Multicriteria optimization with a multiobjective golden section line search
From MaRDI portal
Publication:662303
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
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
Cites Work
- Stochastic method for the solution of unconstrained vector optimization problems
- Convergence of stochastic search algorithms to finite size Pareto set approximations
- Fast computation of equispaced Pareto manifolds and Pareto fronts for multiobjective optimization problems
- On the characterization of noninferior solutions of the vector optimization problem
- A survey of generalized goal programming (1970-1982)
- A unified approach for characterizing Pareto optimal solutions of multiobjective optimization problems: The hyperplane method
- Existence of efficient solutions for vector maximization problems
- Steepest descent methods for multicriteria optimization.
- Covering Pareto sets by multilevel subdivision techniques
- Unbiased approximation in multicriteria optimization
- Gap-free computation of Pareto-points by quadratic scalarizations
- Nonsmooth vector functions and continuous optimization
- Cone characterizations of approximate solutions in real vector optimization
- 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
- Generalized homotopy approach to multiobjective optimization.
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
This page was built for publication: Multicriteria optimization with a multiobjective golden section line search