Quasi-Newton methods for solving non-smooth multiobjective optimization

In this paper, a quasi-Newton type algorithm for non-smooth multiobjective optimization is presented. In this algorithm, in every iteration a quadratic subproblem solves until a critical point is reached. Moreover, the global convergence of the algorithm is established under suitable assumptions

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Bibliographic Details
Published in:Journal of Mathematical Extension Vol. 8; no. 4; pp. 9 - 21
Main Author: Najmeh Hoseini Monjezi
Format: Journal Article
Language:English
Published: Islamic Azad University 01.12.2014
ISSN:1735-8299, 1735-8299
Online Access:Get full text
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Summary:In this paper, a quasi-Newton type algorithm for non-smooth multiobjective optimization is presented. In this algorithm, in every iteration a quadratic subproblem solves until a critical point is reached. Moreover, the global convergence of the algorithm is established under suitable assumptions
ISSN:1735-8299
1735-8299