A Levenberg-Marquardt algorithm for unconstrained multicriteria optimization
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Publication:957376
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
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Uses Software
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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