README.md

MOSolvers.jl

Julia solvers for composite multiobjective optimization: CondG, ProxGrad, and PDFPM.

Installation

import Pkg
Pkg.add(url="https://github.com/VectorOptimizationGroup/MultiObjectiveLineSearches.jl")
Pkg.add(url="https://github.com/VectorOptimizationGroup/MOSolvers.jl")

Example

using MOSolvers

f(x) = [x[1]^2, (x[1] - 2)^2]
Jf(x) = reshape([2x[1], 2(x[1] - 2)], 2, 1)
A = [ones(1, 1), ones(1, 1)]

result = ProxGrad(f, Jf, A, 0.0, [3.0], ProxGrad_options(verbose=0);
                  lb=[-3.0], ub=[3.0])

converged(result)
result.x, result.Fval, result.status