A Wolfe Line Search Algorithm for Vector Optimization

2019/12/09 by L. R. Lucambio Pérez, L. F. Prudente · 47 citations
Computer Science · Mathematics · #Advanced Optimization Algorithms Research #Algorithm #Computer science #Fortran #Line (geometry) #Line search #Mathematical optimization #Mathematics #Metaheuristic Optimization Algorithms Research #Optimization and Variational Analysis #Programming language

paper · doi:10.1145/3342104

published in ACM Transactions on Mathematical Software 45(4), 1-23 (Association for Computing Machinery)

openalex publication_date 2019/12/09 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28

Abstract

In a recent article, Lucambio Pérez and Prudente extended the Wolfe conditions for the vector-valued optimization. Here, we propose a line search algorithm for finding a step size satisfying the strong Wolfe conditions in the vector optimization setting. Well definedness and finite termination results are provided. We discuss practical aspects related to the algorithm and present some numerical experiments illustrating its applicability. Codes supporting this article are written in Fortran 90 and are freely available for download.

Citations

• On the Minimization of Completion Time Variance with a Bicriteria Extension

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