An augmented Lagrangian algorithm for multi-objective optimization

In this paper, we propose an adaptation of the classical augmented Lagrangian method for dealing with multi-objective optimization problems. Specifically, after a brief review of the literature, we give a suitable definition of Augmented Lagrangian for equality and inequality constrained multi-objec...

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Bibliographic Details
Published in:	Computational optimization and applications Vol. 77; no. 1; pp. 29 - 56
Main Authors:	Cocchi, G., Lapucci, M.
Format:	Journal Article
Language:	English
Published:	New York Springer US 01.09.2020 Springer Nature B.V
Subjects:	Algorithms Convergence Convex and Discrete Geometry Literature reviews Management Science Mathematics Mathematics and Statistics Multiple objective analysis Nonlinear programming Operations Research Operations Research/Decision Theory Optimization Pareto optimization Statistics Constrained multi-objective optimization Pareto stationarity Augmented Lagrangian method Global convergence Multi-objective steepest descent
ISSN:	0926-6003, 1573-2894
Online Access:	Get full text
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