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In this paper we propose a linear scalarization proximal point algorithm for solving arbitrary lower semicontinuous quasiconvex multiobjective minimization problems. Under some natural assumptions and using the condition that the proximal…

Recently, Greg\'orio and Oliveira developed a proximal point scalarization method (applied to multi-objective optimization problems) for an abstract strict scalar representation with a variant of the logarithmic-quadratic function of…

Optimization and Control · Mathematics 2013-05-08 Rogério Azevedo Rocha , Paulo Roberto Oliveira , Ronaldo Gregório

The proximal point method for a special class of nonconvex multiobjective functions is studied in this paper. We show that the method is well defined and that the accumulation points of any generated sequence, if any, are Pareto--Clarke…

Optimization and Control · Mathematics 2017-02-20 G. C. Bento , O. P. Ferreira , V. L. Sousa Junior

In this paper, the proximal point algorithm for quasi-convex minimization problem in nonpositive curvature metric spaces is studied. We prove $\Delta$-convergence of the generated sequence to a critical point (which is defined in the text)…

Functional Analysis · Mathematics 2016-11-08 Hadi Khatibzadeh , Vahid Mohebbi

We present a proximal gradient method for solving convex multiobjective optimization problems, where each objective function is the sum of two convex functions, with one assumed to be continuously differentiable. The algorithm incorporates…

Optimization and Control · Mathematics 2024-04-18 Yunier Bello-Cruz , J. G. Melo , L. F. Prudente , R. V. G. Serra

This paper is devoted to general nonconvex problems of multiobjective optimization in Hilbert spaces. Based on Mordukhovich's limiting subgradients, we define a new notion of Pareto critical points for such problems, establish necessary…

Optimization and Control · Mathematics 2024-03-18 G. C. Bento , J. X. Cruz Neto , J. O. Lopes , B. S. Mordukhovich , P. R. Silva Filho

In this paper, a multi-parameterized proximal point algorithm combining with a relaxation step is developed for solving convex minimization problem subject to linear constraints. We show its global convergence and sublinear convergence rate…

Numerical Analysis · Mathematics 2019-07-11 Jianchao Bai , Ke Guo , Xiaokai Chang

Composite minimization involves a collection of smooth functions which are aggregated in a nonsmooth manner. In the convex setting, we design an algorithm by linearizing each smooth component in accordance with its main curvature. The…

Optimization and Control · Mathematics 2019-03-26 Jérôme Bolte , Zheng Chen , Edouard Pauwels

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…

Optimization and Control · Mathematics 2026-01-01 Nguyen Van Tuyen , Minh N. Dao , Tran Van Nghi

This paper investigates a category of constrained fractional optimization problems that emerge in various practical applications. The objective function for this category is characterized by the ratio of a numerator and denominator, both…

Optimization and Control · Mathematics 2026-05-28 Yizun Lin , Jian-Feng Cai , Zhao-Rong Lai , Cheng Li

In this article, we present an efficient descent method for locally Lipschitz continuous multiobjective optimization problems (MOPs). The method is realized by combining a theoretical result regarding the computation of descent directions…

Optimization and Control · Mathematics 2021-03-05 Bennet Gebken , Sebastian Peitz

Optimization problems with composite functions consist of an objective function which is the sum of a smooth and a (convex) nonsmooth term. This particular structure is exploited by the class of proximal gradient methods and some of their…

Optimization and Control · Mathematics 2022-10-17 Christian Kanzow , Theresa Lechner

We present a subgradient method for minimizing non-smooth, non-Lipschitz convex optimization problems. The only structure assumed is that a strictly feasible point is known. We extend the work of Renegar [5] by taking a different…

Optimization and Control · Mathematics 2018-02-28 Benjamin Grimmer

We consider a stochastic version of the proximal point algorithm for optimization problems posed on a Hilbert space. A typical application of this is supervised learning. While the method is not new, it has not been extensively analyzed in…

Optimization and Control · Mathematics 2021-09-28 Monika Eisenmann , Tony Stillfjord , Måns Williamson

The efficient optimization method for locally Lipschitz continuous multiobjective optimization problems from [1] is extended from finite-dimensional problems to general Hilbert spaces. The method iteratively computes Pareto critical points,…

Optimization and Control · Mathematics 2024-02-12 Konstantin Sonntag , Bennet Gebken , Georg Müller , Sebastian Peitz , Stefan Volkwein

Finding multiple solutions of non-convex optimization problems is a ubiquitous yet challenging task. Most past algorithms either apply single-solution optimization methods from multiple random initial guesses or search in the vicinity of…

Machine Learning · Computer Science 2023-03-03 Lingxiao Li , Noam Aigerman , Vladimir G. Kim , Jiajin Li , Kristjan Greenewald , Mikhail Yurochkin , Justin Solomon

We consider minimization of functions that are compositions of convex or prox-regular functions (possibly extended-valued) with smooth vector functions. A wide variety of important optimization problems fall into this framework. We describe…

Optimization and Control · Mathematics 2015-04-24 A. S. Lewis , S. J. Wright

In this paper, we develop a global descent method for non-convex multi-objective optimization problems. The proposed approach builds upon foundational concepts from single-objective global descent techniques while removing the need for…

Optimization and Control · Mathematics 2025-07-31 Bikram Adhikary , Md Abu Talhamainuddin Ansary , Savin Treanta

This work proposes an implementable proximal-type method for a broad class of optimization problems involving nonsmooth and nonconvex objective and constraint functions. In contrast to existing methods that rely on an ad hoc model…

Optimization and Control · Mathematics 2024-09-26 Gregorio M. Sempere , Welington de Oliveira , Johannes O. Royset

The multi-objective optimization is to optimize several objective functions over a common feasible set. Since the objectives usually do not share a common optimizer, people often consider (weakly) Pareto points. This paper studies…

Optimization and Control · Mathematics 2023-12-05 Jiawang Nie , Zi Yang
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