| Article ID: | iaor20102892 |
| Volume: | 36 |
| Issue: | 5 |
| Start Page Number: | 643 |
| End Page Number: | 646 |
| Publication Date: | Sep 2008 |
| Journal: | Operations Research Letters |
| Authors: | Fischer Andreas, Shukla Pradyumn K |
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.