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Barzilai and Borwein’s method for multiobjective optimization problems

Author:
Morovati, Vahid   Pourkarimi, Latif   Basirzadeh, Hadi   


Journal:
Numerical Algorithms


Issue Date:
2016


Abstract(summary):

The present study is an attempt to extend Barzilai and Borwein's method for dealing with unconstrained single objective optimization problems to multiobjective ones. As compared with Newton, Quasi-Newton and steepest descent multi-objective optimization methods, Barzilai and Borwein multiobjective optimization (BBMO) method requires simple and quick calculations in that it makes no use of the line search methods like the Armijo rule that necessitates function evaluations at each iteration. It goes without saying that the innovative aspect of the current study is due to the use of no function evaluations in comparison with other multi-objective optimization non-parametric methods (e.g. Newton, Quasi-Newton and steepest descent methods, to name a few) that have been investigated so far. Also, the convergence of the BBMO method for the objective functions assumed to be twice continuously differentiable has been proved. MATLAB software was utilized to implement the BBMO method, and the results were compared with the other methods mentioned earlier. Using some performance assessment, the quality of nondominated frontier of BBMO was analogized to above mentioned methods. In addition, the approximate nondominated frontiers gained from the methods were compared with the exact nondominated frontier for some problems. Also, performance profiles are considered to visualize numerical results presented in tables.


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