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Nonsmooth multiobjective programming with quasi-Newton methods
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DOI：10.1016/j.ejor.2014.01.022.png)
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Abstract
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This paper proposes a new algorithm to solve nonsmooth multiobjective programming. The algorithm is a descent direction method to obtain the critical point (a necessary condition for Pareto optimality). We analyze both global and local convergence results under some assumptions. Numerical tests are also given. (C) 2014 Elsevier B.V. All rights reserved.
Keywords:
Multiobjective programming
Pareto optimality
Critical point
Quasi-Newton methods
Journal
IF:
6
Papers:
2.2W
Citations:
6.4W