Explicit gradient information in multiobjective optimization

被引:8
作者
Garcia-Palomares, Ubaldo M. [1 ,2 ]
Burguillo-Rial, Juan C. [1 ]
Gonzalez-Castano, Francisco J. [1 ]
机构
[1] Univ Vigo, Dept Ingn Telemat, Vigo 36310, Spain
[2] Univ Simon Bolivar, Dept Proc & Sistemas, Caracas 89000, Venezuela
关键词
Multiobjective optimization; Pareto solution; Necessary optimality conditions;
D O I
10.1016/j.orl.2008.07.010
中图分类号
C93 [管理学]; O22 [运筹学];
学科分类号
070105 ; 12 ; 1201 ; 1202 ; 120202 ;
摘要
This work presents an algorithm that converges to points that satisfy a first-order necessary condition of weakly Pareto solutions of multiobjective optimization problems. Hints on how to include second-order information are given. Preliminary numerical results are encouraging. (C) 2008 Elsevier B.V. All rights reserved.
引用
收藏
页码:722 / 725
页数:4
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