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Linear convergence of a nonmonotone projected gradient method for multiobjective optimization

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Listed:
  • Xiaopeng Zhao

    (Tiangong University)

  • Jen-Chih Yao

    (China Medical University)

Abstract

We consider a projected gradient method equipped with the nonmonotone line search procedure for convex constrained multiobjective optimization problems. Under mild assumptions, we show the convergence of the full sequence generated by the algorithm to a weak Pareto optimal point. Furthermore, under some appropriate Lipschitz continuity assumption of the gradients of objective functions, a linear convergence result for this method is also established.

Suggested Citation

  • Xiaopeng Zhao & Jen-Chih Yao, 2022. "Linear convergence of a nonmonotone projected gradient method for multiobjective optimization," Journal of Global Optimization, Springer, vol. 82(3), pages 577-594, March.
    • Handle: RePEc:spr:jglopt:v:82:y:2022:i:3:d:10.1007_s10898-021-01084-1
    DOI: 10.1007/s10898-021-01084-1
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    2. Feng Guo & Liguo Jiao, 2023. "A new scheme for approximating the weakly efficient solution set of vector rational optimization problems," Journal of Global Optimization, Springer, vol. 86(4), pages 905-930, August.

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