Youssef Elboulqe

An Explicit Spectral Fletcher-Reeves Conjugate Gradient Method for Bi-criteria Optimization

  • Youssef Elboulqe
  • Mounir El Maghri
    • Categories Multi-Criteria Optimization, Nonlinear Optimization, Unconstrained Optimization Tags , , , ,

    In this paper we propose a spectral Fletcher-Reeves conjugate gradient-like method (SFRCG) for solving unconstrained bi-criteria minimisation problems without using any technique of scalarization. We suggest an explicit formulae for computing a descent direction common to both criteria. This latter verifies furthermore a sufficient descent property which does not depend on the line search nor … Read more

    A Reduced Jacobian Scheme with Full Convergence for Multicriteria Optimization

  • Mounir El Maghri
  • Youssef Elboulqe
    • Categories Constrained Nonlinear Optimization, Linear Programming, Multi-Criteria Optimization Tags , , , , ,

    In this paper, we propose a variant of the reduced Jacobian method (RJM) introduced by El Maghri and Elboulqe in [JOTA, 179 (2018) 917–943] for multicriteria optimization under linear constraints. Motivation is that, contrarily to RJM which has only global convergence to Pareto KKT-stationary points in the classical sense of accumulation points, this new variant … Read more