Explicit gradient information in multiobjective optimization

  • Authors:
  • Ubaldo M. GarcíA-Palomares;Juan C. Burguillo-Rial;Francisco J. GonzáLez-CastañO

  • Affiliations:
  • Departamento de Ingeniería Telemática, Universidade de Vigo, Lagoas-Marcosende s/n, 36310 Vigo, Spain and Departamento de Procesos y Sistemas, Universidad Simón Bolívar, Valle ...;Departamento de Ingeniería Telemática, Universidade de Vigo, Lagoas-Marcosende s/n, 36310 Vigo, Spain;Departamento de Ingeniería Telemática, Universidade de Vigo, Lagoas-Marcosende s/n, 36310 Vigo, Spain

  • Venue:
  • Operations Research Letters
  • Year:
  • 2008

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Abstract

This work presents an algorithm that converges to points that satisfy a first-order necessary condition of weakly Pareto solutions of multiobjective optimization problems. Hints on how to include second-order information are given. Preliminary numerical results are encouraging.