A three-term Polak-Ribière-Polyak conjugate gradient method for vector optimization

Fuente: arXiv
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Autori principali: Lin, Guangxuan, Du, Shouqiang
Natura: Preprint
Pubblicazione: 2025
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author Lin, Guangxuan
Du, Shouqiang
author_facet Lin, Guangxuan
Du, Shouqiang
contents A novel three-term Polak-Ribière-Polyak conjugate gradient method is proposed for solving vector optimization problems. It should be emphasized that this is the first extension of three-term conjugate gradient methods from scalar optimization to vector optimization. The method can consistently generate a sufficient descent direction independent of line search procedures and without modifying the conjugate parameters. This result improves upon the corresponding conclusions in SIAM J. Optim. 28, 2690-2720 (2018), J. Optim. Theory Appl. 204,13 (2025) and Optim. Methods Softw. 28, 725-754 (2025). Based on a new Wolfe-type line search, the global convergence of the proposed scheme is established without imposing restrictions such as self-adjusting strategies, regular restarts and convexity assumptions. Numerical experiments demonstrate the favourable performance of the proposed method.
format Preprint
id arxiv_https___arxiv_org_abs_2505_08408
institution arXiv
publishDate 2025
record_format arxiv
spellingShingle A three-term Polak-Ribière-Polyak conjugate gradient method for vector optimization
Lin, Guangxuan
Du, Shouqiang
Optimization and Control
90C29, 90C52
A novel three-term Polak-Ribière-Polyak conjugate gradient method is proposed for solving vector optimization problems. It should be emphasized that this is the first extension of three-term conjugate gradient methods from scalar optimization to vector optimization. The method can consistently generate a sufficient descent direction independent of line search procedures and without modifying the conjugate parameters. This result improves upon the corresponding conclusions in SIAM J. Optim. 28, 2690-2720 (2018), J. Optim. Theory Appl. 204,13 (2025) and Optim. Methods Softw. 28, 725-754 (2025). Based on a new Wolfe-type line search, the global convergence of the proposed scheme is established without imposing restrictions such as self-adjusting strategies, regular restarts and convexity assumptions. Numerical experiments demonstrate the favourable performance of the proposed method.
title A three-term Polak-Ribière-Polyak conjugate gradient method for vector optimization
topic Optimization and Control
90C29, 90C52
url https://arxiv.org/abs/2505.08408