Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1142705 | Operations Research Letters | 2008 | 4 Pages |
Abstract
To compute one of the nonisolated Pareto-critical points of an unconstrained multicriteria optimization problem a Levenberg–Marquardt algorithm is applied. Sufficient conditions for an error bound are provided to prove its fast local convergence. A globalized version is shown to converge to a Pareto-optimal point under convexity assumptions.
Related Topics
Physical Sciences and Engineering
Mathematics
Discrete Mathematics and Combinatorics
Authors
Andreas Fischer, Pradyumn K. Shukla,