A Levenberg-Marquardt algorithm for unconstrained multicriteria optimization

Operations Research Letters

Volumn 36, Issue 5, 2008, Pages 643-646

  Fischer, Andreas ^a   Shukla, Pradyumn K ^a  

^a DRESDEN UNIVERSITY OF TECHNOLOGY   (Germany)

Author keywords

Error bound; Levenberg Marquardt method; Multicriteria optimization; Quadratic convergence

Indexed keywords

EQUATIONS OF STATE;

CRITICAL POINTS; ERROR BOUND; ERROR BOUNDS; LEVENBERG-MARQUARDT ALGORITHMS; LEVENBERG-MARQUARDT METHOD; LOCAL CONVERGENCE; MULTICRITERIA OPTIMIZATION; NONISOLATED; PARETO-OPTIMAL; QUADRATIC CONVERGENCE; SUFFICIENT CONDITIONS;

OPTIMIZATION;

EID: 50249093747     PISSN: 01676377     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.orl.2008.02.006     Document Type: Article

References (6)

1. Ehrgott M. Multicriteria Optimization (2005), Springer
2. F. Facchinei, A. Fischer, V. Piccialli, Generalized Nash equilibrium problems and Newton methods, Mathematical Programming (2007) published online under doi:10.1007/s 10 107-007-0 160-2
3. Fischer A., Shukla P.K., and Wang M. On the inexactness level of robust Levenberg-Marquardt methods. Optimization (2008) published online under doi:10.1080/02331930801951256
4. Fliege J., and Svaiter B.F. Steepest descent methods for multicriteria optimization. Mathematical Methods of Operations Research 51 (2000) 479-494
5. Kanzow C., Yamashita N., and Fukushima M. Levenberg-Marquardt methods with strong local convergence properties for solving nonlinear equations withconvex constraints. Journal of Computational and Applied Mathematics 172 (2004) 375-397
6. Mukai H. Algorithms for multicriterion optimization. IEEE Transactions on Automatic Control 25 (1980) 177-186