Memory gradient method for multiobjective optimization

In this paper, we propose a new descent method, called multiobjective memory gradient for finding Pareto critical points of optimization problem. The main thought in method is to select combination the current direction and past multi-step iterative information as search obtain stepsize by two types strategies. It proved that developed with suitable parameters always satisfies sufficient condition at each iteration. Based on mild assumptions, global convergence rates our method. Computational experiments are given demonstrate effectiveness proposed