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A Wolfe line search algorithm for vector optimization

L. R. Lucambio Pérez(lrlp***at***ufg.br)
L. F. Prudente(lfprudente***at***ufg.br)

Abstract: In a recent paper, Lucambio Pérez and Prudente extended the Wolfe conditions for the vector-valued optimization. Here, we propose a line search algorithm for finding a step-size satisfying the strong Wolfe conditions in the vector optimization setting. Well definiteness and finite termination results are provided. We discuss practical aspects related to the algorithm and present some numerical experiments illustrating its applicability. Codes supporting this paper are written in Fortran 90 and are freely available for download.

Keywords: line search algorithm; Wolfe conditions; vector optimization.

Category 1: Other Topics (Multi-Criteria Optimization )

Citation:

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Entry Submitted: 07/27/2018
Entry Accepted: 07/27/2018
Entry Last Modified: 07/27/2018

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