Abstract
This paper presents a quasi-Newton-type algorithm for nonconvex multiobjective optimization. In this algorithm, the iterations are repeated until termination conditions are met, which is when a suitable descent direction cannot be found anymore. Under suitable assumptions, global convergence is established.
| Original language | English |
|---|---|
| Pages (from-to) | 397-399 |
| Number of pages | 3 |
| Journal | Operations Research Letters |
| Volume | 39 |
| Issue number | 5 |
| DOIs | |
| Publication status | Published - 1 Sept 2011 |
Keywords
- Critical point
- Global convergence
- Multiobjective optimization
- Pareto optimality
- Quasi-Newton methods
ASJC Scopus subject areas
- Software
- Management Science and Operations Research
- Industrial and Manufacturing Engineering
- Applied Mathematics