The Quasi-Newton Method for the Composite Multiobjective Optimization Problems

Abstract: In this paper, we introduce several new quasi-Newton methods for the composite multiobjective optimization problems (in short, CMOP) with Armijo line search. These multiobjective versions of quasi-Newton methods include BFGS quasi-Newnon method, self-scaling BFGS quasi-Newnon method, and Huang BFGS quasi-Newnon method. Under some suitable conditions, we show that each accumulation point of the sequence generated by these algorithms, if exists, is both a Pareto stationary point and a Pareto optimal point of (CMOP).