Nonsmooth multiobjective programming with quasi-Newton methods

•A nonsmooth quasi-Newton algorithm is proposed for solving nonsmooth multiple objective programming.•A tractable subproblem is solved to obtain the descent direction.•The global and local convergence results for the new algorithm are presented under reasonable assumptions.•The efficiency of the new...

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Vydané v:European journal of operational research Ročník 235; číslo 3; s. 503 - 510
Hlavní autori: Qu, Shaojian, Liu, Chen, Goh, Mark, Li, Yijun, Ji, Ying
Médium: Journal Article
Jazyk:English
Vydavateľské údaje: Amsterdam Elsevier B.V 16.06.2014
Elsevier Sequoia S.A
Predmet:
Algorithms
Convergence
Critical point
Descent
Goal programming
Mathematical programming
Multiobjective programming
Multiple objective
Operational research
Pareto optimality
Pareto optimum
Quasi-Newton methods
Studies
Pareto optimality
Critical point
Quasi-Newton methods
Multiobjective programming
ISSN:0377-2217, 1872-6860
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Shrnutí:•A nonsmooth quasi-Newton algorithm is proposed for solving nonsmooth multiple objective programming.•A tractable subproblem is solved to obtain the descent direction.•The global and local convergence results for the new algorithm are presented under reasonable assumptions.•The efficiency of the new algorithm is shown by a numerical example. This paper proposes a new algorithm to solve nonsmooth multiobjective programming. The algorithm is a descent direction method to obtain the critical point (a necessary condition for Pareto optimality). We analyze both global and local convergence results under some assumptions. Numerical tests are also given.
Bibliografia:SourceType-Scholarly Journals-1
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ISSN:0377-2217
1872-6860
DOI:10.1016/j.ejor.2014.01.022