A Levenberg-Marquardt algorithm for unconstrained multicriteria optimization

DOI10.1016/J.ORL.2008.02.006MaRDI QIDQ957376zbMATH OpenOpenAlexFDO

Authors Andreas Fischer, Pradyumn Kumar Shukla

Publication date 27 November 2008

Published in Operations Research Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.orl.2008.02.006

zbMATH Keywords

error boundLevenberg-Marquardt methodmulticriteria optimizationquadratic convergence

Mathematics Subject Classification ID

Multi-objective and goal programming (90C29)

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Cites work

• Algorithms for multicriterion optimization
• Generalized Nash equilibrium problems and Newton methods
• Levenberg--Marquardt methods with strong local convergence properties for solving nonlinear equations with convex constraints
• Multicriteria Optimization
• On the inexactness level of robust Levenberg-Marquardt methods
• Steepest descent methods for multicriteria optimization.

Cited in

(16)

• A unified local convergence analysis of inexact constrained Levenberg-Marquardt methods
• The effect of calmness on the solution set of systems of nonlinear equations
• Modified inexact Levenberg-Marquardt methods for solving nonlinear least squares problems
• Constrained Lipschitzian error bounds and noncritical solutions of constrained equations
• Comments on: Critical Lagrange multipliers: what we currently know about them, how they spoil our lives, and what we can do about it
• An LP-Newton method: nonsmooth equations, KKT systems, and nonisolated solutions
• A special complementarity function revisited
• Accelerating the modified Levenberg-Marquardt method for nonlinear equations
• The Levenberg-Marquardt method: an overview of modern convergence theories and more
• Behavior of Newton-type methods near critical solutions of nonlinear equations with semismooth derivatives
• Error bounds and Newton-type methods for reformulations of Karush-Kuhn-Tucker systems of mathematical programs with complementarity constraints
• Accelerating convergence of Newton-type methods to singular solutions of nonlinear equations
• Globalization of convergence of the constrained piecewise Levenberg–Marquardt method
• A general perturbed Newtonian framework and critical solutions of nonlinear equations
• Complexity guarantees of a class of three-term conjugate gradient algorithms for large-scale non-convex problems and applications
• A Levenberg-Marquardt method with approximate projections

Describes a project that uses

Uses Software

• levmar

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