Related papers: The Quasi-Newton Method for the Composite Multiobj…
We introduce some new proximal quasi-Newton methods for unconstrained multiobjective optimization problems (in short, UMOP), where each objective function is the sum of a twice continuously differentiable strongly convex function and a…
This paper proposes a nonmonotone proximal quasi-Newton algorithm for unconstrained convex multiobjective composite optimization problems. To design the search direction, we minimize the max-scalarization of the variations of the Hessian…
Channel estimation and extrapolation are fundamental issues in MIMO communication systems. In this paper, we proposed the quasi-Newton orthogonal matching pursuit (QNOMP) approach to overcome these issues with high efficiency while…
In this article, we propose a Newton-based method for solving multiobjective interval optimization problems (MIOPs). We first provide a connection between weakly Pareto optimal points and Pareto critical points in the context of MIOPs.…
In this paper, we propose a quasi Newton method to solve the robust counterpart of an uncertain multiobjective optimization problem under an arbitrary finite uncertainty set. Here the robust counterpart of an uncertain multiobjective…
This paper addresses the challenge of developing efficient algorithms for large-scale nonconvex multiobjective optimization problems (MOPs). While quasi-Newton methods are effective, their traditional application to MOPs is computationally…
Many practical optimization problems involve objective function values that are corrupted by unavoidable numerical errors. In smooth nonconvex optimization, quasi-Newton methods combined with line search are widely used due to their…
Algorithms for solving nonconvex, nonsmooth, finite-sum optimization problems are proposed and tested. In particular, the algorithms are proposed and tested in the context of an optimization problem formulation arising in semi-supervised…
Optimization problems with composite functions consist of an objective function which is the sum of a smooth and a (convex) nonsmooth term. This particular structure is exploited by the class of proximal gradient methods and some of their…
Designing efficient quasi-Newton methods is an important problem in nonlinear optimization and the solution of systems of nonlinear equations. From the perspective of the matrix approximation process, this paper presents a unified framework…
This paper describes an extension of the BFGS and L-BFGS methods for the minimization of a nonlinear function subject to errors. This work is motivated by applications that contain computational noise, employ low-precision arithmetic, or…
In this paper, based on function information, we propose a modified BFGS-type method for nonconvex multiobjective optimization problems (MFQNMO). In the multiobjective quasi-Newton method (QNMO), each iteration involves separately…
In this article, we propose a quasi-Newton method for unconstrained set optimization problems to find its weakly minimal solutions with respect to lower set-less ordering. The set-valued objective mapping under consideration is given by a…
We extend the well-known BFGS quasi-Newton method and its memory-limited variant LBFGS to the optimization of nonsmooth convex objectives. This is done in a rigorous fashion by generalizing three components of BFGS to subdifferentials: the…
Four decades after their invention, quasi-Newton methods are still state of the art in unconstrained numerical optimization. Although not usually interpreted thus, these are learning algorithms that fit a local quadratic approximation to…
In this paper, a globally convergent Newton-type proximal gradient method is developed for composite multi-objective optimization problems where each objective function can be represented as the sum of a smooth function and a nonsmooth…
In this article, we derive an iterative scheme through a quasi-Newton technique to capture robust weakly efficient points of uncertain multiobjective optimization problems under the upper set less relation. It is assumed that the set of…
We introduce a quasi-Newton method with block updates called Block BFGS. We show that this method, performed with inexact Armijo-Wolfe line searches, converges globally and superlinearly under the same convexity assumptions as BFGS. We also…
In this paper we take a quasi-Newton approach to nonlinear eigenvalue problems (NEPs) of the type $M(\lambda)v=0$, where $M:\mathbb{C}\rightarrow\mathbb{C}^{n\times n}$ is a holomorphic function. We investigate which types of approximations…
We consider the finite-sum optimization problem, where each component function is strongly convex and has Lipschitz continuous gradient and Hessian. The recently proposed incremental quasi-Newton method is based on BFGS update and achieves…