Linear convergence of a nonmonotone projected gradient method for multiobjective optimization

Xiaopeng Zhao () and Jen-Chih Yao ()
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Xiaopeng Zhao: Tiangong University
Jen-Chih Yao: China Medical University

Journal of Global Optimization, 2022, vol. 82, issue 3, No 7, 577-594

Abstract: Abstract We consider a projected gradient method equipped with the nonmonotone line search procedure for convex constrained multiobjective optimization problems. Under mild assumptions, we show the convergence of the full sequence generated by the algorithm to a weak Pareto optimal point. Furthermore, under some appropriate Lipschitz continuity assumption of the gradients of objective functions, a linear convergence result for this method is also established.

Keywords: Multiobjective optimization; Pareto optimality; Projected gradient method; Nonmonotone line search; Linear convergence; 90C29; 90C30; 65K05 (search for similar items in EconPapers)
Date: 2022
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Citations: View citations in EconPapers (2)

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DOI: 10.1007/s10898-021-01084-1

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