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Alternative extension of the Hager–Zhang conjugate gradient method for vector optimization

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Abstract

Recently, Gonçalves and Prudente proposed an extension of the Hager–Zhang nonlinear conjugate gradient method for vector optimization (Comput Optim Appl 76:889–916, 2020). They initially demonstrated that directly extending the Hager–Zhang method for vector optimization may not result in descent in the vector sense, even when employing an exact line search. By utilizing a sufficiently accurate line search, they subsequently introduced a self-adjusting Hager–Zhang conjugate gradient method in the vector sense. The global convergence of this new scheme was proven without requiring regular restarts or any convex assumptions. In this paper, we propose an alternative extension of the Hager–Zhang nonlinear conjugate gradient method for vector optimization that preserves its desirable scalar property, i.e., ensuring sufficiently descent without relying on any line search or convexity assumption. Furthermore, we investigate its global convergence with the Wolfe line search under mild assumptions. Finally, numerical experiments are presented to illustrate the practical behavior of our proposed method.

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Data availability

The codes are freely available at https://github.com/zlpjulie/vector-optimization1.git.

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Acknowledgements

The author wish to thank the anonymous referees for their constructive comments and suggestions on the paper, which improve this paper greatly.

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Authors and Affiliations

  1. School of Mathematics and Computing Science, Guilin University of Electronic Technology, Guilin, 541002, People’s Republic of China

    Qingjie Hu & Liping Zhu

  2. Guangxi Colleges and Universities Key Laboratory of Data Analysis and Computation, Guilin, 541002, People’s Republic of China

    Qingjie Hu

  3. Center for Applied Mathematics of Guangxi (GUET), Guilin, 541002, People’s Republic of China

    Qingjie Hu

  4. School of Mathematics and Statistics, Guangxi Normal University, Guilin, 541004, People’s Republic of China

    Yu Chen

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  1. Qingjie Hu
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Correspondence to Qingjie Hu.

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This work was supported in part by NNSF(No.11961011,11761014) of China and Guangxi Science and Technology Base and Talents Special Project (No.2021AC06001) and Innovation Project of Guangxi Graduate Education (No.YCSW2022282).

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Hu, Q., Zhu, L. & Chen, Y. Alternative extension of the Hager–Zhang conjugate gradient method for vector optimization. Comput Optim Appl 88, 217–250 (2024). https://doi.org/10.1007/s10589-023-00548-2

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