Quasi‐Newton methods for solving multiobjective optimization

Quasi‐Newton methods for solving multiobjective optimization

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Article ID: iaor20119275
Volume: 39
Issue: 5
Start Page Number: 397
End Page Number: 399
Publication Date: Sep 2011
Journal: Operations Research Letters
Authors: , ,
Abstract:

We propose a quasi‐Newton‐type method for nonconvex multiobjective programming. We use the constraint direction norms to improve the performance of the algorithm. We point out that the algorithm will stop until there is no descent direction. We present the global convergence theorem for the new algorithm.

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