On inexact projected gradient methods for solving variable vector optimization problems

On inexact projected gradient methods for solving variable vector optimization problems
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求解变向量优化问题的不精确投影梯度法

DOI:
10.1007/s11081-020-09579-8
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发表时间:
2020
影响因子:
2.1
通讯作者:
Bouza Allende, G.
Bouza Allende, G.
中科院分区:
工程技术3区
文献类型:
--
作者:
Bello-Cruz, J. Y.;Bouza Allende, G.

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可变顺序结构模型是两点之间的比较依赖于点到锥映射的情况。本文提出了求解变序空间上光滑约束向量优化问题的非精确投影梯度方法。结果表明,所生成序列的每一个累加点都满足一阶必要最优性条件。此外,在适当的目标函数凸性假设下,证明了任意生成序列的所有累积点都是弱有效点。在不受约束的特殊情况下,即使取不精确方向作为下降方向,也得到了收敛性结果。此外,我们还研究了该方法在变阶映射域与目标函数图像重合的优化模型中的应用。在这种情况下,给出了类似的概念和收敛结果。最后,进行了一些计算实验,旨在说明所提出的不精确方法与精确方法(在CPU时间方面)的行为。
Variable order structures model situations in which the comparison between two points depends on a point-to-cone map. In this paper, inexact projected gradient methods for solving smooth constrained vector optimization problems on variable ordered spaces are presented. It is shown that every accumulation point of the generated sequences satisfies the first-order necessary optimality condition. Moreover, under suitable convexity assumptions for the objective function, it is proved that all accumulation points of any generated sequences are weakly efficient points. The convergence results are also derived in the particular case in which the problem is unconstrained and even if inexact directions are taken as descent directions. Furthermore, we investigate the application of the proposed method to optimization models where the domain of the variable order map coincides with the image of the objective function. In this case, similar concepts and convergence results are presented. Finally, some computational experiments designed to illustrate the behavior of the proposed inexact methods versus the exact ones (in terms of CPU time) are performed.
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