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Spectral conjugate gradient methods for vector optimization problems

Author

Listed:
  • Qing-Rui He

    (Chongqing University)

  • Chun-Rong Chen

    (Chongqing University)

  • Sheng-Jie Li

    (Chongqing University)

Abstract

In this work, we present an extension of the spectral conjugate gradient (SCG) methods for solving unconstrained vector optimization problems, with respect to the partial order induced by a pointed, closed and convex cone with a nonempty interior. We first study the direct extension version of the SCG methods and its global convergence without imposing an explicit restriction on parameters. It shows that the methods may lose their good scalar properties, like yielding descent directions, in the vector setting. By using a truncation technique, we then propose a modified self-adjusting SCG algorithm which is more suitable for various parameters. Global convergence of the new scheme covers the vector extensions of three different spectral parameters and the corresponding Perry, Andrei, and Dai–Kou conjugate parameters (SP, N, and JC schemes, respectively) without regular restarts and any convex assumption. Under inexact line searches, we prove that the sequences generated by the proposed methods find points that satisfy the first-order necessary condition for Pareto-optimality. Finally, numerical experiments illustrating the practical behavior of the methods are presented.

Suggested Citation

  • Qing-Rui He & Chun-Rong Chen & Sheng-Jie Li, 2023. "Spectral conjugate gradient methods for vector optimization problems," Computational Optimization and Applications, Springer, vol. 86(2), pages 457-489, November.
    • Handle: RePEc:spr:coopap:v:86:y:2023:i:2:d:10.1007_s10589-023-00508-w
    DOI: 10.1007/s10589-023-00508-w
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    References listed on IDEAS

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    1. Parvaneh Faramarzi & Keyvan Amini, 2019. "A Modified Spectral Conjugate Gradient Method with Global Convergence," Journal of Optimization Theory and Applications, Springer, vol. 182(2), pages 667-690, August.
    2. M. L. N. Gonçalves & L. F. Prudente, 2020. "On the extension of the Hager–Zhang conjugate gradient method for vector optimization," Computational Optimization and Applications, Springer, vol. 76(3), pages 889-916, July.
    3. Miglierina, E. & Molho, E. & Recchioni, M.C., 2008. "Box-constrained multi-objective optimization: A gradient-like method without "a priori" scalarization," European Journal of Operational Research, Elsevier, vol. 188(3), pages 662-682, August.
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    6. Hiroki Tanabe & Ellen H. Fukuda & Nobuo Yamashita, 2023. "An accelerated proximal gradient method for multiobjective optimization," Computational Optimization and Applications, Springer, vol. 86(2), pages 421-455, November.
    7. Kanako Mita & Ellen H. Fukuda & Nobuo Yamashita, 2019. "Nonmonotone line searches for unconstrained multiobjective optimization problems," Journal of Global Optimization, Springer, vol. 75(1), pages 63-90, September.
    8. C. Hillermeier, 2001. "Generalized Homotopy Approach to Multiobjective Optimization," Journal of Optimization Theory and Applications, Springer, vol. 110(3), pages 557-583, September.
    9. Andrei, Neculai, 2010. "Accelerated scaled memoryless BFGS preconditioned conjugate gradient algorithm for unconstrained optimization," European Journal of Operational Research, Elsevier, vol. 204(3), pages 410-420, August.
    10. Thai Chuong, 2013. "Newton-like methods for efficient solutions in vector optimization," Computational Optimization and Applications, Springer, vol. 54(3), pages 495-516, April.
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