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Pareto solutions as limits of collective traps: an inexact multiobjective proximal point algorithm

Authors :
G. C. Bento
J. X. Cruz Neto
L. V. Meireles
A. Soubeyran
Universidade Federal de Goiás [Goiânia] (UFG)
Universidade Federal do Piauí (UFPI)
Instituto Federal Goiano
Aix-Marseille Sciences Economiques (AMSE)
École des hautes études en sciences sociales (EHESS)-Aix Marseille Université (AMU)-École Centrale de Marseille (ECM)-Centre National de la Recherche Scientifique (CNRS)
Fundacao de Amparo a Pesquisa do Estado do Goias (FAPEG) - Grant: 201710267000532
Conselho Nacional de Desenvolvimento Cientifico e Tecnologico (CNPQ)Grant: 308330/2018-8& 314106/2020-0
Coordenacao de Aperfeicoamento de Pessoal de Nivel Superior (CAPES)
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.

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