A relaxed projection method for solving multiobjective optimization problems

In this paper, we propose an algorithm for solving multiobjective minimization problems on nonempty closed convex subsets of the Euclidean space. The proposed method combines a reflection technique for obtaining a feasible point with a projected subgradient method. Under suitable assumptions, we show that the sequence generated using this method converges to a Pareto optimal point of the problem. We also present some numerical results. (C) 2016 Elsevier B.V. All rights reserved.