AWolfe-Type Steepest Descent Algorithm for Uncertain Quadratic Multiobjective Optimization Problems
Abstract
Thisworkdevelops aWolfe-type steepestdescent algorithmfor solvinguncertainquadratic
multiobjectiveoptimizationproblems(UMOPs)byreformulatingthemintodeterministicrobustcounterparts
viaobjective-wiseworst-casecriteria.TheproposedmethodincorporatesaWolfe-typeinexact linesearchto
obtainmoreefficientdescentdirectionsandimproveoverallconvergencebehavior.AZoutendijk-typecondition
isestablishedtoguaranteelinearconvergenceunderstandardassumptions.
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