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Trust region methods for solving multiobjective optimisation.

Authors :
Qu, Shaojian
Goh, Mark
Liang, Bing
Source :
Optimization Methods & Software; Aug2013, Vol. 28 Issue 4, p796-811, 16p, 1 Chart
Publication Year :
2013

Abstract

This paper first proposes a trust region algorithm to obtain a stationary point of unconstrained multiobjective optimisation problem. Under suitable assumptions, the global convergence of the new algorithm is established. We then extend the trust region method to solve the non-smooth multiobjective optimisation problem. [ABSTRACT FROM PUBLISHER]

Details

Language :
English
ISSN :
10556788
Volume :
28
Issue :
4
Database :
Complementary Index
Journal :
Optimization Methods & Software
Publication Type :
Academic Journal
Accession number :
88408571
Full Text :
https://doi.org/10.1080/10556788.2012.660483