Steepest descent methods for multicriteria optimization

J Fliege, BF Svaiter - Mathematical methods of operations research, 2000 - Springer
We propose a steepest descent method for unconstrained multicriteria optimization and a
“feasible descent direction” method for the constrained case. In the unconstrained case, the …

Newton's method for multiobjective optimization

J Fliege, LMG Drummond, BF Svaiter - SIAM Journal on Optimization, 2009 - SIAM
We propose an extension of Newton's method for unconstrained multiobjective optimization
(multicriteria optimization). This method does not use a priori chosen weighting factors or …

[HTML][HTML] A steepest descent method for vector optimization

LMG Drummond, BF Svaiter - Journal of computational and applied …, 2005 - Elsevier
In this work we propose a Cauchy-like method for solving smooth unconstrained vector
optimization problems. When the partial order under consideration is the one induced by the …

A limited memory Quasi-Newton approach for multi-objective optimization

M Lapucci, P Mansueto - Computational Optimization and Applications, 2023 - Springer
In this paper, we deal with the class of unconstrained multi-objective optimization problems.
In this setting we introduce, for the first time in the literature, a Limited Memory Quasi-Newton …

[HTML][HTML] A survey on multiobjective descent methods

EH Fukuda, LMG Drummond - Pesquisa Operacional, 2014 - SciELO Brasil
We present a rigorous and comprehensive survey on extensions to the multicriteria setting of
three well-known scalar optimization algorithms. Multiobjective versions of the steepest …

Inexact projected gradient method for vector optimization

EH Fukuda, LM Graña Drummond - Computational Optimization and …, 2013 - Springer
In this work, we propose an inexact projected gradient-like method for solving smooth
constrained vector optimization problems. In the unconstrained case, we retrieve the …

On the convergence of the projected gradient method for vector optimization

EH Fukuda, LMG Drummond - Optimization, 2011 - Taylor & Francis
In 2004, Graña Drummond and Iusem proposed an extension of the projected gradient
method for constrained vector optimization problems. Using this method, an Armijo-like rule …

Convergence of the projected gradient method for quasiconvex multiobjective optimization

JYB Cruz, LRL Pérez, JG Melo - Nonlinear Analysis: Theory, Methods & …, 2011 - Elsevier
We consider the projected gradient method for solving the problem of finding a Pareto
optimum of a quasiconvex multiobjective function. We show convergence of the sequence …

An augmented Lagrangian algorithm for multi-objective optimization

G Cocchi, M Lapucci - Computational Optimization and Applications, 2020 - Springer
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 …

A superlinearly convergent nonmonotone quasi-Newton method for unconstrained multiobjective optimization

N Mahdavi-Amiri… - Optimization Methods and …, 2020 - Taylor & Francis
We propose and analyse a nonmonotone quasi-Newton algorithm for unconstrained
strongly convex multiobjective optimization. In our method, we allow for the decrease of a …