A proximal subgradient algorithm for constrained multiobjective DC-type optimization
Abstract
In this paper, we consider a class of constrained multiobjective optimization problems, where each objective function can be expressed by adding a possibly nonsmooth nonconvex function and a differentiable function with Lipschitz continuous gradient, then subtracting a weakly convex function. This encompasses multiobjective optimization problems involving difference-of-convex (DC) functions, which are prevalent in various applications due to their ability to model nonconvex problems. We first establish necessary and sufficient optimality conditions for these problems, providing a theoretical foundation for algorithm development. Building on these conditions, we propose a proximal subgradient algorithm tailored to the structure of the objectives. Under mild assumptions, the sequence generated by the proposed algorithm is bounded and each of its cluster points is a stationary solution.
Cite
@article{arxiv.2512.24717,
title = {A proximal subgradient algorithm for constrained multiobjective DC-type optimization},
author = {Nguyen Van Tuyen and Minh N. Dao and Tran Van Nghi},
journal= {arXiv preprint arXiv:2512.24717},
year = {2026}
}