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arXiv · 2309.04966

The Quasi-Newton Method for the Composite Multiobjective Optimization Problems

Jian-Wen Peng·Jen-Chih Yao
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Abstract

In this paper, we introduce several new quasi-Newton methods for the composite multiobjective optimization problems (in short, CMOP) with Armijo line search. These multiobjective versions of quasi-Newton methods include BFGS quasi-Newnon method, self-scaling BFGS quasi-Newnon method, and Huang BFGS quasi-Newnon method. Under some suitable conditions, we show that each accumulation point of the sequence generated by these algorithms, if exists, is both a Pareto stationary point and a Pareto optimal point of (CMOP).

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Jian-Wen Peng, Jen-Chih Yao. 2023-09-10. The Quasi-Newton Method for the Composite Multiobjective Optimization Problems. https://arxiv.org/abs/2309.04966

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