 Sep 2016

Bibliographical note

Publisher Copyright:
© 2016, Springer Science+Business Media New York.

Keywords

  • Auxiliary principle
  • Decomposition method
  • Mixed variational inequalities
  • Multiobjective optimization with cone constraints
  • Proximal point algorithm
  • Split feasibility problems

ASJC Scopus subject areas

  • Control and Optimization
  • Computational Mathematics
  • Applied Mathematics

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