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On q-Newton’s method for unconstrained multiobjective optimization problems
S.K. Mishra, G. Panda, , B. Ram
Published in Springer
2020
Volume: 63
   
Issue: 1-2
Pages: 391 - 410
Abstract
In this paper, we present a method of so-called q-Newton’s type descent direction for solving unconstrained multiobjective optimization problems. The algorithm presented in this paper is implemented by applying an independent parameter q (quantum) in an Armijo-like rule to compute the step length which guarantees that the value of the objective function decreases at every iteration. The search processes gradually shift from global in the beginning to local as the algorithm converges due to q-gradient. The algorithm is experimented on 41 benchmark/test functions which are unimodal and multi-modal with 1, 2, 3, 4, 5, 10 and 50 different dimensions. The performance of the proposed method is confirmed by comparing with three existing schemes. © 2020, Korean Society for Informatics and Computational Applied Mathematics.
About the journal
JournalData powered by TypesetJournal of Applied Mathematics and Computing
PublisherData powered by TypesetSpringer
ISSN15985865