The self regulation problem as an inexact steepest descent method for multicriteria optimization

In this paper we study an inexact steepest descent method for multicriteria optimization whose step-size comes with Armijo’s rule. We show that this method is well-defined. Moreover, by assuming the quasi-convexity of the multicriteria function, we prove full convergence of any generated sequence to a Pareto critical point. As an application, we offer a model for the Psychology’s self regulation problem, using a recent variational rationality approach.

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Year of publication:	2014
Authors:	Bento, G.C. ; Cruz Neto, J.X. ; Oliveira, P.R. ; Soubeyran, A.
Published in:	European Journal of Operational Research. - Elsevier, ISSN 0377-2217. - Vol. 235.2014, 3, p. 494-502
Publisher:	Elsevier
Subject:	Multiple objective programming \| Steepest descent \| Self regulation \| Quasi-convexity

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

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