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Proximal Point Method for Locally Lipschitz Functions in Multiobjective Optimization of Hadamard Manifolds

  • Glaydston de C. Bento
  • João Xavier da Cruz Neto
  • Lucas V. de Meireles
Article

Abstract

A proximal point method for nonsmooth multiobjective optimization in the Riemannian context is proposed, and an optimality condition for multiobjective problems is introduced. This allowed replacing the classic approach, via “scalarization,” by a purely vectorial and considering the method without any assumption of convexity over the constraint sets that determine the vectorial improvement steps. The main convergence result ensures that each cluster point (if any) of any sequence generated by the method is a Pareto critical point. Moreover, when the problem is convex on a Hadamard manifold, full convergence of the method for a weak Pareto optimal is obtained.

Keywords

Multiobjective optimization Hadamard manifold Proximal method 

Mathematics Subject Classification

90C29 90C30 49M30 

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Copyright information

© Springer Science+Business Media, LLC, part of Springer Nature 2018

Authors and Affiliations

  1. 1.IMEUniversidade Federal de GoiásGoiâniaBrazil
  2. 2.Universidade Federal do PiauíTeresinaBrazil

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