无约束多目标优化的记忆梯度法

Memory Gradient Method for Multiobjective Programming without Constraints

基于无约束单目标记忆梯度法,本文提出了一种无约束多目标优化问题的记忆梯度法,并证明了算法在Armijo线性搜索下的收敛性。数据试验结果验证了该算法的有效性。

Based on the memory gradient methods for unconstrained optimization problems,we present a memory gradient method for multiobjective programming without constraints,and prove its convergence under Armijo line search. Numerical results show that the proposed method is efficient.