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Xiaopeng Zhao, Huijie Zhang, Yonghong Yao, An inexact nonmonotone projected gradient method for constrained multiobjective optimization

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DOI: 10.23952/jnva.8.2024.4.03

Volume 8, Issue 4, 1 August 2024, Pages 517-531

 

Abstract. In this paper, we consider an inexact projected gradient method equipped with a nonmonotone line search rule for smooth constrained multiobjective optimization. In this method, a new nonmonotone line search technique proposed here is employed and the relative errors on the search direction is admitted. We demonstrate that this method is well-defined. Then, we prove that each accumulation point of the sequence generated by this method is Pareto stationary and analyze the convergence rate of the algorithm. When the objective function is convex, the convergence of the sequence to a weak Pareto optimal point of the problem is established.

 

How to Cite this Article:
X. Zhao, H. Zhang, Y. Yao, An inexact nonmonotone projected gradient method for constrained multiobjective optimization, J. Nonlinear Var. Anal. 8 (2024), 517-531.