A reduced Jacobian method with full convergence property

IF 1.3 4区数学 Q2 MATHEMATICS, APPLIED

Optimization Letters Pub Date : 2024-01-07 DOI:10.1007/s11590-023-02083-9

M. El Maghri, Y. Elboulqe

引用次数: 0

Abstract

In this paper, we propose a variant of the reduced Jacobian method (RJM) introduced by El Maghri and Elboulqe (J Optim Theory Appl 179:917–943, 2018) 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 possesses the full convergence property in the sense that the entire sequence converges whenever the objectives are quasiconvex. Simulations are reported showing the performance of this variant compared to RJM and the nondominated sorting genetic algorithm (NSGA-II).

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具有完全收敛特性的减雅各布方法

在本文中，我们提出了 El Maghri 和 Elboulqe（J Optim Theory Appl 179:917-943, 2018）提出的还原雅各比方法（RJM）的变体，用于线性约束下的多标准优化。其动机在于，RJM 在经典意义上只有全局收敛到帕累托 KKT 静止点的累积点，与此相反，这种新变体具有全收敛特性，即只要目标是准凸的，整个序列都会收敛。仿真报告显示了该变体与 RJM 和非支配排序遗传算法（NSGA-II）相比的性能。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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来源期刊

Optimization Letters 管理科学-应用数学

CiteScore

3.40

自引率

6.20%

发文量

116

审稿时长

9 months

期刊介绍： Optimization Letters is an international journal covering all aspects of optimization, including theory, algorithms, computational studies, and applications, and providing an outlet for rapid publication of short communications in the field. Originality, significance, quality and clarity are the essential criteria for choosing the material to be published. Optimization Letters has been expanding in all directions at an astonishing rate during the last few decades. New algorithmic and theoretical techniques have been developed, the diffusion into other disciplines has proceeded at a rapid pace, and our knowledge of all aspects of the field has grown even more profound. At the same time one of the most striking trends in optimization is the constantly increasing interdisciplinary nature of the field. Optimization Letters aims to communicate in a timely fashion all recent developments in optimization with concise short articles (limited to a total of ten journal pages). Such concise articles will be easily accessible by readers working in any aspects of optimization and wish to be informed of recent developments.