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Pareto solutions as limits of collective traps: an inexact multiobjective proximal point algorithm
- Source :
- Annals of Operations Research, Annals of Operations Research, 2022, 316 (2), pp.1425-1443. ⟨10.1007/s10479-022-04719-y⟩
- Publication Year :
- 2022
- Publisher :
- Springer Science and Business Media LLC, 2022.
-
Abstract
- International audience; In this paper we introduce a definition of approximate Pareto efficient solution as well as a necessary condition for such solutions in the multiobjective setting on Riemannian manifolds. We also propose an inexact proximal point method for nonsmooth multiobjective optimization in the Riemannian context by using the notion of approximate solution. The main convergence result ensures that each cluster point (if any) of any sequence generated by the method is a Pareto critical point. Furthermore, when the problem is convex on a Hadamard manifold, full convergence of the method for a weak Pareto efficient solution is obtained. As an application, we show how a Pareto critical point can be reached as a limit of traps in the context of the variational rationality approach of stay and change human dynamics.
- Subjects :
- TheoryofComputation_MISCELLANEOUS
Variational rationality
Worthwhile moveTrap
Riemannian manifold
General Decision Sciences
Multiobjective proximal method
Approximate solution
[MATH]Mathematics [math]
Management Science and Operations Research
[SHS.ECO]Humanities and Social Sciences/Economics and Finance
Subjects
Details
- ISSN :
- 15729338 and 02545330
- Volume :
- 316
- Database :
- OpenAIRE
- Journal :
- Annals of Operations Research
- Accession number :
- edsair.doi.dedup.....b8590b189c4859ec5ccaf876c5bbf62c
- Full Text :
- https://doi.org/10.1007/s10479-022-04719-y