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.
|Number of pages||4|
|Journal||Operations Research Letters|
|Publication status||Published - Sep 2008|
- Error bound
- Levenberg-Marquardt method
- Multicriteria optimization
- Quadratic convergence