Regularization of Quasi -Newton Methods for Composite Multi-objective Problems

In this paper, we propose an efficient regular-ized quasi-Newton method for solving the unconstrained composite multiobjective optimization problem (UCMOP) where the objective functions are neither smooth nor convex. Under some suitable conditions, we establish that every accumulation point of the sequence produced by the proposed algorithm is a Pareto stationary point of the (UCMOP). We have conducted numerical experiments that show the validity of the proposed method.

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Published
2024-10-18
DOI
https://doi.org/10.1109/ntci64025.2024.10776175
Primary Topic
Advanced Optimization Algorithms Research
Type
article
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article

Regularization of Quasi -Newton Methods for Composite Multi-objective Problems

Mengzhen Cheng, Xinshu Xiao, Yong Zhao
Advanced Optimization Algorithms Research
article

Regularization of Quasi -Newton Methods for Composite Multi-objective Problems

Mengzhen Cheng, Xinshu Xiao, Yong Zhao
article en

Abstract

In this paper, we propose an efficient regular-ized quasi-Newton method for solving the unconstrained composite multiobjective optimization problem (UCMOP) where the objective functions are neither smooth nor convex. Under some suitable conditions, we establish that every accumulation point of the sequence produced by the proposed algorithm is a Pareto stationary point of the (UCMOP). We have conducted numerical experiments that show the validity of the proposed method.

Chongqing Jiaotong University (CN)
Openalex Percentile: Top 64%
Advanced Optimization Algorithms Research
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