A Levenberg-Marquardt algorithm for unconstrained multicriteria optimization

Andreas Fischer, Pradyumn K. Shukla

Research output: Contribution to journalArticlepeer-review


To compute one of the nonisolated Pareto-critical points of an unconstrained multicriteria optimization problem a Levenberg-Marquardt algorithm is applied. Sufficient conditions for an error bound are provided to prove its fast local convergence. A globalized version is shown to converge to a Pareto-optimal point under convexity assumptions.

Original languageEnglish
Pages (from-to)643-646
Number of pages4
JournalOperations Research Letters
Issue number5
Publication statusPublished - Sep 2008


  • Error bound
  • Levenberg-Marquardt method
  • Multicriteria optimization
  • Quadratic convergence


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