This paper studies the general vector optimization problem of finding weakly efficient points for mappings in a Banach space Y, with respect to the partial order induced by a closed, convex, and pointed cone C C Y with nonempty interior. In order to find a solution of this problem, we introduce an auxiliary variational inequality problem for monotone, Lipschitz-continuous mapping. The approximate proximal method in vector optimization is extended to develop a hybrid approximate proximal method for the general vector optimization problem by the combination of extragradient method for finding a solution to the variational inequality problem and approximate proximal point method for finding a root of a maximal monotone operator. In this hybrid approximate proximal method, the subproblems consist of finding approximate solutions to the variational inequality problem for monotone, Lipschitz-continuous mapping, and finding weakly efficient points for suitable regularizations of the original mapping. We present both an absolute and a relative version in which the subproblems are solved only approximately. Weak convergence of the generated sequence to a weak efficient point is established under quite mild conditions. In addition, we also discuss an extension to Bregman-function-based hybrid approximate proximal algorithms for finding weakly efficient points for mappings.
Number in Series
Applied Mathematics | Mathematics
Ceng, L C.; Mordukhovich, Boris S.; and Yao, Jen-Chih, "Hybrid Approximate Proximal Method with Auxiliary Variational Inequality for Vector Optimization" (2009). Mathematics Research Reports. 63.