On q-Quasi-Newton’s Method for Unconstrained Multiobjective Optimization Problems

• Published in: Mathematics (Basel) Vol. 8; no. 4; p. 616
• Main Authors: Lai, Kin Keung, Mishra, Shashi Kant, Ram, Bhagwat
• Format: Journal Article
• Language: English
• Published: Basel MDPI AG 01.04.2020
• Subjects: Algorithms; Calculus; Hessian matrices; Interdisciplinary subjects; Iterative methods; Matrix methods; Methods; methods of quasi-Newton type; multiobjective programming; Multiple objective analysis; Nonlinear programming; Optimization; Optimization techniques; Pareto optimality; q-calculus; rate of convergence

A parameter-free optimization technique is applied in Quasi-Newton’s method for solving unconstrained multiobjective optimization problems. The components of the Hessian matrix are constructed using q-derivative, which is positive definite at every iteration. The step-length is computed by an Armijo...