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A Levenberg–Marquardt algorithm for unconstrained multicriteria optimization


Andreas Fischer, Pradyumn Kumar Shukla



Veröffentlicht: 2008

Journal: Operations Research Letters
Nummer: 5
Seiten: 643-646
Verlag: Elsevier
Volume: 36

Referierte Veröffentlichung
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Kurzfassung
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.

DOI Link: doi:10.1016/j.orl.2008.02.006



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