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SOME RESULTS ON THE MULTIOBJECTIVE OPTIMIZATION PROBLEM WITH CONVEX FUNCTIONS
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0초록
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.
키워드
Multiobjective optimization; random functions; variational analysis; VARIATIONAL-INEQUALITIES; EXTRAGRADIENT METHODS; POINT
- 제목
- SOME RESULTS ON THE MULTIOBJECTIVE OPTIMIZATION PROBLEM WITH CONVEX FUNCTIONS
- 저자
- Cho, Sun Young
- 발행일
- 2025
- 유형
- Article
- 권
- 26
- 호
- 3
- 페이지
- 529 ~ 539