An explicit three-term Polak–Ribière–Polyak conjugate gradient method for bicriteria optimization

IF 0.8 4区管理学 Q4 OPERATIONS RESEARCH & MANAGEMENT SCIENCE

Operations Research Letters Pub Date : 2024-09-27 DOI:10.1016/j.orl.2024.107195

Y. Elboulqe , M. El Maghri

引用次数: 0

Abstract

A three-term Polak–Ribière–Polyak conjugate gradient-like method for bicriteria optimization without scalarization is proposed in this paper. Three advantages are to be noted. First, the descent directions are given explicitly and can then be directly computed. Second, the descent property turns out to be sufficient and independent of the line search. Third, without Lipschitzian hypotheses, global convergence towards Pareto stationary points is proved under an Armijo type condition. Numerical experiments including comparisons with other methods are also reported.

查看原文本刊更多论文

用于双标准优化的显式三期 Polak-Ribière-Polyak 共轭梯度法

本文提出了一种无需标量化的三期 Polak-Ribière-Polyak 共轭梯度法，用于双标准优化。该方法有三个优点。首先，明确给出了下降方向，然后可以直接计算。其次，下降特性是充分的，且与线性搜索无关。第三，在没有 Lipschitzian 假设的情况下，在 Armijo 类型条件下证明了向帕累托静止点的全局收敛性。此外，还报告了数值实验，包括与其他方法的比较。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

求助全文

约1分钟内获得全文求助全文

来源期刊

Operations Research Letters 管理科学-运筹学与管理科学

CiteScore

2.10

自引率

9.10%

发文量

111

审稿时长

83 days

期刊介绍： Operations Research Letters is committed to the rapid review and fast publication of short articles on all aspects of operations research and analytics. Apart from a limitation to eight journal pages, quality, originality, relevance and clarity are the only criteria for selecting the papers to be published. ORL covers the broad field of optimization, stochastic models and game theory. Specific areas of interest include networks, routing, location, queueing, scheduling, inventory, reliability, and financial engineering. We wish to explore interfaces with other fields such as life sciences and health care, artificial intelligence and machine learning, energy distribution, and computational social sciences and humanities. Our traditional strength is in methodology, including theory, modelling, algorithms and computational studies. We also welcome novel applications and concise literature reviews.