An inertial proximal method for solving vector optimization problems

01.12.2016 15:15 - 16:00

Sorin-Mihai Grad (TU Chemnitz), SE Optimization

Abstract: We present an iterative proximal method of inertial type with memory effects based on recent advances in scalar convex optimization that is employed for solving a class of convex vector optimization problems without scalarizing them first, by making use of some adaptive scalarization techniques. An inexact version of the algorithm is proposed, too, and hints towards future developments are given as well.

Organiser:

RI Bot, A. Neumaier, H. Schichl

Location:

SR 7, 2. OG., OMP 1