{"title":"A Wolfe Line Search Algorithm for Vector Optimization","authors":"L. R. L. Pérez, L. F. Prudente","doi":"10.1145/3342104","DOIUrl":null,"url":null,"abstract":"In a recent article, Lucambio Pérez and Prudente extended the Wolfe conditions for the vector-valued optimization. Here, we propose a line search algorithm for finding a step size satisfying the strong Wolfe conditions in the vector optimization setting. Well definedness and finite termination results are provided. We discuss practical aspects related to the algorithm and present some numerical experiments illustrating its applicability. Codes supporting this article are written in Fortran 90 and are freely available for download.","PeriodicalId":7036,"journal":{"name":"ACM Transactions on Mathematical Software (TOMS)","volume":"118 1","pages":"1 - 23"},"PeriodicalIF":0.0000,"publicationDate":"2019-12-09","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"17","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"ACM Transactions on Mathematical Software (TOMS)","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.1145/3342104","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
引用次数: 17
Abstract
In a recent article, Lucambio Pérez and Prudente extended the Wolfe conditions for the vector-valued optimization. Here, we propose a line search algorithm for finding a step size satisfying the strong Wolfe conditions in the vector optimization setting. Well definedness and finite termination results are provided. We discuss practical aspects related to the algorithm and present some numerical experiments illustrating its applicability. Codes supporting this article are written in Fortran 90 and are freely available for download.
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