Article ID: | iaor20119275 |
Volume: | 39 |
Issue: | 5 |
Start Page Number: | 397 |
End Page Number: | 399 |
Publication Date: | Sep 2011 |
Journal: | Operations Research Letters |
Authors: | Goh Mark, Chan Felix T S, Qu Shaojian |
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.