کد مقاله | کد نشریه | سال انتشار | مقاله انگلیسی | نسخه تمام متن |
---|---|---|---|---|
476916 | 1446093 | 2011 | 8 صفحه PDF | دانلود رایگان |
This paper studies the vector optimization problem of finding weakly efficient points for maps from RnRn to RmRm, with respect to the partial order induced by a closed, convex, and pointed cone C⊂RmC⊂Rm, 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.
► We find weakly efficient points for a vector optimization problem, with respect to the partial order induced by a closed, convex, and pointed cone.
► We develop for this problem an extension of the proximal point method for scalar-valued convex optimization problem.
► We modify convergence sensing condition to construct an interior proximal method for solving POV on nonpolyhedral set.
Journal: European Journal of Operational Research - Volume 214, Issue 3, 1 November 2011, Pages 485–492