Abstract: Based on the memory gradient methods for unconstrained optimization problems, we present a memory gradient method for multiobjective programming without constraints, and prove its convergence under Armijo line search. Numerical results show that the proposed method is efficient.

Key words: multiobjective programming, memory gradient method, armijo line search, pareto critical

摘要： 基于无约束单目标记忆梯度法,本文提出了一种无约束多目标优化问题的记忆梯度法,并证明了算法在Armijo线性搜索下的收敛性。数据试验结果验证了该算法的有效性。

关键词: 多目标优化, 记忆梯度法, Armijo线性搜索, Pareto-临界点