2024/08/01 by Yingxue Yang, Yang, Yingxue · 3 citations
Computer Science · Mathematics · #Advanced Multi-Objective Optimization Algorithms #Advanced Optimization Algorithms Research #FOS: Mathematics #Optimization and Control (math.OC) #Optimization and Variational Analysis
paper · pdf · doi:10.48550/arxiv.2408.00543
openalex publication_date 2024/08/01 · openalex created_date 2024/08/04 · openalex updated_date 2026/07/28
In this paper, based on function information, we propose a modified BFGS-type method for nonconvex multiobjective optimization problems (MFQNMO). In the multiobjective quasi-Newton method (QNMO), each iteration involves separately approximating the Hessian matrix for each component objective function, which results in significant storage and computational burdens. MFQNMO employs a common BFGS-type matrix to approximate the Hessian matrix of all objective functions in each iteration. This matrix is updated using function information from the previous step. This approach strikes a balance between efficacy and computational cost. We confirm the convergence of the method without relying on convexity assumptions, under mild conditions, we establish a local superlinear convergence rate for MFQNMO. Furthermore, we validate its effectiveness through experiments on both nonconvex and convex test problems.