2024/04/12 by Yu-Shan Bai, Bai, Yushan, Jiawei Chen +3
Computer Science · Mathematics · #Advanced Optimization Algorithms Research #FOS: Mathematics #Optimization and Control (math.OC) #Optimization and Variational Analysis
paper · pdf · doi:10.48550/arxiv.2404.08503
openalex publication_date 2024/04/12 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28
In this paper, in order to find critical points of vector-valued functions with respect to the partial order induced by a closed, convex, and pointed cone with nonempty interior, we propose a nonlinear modified Polak-Ribiere-Polyak type conjugate gradient method with a nonnegative conjugate parameter. We show that the search direction in our method satisfies the sufficient descent condition independent of any line search. Furthermore, under mild assumptions, we obtain the results of global convergence with the standard Wolfe line search conditions as well as the standard Armijo line search strategy without convexity assumption of the objective functions. Computational experiments are given to show the effectiveness of the proposed method.