Research Article 2026-04-22 under-review v1

A Robust Optimization-Based Quasi-Newton Method for Uncertain Multiobjective Optimization Problems

S
Shubham Kumar Pandit Dwarka Prasad Mishra Indian Institute of Information Technology, Design and Manufacturing (PDPM IIITDM) Jabalpur
N
Nihar Kumar Mahato Pandit Dwarka Prasad Mishra Indian Institute of Information Technology, Design and Manufacturing (PDPM IIITDM) Jabalpur
M
Md Abu T Ansary Indian Institute of Technology Jodhpur
D
Debdas Ghosh Indian Institute of Technology Varanasi

Abstract

Uncertain multiobjective optimization problems arise in various real-world scenarios where ob-jectives are affected by uncertainty. To address this, we propose a quasi-Newton method to solve the robust counterpart of an uncertain multiobjective optimization problem under an arbitrary  finite uncertainty set. The robust counterpart is formulated as a nonsmooth deterministic multiobjective optimization problem, where we construct a sub-problem using Hessian approximation to determine a descent direction.     An    Armijo-type inexact line search technique is introduced to compute an appropriate step length, and a modified BFGS formula ensures positive definiteness of the Hessian matrix at each iteration. By incorporating these components, we develop a quasi-Newton descent algorithm for the robust counterpart and establish its convergence under standard assumptions, proving a superlinear convergence rate. Numerical experiments validate the e effectiveness of our method by comparing it with the weighted sum method through a performance profile, demonstrating its efficiency and robustness in solving uncertain multiobjective problems.

Citation Information

@article{shubhamkumar2026,
  title={A Robust Optimization-Based Quasi-Newton Method for Uncertain Multiobjective Optimization Problems},
  author={Shubham Kumar and Nihar Kumar Mahato and Md Abu T Ansary and Debdas Ghosh},
  journal={Soft Computing},
  year={2026},
  doi={https://doi.org/10.21203/rs.3.rs-9344639/v1}
}
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