OCJul 3, 2012
The self regulation problem as an inexact steepest descent method for multicriteria optimizationG. C. Bento, J. X. Cruz Neto, P. R. Oliveira et al.
In this paper, we study an inexact steepest descent method, with Armijo's rule, for multicriteria optimization. The sequence generated by the method is guaranteed to be well-defined. Assuming quasi-convexity of the multicriteria function we prove full convergence of the sequence to a critical Pareto point. As an application, this paper offers a model of self regulation in Psychology, using a recent variational rationality approach.
NAMar 24, 2011
Convergence of inexact descent methods for nonconvex optimization on Riemannian manifoldsG. C. Bento, J. X. da Cruz Neto, P. R. Oliveira
In this paper we present an abstract convergence analysis of inexact descent methods in Riemannian context for functions satisfying Kurdyka-Lojasiewicz inequality. In particular, without any restrictive assumption about the sign of the sectional curvature of the manifold, we obtain full convergence of a bounded sequence generated by the proximal point method, in the case that the objective function is nonsmooth and nonconvex, and the subproblems are determined by a quasi distance which does not necessarily coincide with the Riemannian distance. Moreover, if the objective function is $C^1$ with $L$-Lipschitz gradient, not necessarily convex, but satisfying Kurdyka-Lojasiewicz inequality, full convergence of a bounded sequence generated by the steepest descent method is obtained.
NAOct 29, 2010
Unconstrained steepest descent method for multicriteria optimization on Riemmanian manifoldsG. C. Bento, O. P. Ferreira, P. R. Oliveira
In this paper we present a steepest descent method with Armijo's rule for multicriteria optimization in the Riemannian context. The well definedness of the sequence generated by the method is guaranteed. Under mild assumptions on the multicriteria function, we prove that each accumulation point (if they exist) satisfies first-order necessary conditions for Pareto optimality. Moreover, assuming quasi-convexity of the multicriteria function and non-negative curvature of the Riemannian manifold, we prove full convergence of the sequence to a Pareto critical.