A conjugate directions-type procedure for quadratic multiobjective optimization

We propose an extension of the real-valued conjugate directions method for unconstrained quadratic multiobjective problems. As in the single-valued counterpart, the procedure requires a set of directions that are simultaneously conjugate with respect to the positive definite matrices of all quadratic objective components. Likewise, the multicriteria version computes the steplength by means of the unconstrained … Read more