Abstract
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 language | Undefined |
|---|---|
| Pages (from-to) | 643-646 |
| Number of pages | 4 |
| Journal | Operations Research Letters |
| Volume | 36 |
| Issue number | 5 |
| Publication status | Published - Sept 2008 |
Keywords
- Multicriteria optimization
- Levenberg–Marquardt method
- Error bound
- Quadratic convergence