Trust region methods for solving multiobjective optimisation

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...

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Bibliographic Details
Published in:Optimization methods & software Vol. 28; no. 4; pp. 796 - 811
Main Authors: Qu, Shaojian, Goh, Mark, Liang, Bing
Format: Journal Article
Language:English
Published: Abingdon Taylor & Francis 01.08.2013
Taylor & Francis Ltd
Subjects:
Algorithms
Computer programs
Convergence
Methods
multiobjective optimisation
Optimization
Pareto optimisation
Software
stationary point
Studies
trust region methods
ISSN:1055-6788, 1029-4937
Online Access:Get full text
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Summary: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.
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ISSN:1055-6788
1029-4937
DOI:10.1080/10556788.2012.660483