SOME RESULTS ON THE MULTIOBJECTIVE OPTIMIZATION PROBLEM WITH CONVEX FUNCTIONS

초록

The aim of this paper is to study a stochastic version of the mul-tiobjective optimization problems whose objectives are the expected values of convex and random functions based on a stochastic variational inequality. It is proved that solutions to the stochastic variational inequality is a Pareto optimization solution to the stochastic version of the multiobjective optimization. A subgradient-like algorithm is proposed to find solutions. The almost sure convergence is proved as well. © 2025 Yokohama Publications. All rights reserved.

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