A quadratically convergent Newton method for vector optimization
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Cites work
- A projected gradient method for vector optimization problems
- A steepest descent method for vector optimization
- Equilibrium analysis in financial markets with countably many securities
- General equilibrium analysis in ordered topological vector spaces
- Newton's method for multiobjective optimization
- On the convergence of the projected gradient method for vector optimization
- Proximal Methods in Vector Optimization
- Steepest descent methods for multicriteria optimization.
Cited in
(48)- On high-order model regularization for multiobjective optimization
- Numerical reduced variable optimization methods via implicit functional dependence with applications
- Conditional gradient method for vector optimization
- A modified Newton method for the quadratic vector equation arising in Markovian binary trees
- Global convergence of a BFGS-type algorithm for nonconvex multiobjective optimization problems
- On directional derivatives for cone-convex functions
- A proximal gradient splitting method for solving convex vector optimization problems
- Multiobjective BFGS method for optimization on Riemannian manifolds
- Multiple reduced gradient method for multiobjective optimization problems
- A DCA-Newton method for quartic minimization over the sphere
- The stochastic multi-gradient algorithm for multi-objective optimization and its application to supervised machine learning
- An external penalty-type method for multicriteria
- A Newton method for uncertain multiobjective optimization problems with finite uncertainty sets
- Extended Newton methods for multiobjective optimization: majorizing function technique and convergence analysis
- A study of Liu-Storey conjugate gradient methods for vector optimization
- On the extension of the Hager-Zhang conjugate gradient method for vector optimization
- Newton Sketch: A Near Linear-Time Optimization Algorithm with Linear-Quadratic Convergence
- Spectral conjugate gradient methods for vector optimization problems
- A continuous gradient-like dynamical approach to Pareto-optimization in Hilbert spaces
- A quasi-Newton method to solve uncertain multiobjective optimization problems with uncertainty set of finite cardinality
- Two modified hybrid conjugate gradient methods for nonconvex vector optimization
- Newton-like methods for efficient solutions in vector optimization
- A quasi-Newton method with Wolfe line searches for multiobjective optimization
- An exterior Newton method for strictly convex quadratic programming
- Convergence rates of the stochastic alternating algorithm for bi-objective optimization
- A diagonal quasi-Newton method with modified BFGS update for nonconvex multiobjective optimization
- A strongly convergent proximal point method for vector optimization
- Combined gradient methods for multiobjective optimization
- Newton-like methods for solving vector optimization problems
- A barrier-type method for multiobjective optimization
- On the extension of Dai-Liao conjugate gradient method for vector optimization
- A family of conjugate gradient methods with guaranteed positiveness and descent for vector optimization
- A modified Quasi-Newton method for vector optimization problem
- A hybrid gradient method for vector optimization problems
- Newton's method for multiobjective optimization
- A Newton-bracketing method for a simple conic optimization problem
- Alternative extension of the Hager–Zhang conjugate gradient method for vector optimization
- A proximal gradient method with an explicit line search for multiobjective optimization
- A Newton-like method for variable order vector optimization problems
- A PRP type conjugate gradient method without truncation for nonconvex vector optimization
- Inexact projected gradient method for vector optimization
- Globally convergent Newton-type methods for multiobjective optimization
- A three-term conjugate gradient-type method with sufficient descent property for vector optimization
- Multiobjective conjugate gradient methods on Riemannian manifolds
- A quasi-Newton acceleration for high-dimensional optimization algorithms
- Quasi-Newton Method for Set Optimization Problems with Set-Valued Mapping Given by Finitely Many Vector-Valued Functions
- Nonlinear Conjugate Gradient Methods for Vector Optimization
- Cubic regularization technique of the Newton method for vector optimization
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