efficient points

A quadratically convergent Newton method for vector optimization

  • L. M. Graña Drummond
  • Benar Fux Svaiter
  • Fernanda M. P. Raupp
    • Categories Convex Optimization, Multi-Criteria Optimization, Nonlinear Optimization Tags , , ,

    We propose a Newton method for solving smooth unconstrained vector optimization problems under partial orders induced by general closed convex pointed cones. The method extends the one proposed by Fliege, Grana Drummond and Svaiter for multicriteria, which in turn is an extension of the classical Newton method for scalar optimization. The steplength is chosen by … Read more

    The Effects of Adding Objectives to an Optimization Problem on the Solution Set

  • Jörg Fliege
    • Categories Multi-Criteria Optimization Tags , , , ,

    Suppose that for a given optimisation problem (which might be multicriteria problem or a single-criteron problem), an additional objective function is introduced. How does the the set of solutions, i.~e.\ the set of efficient points change when instead of the old problem the new multicriteria problem is considered? How does the set of properly efficient … Read more