A weighted hybrid conjugate gradient method for unconstrained multiobjective optimization problems
摘要
We propose a weighted HS (Hestenes-Stiefel)-FR (Fletcher-Reeves) hybrid conjugate gradient method for unconstrained multiobjective optimization problem, in which a new positive coefficient of the multiobjective steepest descent direction is adaptively updated to keep its positiveness. The method takes advantage of a weighted hybrid of our modified HS and FR parameters and under the Armijo-type backtracking line search, it has global convergence to a Pareto critical point (point satisfying the first-order necessary condition for Pareto optimality) without convexity assumption on the objectives. Numerical experiments show that the practical performance of the method is competitive with the existing methods such as conjugate gradient method, steepest descent method, Newton method, and quasi-Newton method for unconstrained multiobjective optimization.