A Levenberg-Marquardt algorithm for unconstrained multicriteria optimization

DOI10.1016/J.ORL.2008.02.006zbMath1210.90155OpenAlexW1966445187MaRDI QIDQ957376

Andreas Fischer, Pradyumn Kumar Shukla

Publication date: 27 November 2008

Published in: Operations Research Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.orl.2008.02.006

zbMATH Keywords

error boundquadratic convergencemulticriteria optimizationLevenberg-Marquardt method

Mathematics Subject Classification ID

Multi-objective and goal programming (90C29)

Related Items (9)

An LP-Newton method: nonsmooth equations, KKT systems, and nonisolated solutions ⋮ The effect of calmness on the solution set of systems of nonlinear equations ⋮ A special complementarity function revisited ⋮ Accelerating the modified Levenberg-Marquardt method for nonlinear equations ⋮ A unified local convergence analysis of inexact constrained Levenberg-Marquardt methods ⋮ Modified inexact Levenberg-Marquardt methods for solving nonlinear least squares problems ⋮ A Levenberg-Marquardt method with approximate projections ⋮ Constrained Lipschitzian error bounds and noncritical solutions of constrained equations ⋮ Comments on: Critical Lagrange multipliers: what we currently know about them, how they spoil our lives, and what we can do about it

Uses Software

• levmar

Cites Work

• Levenberg--Marquardt methods with strong local convergence properties for solving nonlinear equations with convex constraints
• Generalized Nash equilibrium problems and Newton methods
• Steepest descent methods for multicriteria optimization.
• On the inexactness level of robust Levenberg–Marquardt methods
• Algorithms for multicriterion optimization
• Multicriteria Optimization

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