Article ID Journal Published Year Pages File Type
1142705 Operations Research Letters 2008 4 Pages PDF
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.

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Related Topics
Physical Sciences and Engineering Mathematics Discrete Mathematics and Combinatorics
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A Levenberg–Marquardt algorithm for unconstrained multicriteria optimization
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