wolfe line search

A quasi-Newton method with Wolfe line searches for multiobjective optimization

  • Leandro Fonseca Prudente
  • D. R. Souza
    • Categories Multi-Criteria Optimization, Unconstrained Optimization Tags , , , ,

    We propose a BFGS method with Wolfe line searches for unconstrained multiobjective optimization problems. The algorithm is well defined even for general nonconvex problems. Global and R-linear convergence to a Pareto optimal point are established for strongly convex problems. In the local convergence analysis, if the objective functions are locally strongly convex with Lipschitz continuous … Read more

    A Nonlinear Conjugate Gradient Algorithm with An Optimal Property and An Improved Wolfe Line Search

  • Yu-Hong Dai
  • Cai-Xia Kou
    • Categories Unconstrained Optimization Tags , , , ,

    In this paper, we seek the conjugate gradient direction closest to the direction of the scaled memoryless BFGS method and propose a family of conjugate gradient methods for unconstrained optimization. An improved Wolfe line search is also proposed, which can avoid a numerical drawback of the Wolfe line search and guarantee the global convergence of … Read more