Approximate proximal methods in vector optimization

作者:Ceng, Lu Chuan; Yao, Jen Chih*
来源:European Journal of Operational Research, 2007, 183(1): 1-19.
DOI:10.1016/j.ejor.2006.09.070

摘要

This paper studies the vector optimization problem of finding weakly efficient points for mappings in a Banach space Y, with respect to the partial order induced by a closed, convex, and pointed cone C subset of Y with a nonempty interior. The proximal method in vector optimization is extended to develop an approximate proximal method for this problem by virtue of the approximate proximal point method for finding a root of a maximal monotone operator. In this approximate proximal method, the subproblems consist of finding weakly efficient points for suitable regularizations of the original mapping. We present both an absolute and a relative version, in which the subproblems are solved only approximately. Weak convergence of the generated sequence to a weak efficient point is established. In addition, we also discuss an extension to Bregman-function-based proximal algorithms for finding weakly efficient points for mappings.