In this paper, we propose a projected subgradient method for solving constrained nondifferentiable quasiconvex multiobjective optimization problems. The algorithm is based on the Plastria subdifferential to overcome potential shortcomings known from algorithms based on the classical gradient. Under suitable, yet rather general assumptions, we establish the convergence of the full sequence generated by the algorithm to a Pareto efficient solution of the problem. Numerical results are presented to illustrate our findings.

中文翻译：

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不可微拟凸多目标优化问题的投影次梯度法

在本文中，我们提出了一种用于求解约束不可微拟凸多目标优化问题的投影次梯度方法。该算法基于 Plastria 次微分，以克服基于经典梯度的算法已知的潜在缺点。在适当但相当普遍的假设下，我们建立了算法生成的完整序列收敛到问题的帕累托有效解决方案。提供了数值结果来说明我们的发现。