A modified Polak-Ribiere-Polyak type conjugate gradient method with two stepsize strategies for vector optimization
Year: 2024
Type: preprint
Abstract: In this paper, in order to find critical points of vector-valued functions with respect to the partial order induced by a closed, convex, and pointed cone with nonempty interior, we propose a nonlinear modified Polak-Ribiere-Polyak type conjugate gradient method with a nonnegative conjugate parameter. We show that the search direction in our method satisfies the sufficient descent condition independent of any line search. Furthermore, under mild assumptions, we obtain the results of global convergence with the standard Wolfe line search conditions as well as the standard Armijo line search strategy without convexity assumption of the objective functions. Computational experiments are given to show the effectiveness of the proposed method.
Source: arXiv (Cornell University)
Authors: Bai, Yushan, Chen, Jiawei, Liu, Kaiping
Institution: Southwest University
Language: English
Subfield: Numerical Analysis
Field: Mathematics
Domain: Physical Sciences
Open Access status: green
OpenAlex ID: W4394839004