Multicriteria optimization with a multiobjective golden section line search

DOI10.1007/s10107-010-0347-9zbMath1235.90141OpenAlexW2052677546WikidataQ58033756 ScholiaQ58033756MaRDI QIDQ662303

Ricardo H. C. Takahashi, Rodney R. Saldanha, Douglas Alexandre Gomes Vieira

Publication date: 22 February 2012

Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10107-010-0347-9

zbMATH Keywords

multiobjective optimizationgolden sectionline searchfeasible directions

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Multi-objective and goal programming (90C29) Nonlinear programming (90C30)

Related Items (10)

An incremental descent method for multi-objective optimization ⋮ An adaptive nonmonotone line search for multiobjective optimization problems ⋮ The multiobjective steepest descent direction is not Lipschitz continuous, but is Hölder continuous ⋮ Quasi-Newton methods for solving multiobjective optimization ⋮ Nonmonotone gradient methods for vector optimization with a portfolio optimization application ⋮ A cutting-plane method to nonsmooth multiobjective optimization problems ⋮ Line search methods with guaranteed asymptotical convergence to an improving local optimum of multimodal functions ⋮ Nonsmooth multiobjective programming with quasi-Newton methods ⋮ Multi-criteria optimization in regression ⋮ Trust region methods for solving multiobjective optimisation

Uses Software

• SPEA2

Cites Work

• Stochastic method for the solution of unconstrained vector optimization problems
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• Cone convexity, cone extreme points, and nondominated solutions in decision problems with multiobjectives
• Newton's Method for Multiobjective Optimization
• Evolutionary Algorithms for Solving Multi-Objective Problems
• A Necessary and Sufficient Qualification for Constrained Optimization
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