Memory gradient method for multiobjective optimization

Wang Chen, Xinmin Yang and Yong Zhao

Applied Mathematics and Computation, 2023, vol. 443, issue C

Abstract: In this paper, we propose a new descent method, called 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 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.

Keywords: Multiobjective optimization; Memory gradient method; Descent direction; Pareto critical; Convergence analysis (search for similar items in EconPapers)
Date: 2023
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Citations: View citations in EconPapers (2)

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Persistent link: https://EconPapers.repec.org/RePEc:eee:apmaco:v:443:y:2023:i:c:s0096300322008591

DOI: 10.1016/j.amc.2022.127791

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