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Consider a symmetrical roof truss structure, composed of vertical, diagonal, and horizontal members. The length of each horizontal member is 4 m. The lengths of the vertical members FB and HD are 4 m, while the length of member GC is 6 m. The loads acting at joints F, G, and H are 2 kN, while those at joints A and E are 1 kN.
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Inertial forward-backward methods for solving vector optimization problems.

Radu Ioan Boţ1,2, Sorin-Mihai Grad3,4

  • 1Faculty of Mathematics, University of Vienna, Vienna, Austria.

Optimization
|July 17, 2018
PubMed
Summary
This summary is machine-generated.

We introduce new algorithms for finding weakly efficient solutions in vector optimization. These methods incorporate memory effects and are tested on portfolio optimization problems.

Keywords:
Vector optimization problemsforward–backward algorithmsinertial proximal algorithmsweakly efficient solutions

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Area of Science:

  • Optimization Theory
  • Convex Analysis
  • Numerical Analysis

Background:

  • Vector optimization problems involve minimizing multiple objectives simultaneously.
  • Finding weakly efficient solutions is crucial in multi-objective decision-making.
  • Existing methods may lack efficiency or applicability to complex functions.

Purpose of the Study:

  • To propose novel forward-backward proximal point algorithms for vector optimization.
  • To incorporate inertial/memory effects for enhanced performance.
  • To address the minimization of sums of cone-convex and differentiable cone-convex vector functions.

Main Methods:

  • Development of two forward-backward proximal point algorithms with inertial effects.
  • Introduction of inexact versions for practical implementation.
  • Derivation of a standard forward-backward method as a byproduct.

Main Results:

  • The proposed algorithms effectively determine weakly efficient solutions.
  • Inexact algorithms demonstrate suitability for real-world implementation.
  • Numerical experiments validate the methods in portfolio optimization.

Conclusions:

  • The developed algorithms offer efficient approaches for solving vector optimization problems.
  • Inertial effects enhance the performance of proximal point methods.
  • The study provides practical tools for applications like portfolio optimization.