On q -Quasi-Newton’s Method for Unconstrained Multiobjective Optimization Problems

Kin Keung Lai, Shashi Kant Mishra and Bhagwat Ram
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Kin Keung Lai: College of Economics, Shenzhen University, Shenzhen 518060, China
Shashi Kant Mishra: Department of Mathematics, Institute of Science, Banaras Hindu University, Varanasi 221005, India
Bhagwat Ram: DST-Centre for Interdisciplinary Mathematical Sciences, Institute of Science, Banaras Hindu University, Varanasi 221005, India

Mathematics, 2020, vol. 8, issue 4, 1-14

Abstract: A parameter-free optimization technique is applied in Quasi-Newton’s method for solving unconstrained multiobjective optimization problems. The components of the Hessian matrix are constructed using q -derivative, which is positive definite at every iteration. The step-length is computed by an Armijo-like rule which is responsible to escape the point from local minimum to global minimum at every iteration due to q -derivative. Further, the rate of convergence is proved as a superlinear in a local neighborhood of a minimum point based on q -derivative. Finally, the numerical experiments show better performance.

Keywords: multiobjective programming; methods of quasi-Newton type; Pareto optimality; q -calculus; rate of convergence (search for similar items in EconPapers)
JEL-codes: C (search for similar items in EconPapers)
Date: 2020
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (3)

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