A Wolfe Line Search Algorithm for Vector Optimization

2019/12/09 by L. R. Lucambio Pérez, L. F. Prudente · 4 citations
Mathematics · Computer Science · #Advanced Optimization Algorithms Research #Metaheuristic Optimization Algorithms Research #Optimization and Variational Analysis

paper · doi:10.1145/3342104

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

Cited by

• Universal and Transferable Attacks on Pathology Foundation Models
• On the extension of the Hager–Zhang conjugate gradient method for vector optimization
• Spectral conjugate gradient methods for vector optimization problems
• A nonlinear conjugate gradient algorithm for multiobjective optimization: multiple hybrid search direction and global rates
• A Partially Derivative-Free Proximal Method for Composite Multiobjective Optimization in the Hölder Setting

Related

• Secant Line Search for Frank-Wolfe Algorithms
• The Frank-Wolfe algorithm: a short introduction
• The Frank-Wolfe Algorithm: A Short Introduction
• Frank-Wolfe Style Algorithms for Large Scale Optimization
• Projected-Search Methods for Bound-Constrained Optimization