无约束多目标优化的一种新的下降算法

A New Descent Algorithm for Unconstrained Multiobjective Programming

基于无约束多目标的最速下降法,提出了无约束多目标优化问题的一种新的下降算法,并证明了该算法在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 steepest descent method for multicriteria optimization, a new descent algorithm for mul-tiobjective programming without constraints was presented, and its convergence under Armijo line search was proved. Numerical results showed that the proposed method was efficient.