A Wolfe-type steepest descent algorithm for uncertain quadratic multiobjective  optimization problems

Shubham Kumar; Amar  Deep

doi:10.5269/bspm.81660

Shubham Kumar Department of Mathematics, IILM University Greater Noida Uttar Pradesh India.
Amar Deep

Abstract

This work develops a Wolfe-type steepest descent algorithm for solving uncertain quadratic multiobjective optimization problems (UQMOPs) by reformulating them into deterministic robust counterparts via objective-wise worst-case criteria. The proposed method incorporates a Wolfe-type inexact line search to obtain more efficient descent directions and improve overall convergence behavior. A Zoutendijk-type condition is established to guarantee linear convergence under standard assumptions.

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