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A Newton-Like Method for Variable Order Vector Optimization Problems

Author

Listed:
  • Glaydston Carvalho Bento

    (Universidade Federal de Goiás)

  • Gemayqzel Bouza Allende

    (University of Habana)

  • Yuri Rafael Leite Pereira

    (Universidade Federal do Piauí)

Abstract

A Newton approach is proposed for solving variable order smooth constrained vector optimization problems. The concept of strong convexity is presented, and its properties are analyzed. It is thus obtained that the Newton direction is well defined and that the algorithm converges. Moreover, the rate of convergence is obtained under ordering structures satisfying a mild hypothesis.

Suggested Citation

  • Glaydston Carvalho Bento & Gemayqzel Bouza Allende & Yuri Rafael Leite Pereira, 2018. "A Newton-Like Method for Variable Order Vector Optimization Problems," Journal of Optimization Theory and Applications, Springer, vol. 177(1), pages 201-221, April.
    • Handle: RePEc:spr:joptap:v:177:y:2018:i:1:d:10.1007_s10957-018-1236-2
    DOI: 10.1007/s10957-018-1236-2
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    References listed on IDEAS

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    1. Kely D. V. Villacorta & Paulo R. Oliveira & Antoine Soubeyran, 2014. "A Trust-Region Method for Unconstrained Multiobjective Problems with Applications in Satisficing Processes," Journal of Optimization Theory and Applications, Springer, vol. 160(3), pages 865-889, March.
    2. J. Y. Bello Cruz & G. Bouza Allende, 2014. "A Steepest Descent-Like Method for Variable Order Vector Optimization Problems," Journal of Optimization Theory and Applications, Springer, vol. 162(2), pages 371-391, August.
    3. Behnam Soleimani, 2014. "Characterization of Approximate Solutions of Vector Optimization Problems with a Variable Order Structure," Journal of Optimization Theory and Applications, Springer, vol. 162(2), pages 605-632, August.
    4. T. Q. Bao & B. S. Mordukhovich & A. Soubeyran, 2015. "Variational Analysis in Psychological Modeling," Journal of Optimization Theory and Applications, Springer, vol. 164(1), pages 290-315, January.
    5. Gabriele Eichfelder, 2011. "Optimal Elements in Vector Optimization with a Variable Ordering Structure," Journal of Optimization Theory and Applications, Springer, vol. 151(2), pages 217-240, November.
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