The Quasi-Newton Method for the Composite Multiobjective Optimization Problems
Optimization and Control
2023-09-12 v1
Abstract
In this paper, we introduce several new quasi-Newton methods for the composite multiobjective optimization problems (in short, CMOP) with Armijo line search. These multiobjective versions of quasi-Newton methods include BFGS quasi-Newnon method, self-scaling BFGS quasi-Newnon method, and Huang BFGS quasi-Newnon method. Under some suitable conditions, we show that each accumulation point of the sequence generated by these algorithms, if exists, is both a Pareto stationary point and a Pareto optimal point of (CMOP).
Cite
@article{arxiv.2309.04966,
title = {The Quasi-Newton Method for the Composite Multiobjective Optimization Problems},
author = {Jian-Wen Peng and Jen-Chih Yao},
journal= {arXiv preprint arXiv:2309.04966},
year = {2023}
}
Comments
16 pages. arXiv admin note: text overlap with arXiv:2108.00125