Memory gradient method for multiobjective optimization
From MaRDI portal
Publication:6400812
DOI10.1016/J.AMC.2022.127791arXiv2206.00496MaRDI QIDQ6400812FDOQ6400812
Authors: Wang Chen, Xinmin Yang, Yong Zhao 
Publication date: 1 June 2022
Abstract: In this paper, we propose a new descent method, termed as multiobjective memory gradient method, for finding Pareto critical points of a multiobjective optimization problem. The main thought in this method is to select a combination of the current descent direction and past multi-step iterative information as a new search direction and to obtain a stepsize by virtue of two types of strategies. It is proved that the developed direction with suitable parameters always satisfies the sufficient descent condition at each iteration. Based on mild assumptions, we obtain the global convergence and the rates of convergence for our method. Computational experiments are given to demonstrate the effectiveness of the proposed method.
Numerical optimization and variational techniques (65K10) Multi-objective and goal programming (90C29) Methods of reduced gradient type (90C52)
This page was built for publication: Memory gradient method for multiobjective optimization
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6400812)
