Convergence Analysis of the Inexact Nonmonotone Projected Gradient Method for Vector Optimization Problems

In this paper, we put forward the inexact nonmonotone projected gradient algorithm for solving the smooth and convex vector optimization on the constrained set with regard to a fixed ordered cone. Under general assumptions, we demonstrate that the sequence produced by the algorithm has cluster points and this cluster point is a stationary point. If we consider that the objective function has <tex xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink">$K$</tex> -convexity, then this cluster point is also a weakly efficient point. In addition, we use the property of quasi-Fejer convergence to prove that the full sequence produced by the method in our paper converges to a weakly efficient point.

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Published
2024-10-18
DOI
https://doi.org/10.1109/ntci64025.2024.10776389
Primary Topic
Optical Systems and Laser Technology
Type
article
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article

Convergence Analysis of the Inexact Nonmonotone Projected Gradient Method for Vector Optimization Problems

E Zhang, Xiaobing Li
Optical Systems and Laser Technology
article

Convergence Analysis of the Inexact Nonmonotone Projected Gradient Method for Vector Optimization Problems

E Zhang, Xiaobing Li
article en

Abstract

In this paper, we put forward the inexact nonmonotone projected gradient algorithm for solving the smooth and convex vector optimization on the constrained set with regard to a fixed ordered cone. Under general assumptions, we demonstrate that the sequence produced by the algorithm has cluster points and this cluster point is a stationary point. If we consider that the objective function has <tex xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink">$K$</tex> -convexity, then this cluster point is also a weakly efficient point. In addition, we use the property of quasi-Fejer convergence to prove that the full sequence produced by the method in our paper converges to a weakly efficient point.

Chongqing Jiaotong University (CN)
Reduced inequalities
Openalex Percentile: Top 80%
Optical Systems and Laser Technology
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