A steepest descent method for vector optimization
From MaRDI portal
Recommendations
- Steepest descent methods for multicriteria optimization.
- Steepest descent methods for critical points in vector optimization problems
- A steepest descent-like method for variable order vector optimization problems
- A steepest descent-like method for vector optimization problems with variable domination structure
- Nonlinear Conjugate Gradient Methods for Vector Optimization
Cites work
- scientific article; zbMATH DE number 47208 (Why is no real title available?)
- scientific article; zbMATH DE number 477581 (Why is no real title available?)
- scientific article; zbMATH DE number 1090020 (Why is no real title available?)
- scientific article; zbMATH DE number 2067641 (Why is no real title available?)
- scientific article; zbMATH DE number 852532 (Why is no real title available?)
- scientific article; zbMATH DE number 3349126 (Why is no real title available?)
- scientific article; zbMATH DE number 3365044 (Why is no real title available?)
- An Overview of Techniques for Solving Multiobjective Mathematical Programs
- Dominating sets for convex functions with some applications
- Entropy-Like Proximal Methods in Convex Programming
- Epsilon-dominating solutions in mean-variance portfolio analysis
- Equilibrium analysis in financial markets with countably many securities
- Full convergence of the steepest descent method with inexact line searches
- General equilibrium analysis in ordered topological vector spaces
- Interactive bundle-based method for nondifferentiable multiobjeective optimization: nimbus§
- Nonlinear multiobjective optimization
- Normal-Boundary Intersection: A New Method for Generating the Pareto Surface in Nonlinear Multicriteria Optimization Problems
- On a Bicriterion Formulation of the Problems of Integrated System Identification and System Optimization
- Planar point-objecitve location problems with nonconvex constraints: A geometrical construction
- Proper efficiency and the theory of vector maximization
- Steepest descent methods for multicriteria optimization.
Cited in
(only showing first 100 items - show all)- Vectorial penalisation in vector optimisation in real linear-topological spaces
- Two methods for studying the response and the reliability of a fractional stochastic dynamical system
- A limited memory quasi-Newton approach for multi-objective optimization
- Weak efficiency in multiobjective quasiconvex optimization on the real-line without derivatives
- Nonlinear Conjugate Gradient Methods for Vector Optimization
- Hybrid approximate proximal method with auxiliary variational inequality for vector optimization
- Quasi-Newton methods for multiobjective optimization problems
- A conjugate directions-type procedure for quadratic multiobjective optimization
- A cutting-plane method to nonsmooth multiobjective optimization problems
- On the convergence of the projected gradient method for vector optimization
- An adaptive consensus based method for multi-objective optimization with uniform Pareto front approximation
- Trust region methods for solving multiobjective optimisation
- On \(q\)-steepest descent method for unconstrained multiobjective optimization problems
- Accelerated diagonal steepest descent method for unconstrained multiobjective optimization
- An existence result for the generalized vector equilibrium problem on Hadamard manifolds
- Extension of Zoutendijk method for solving constrained multiobjective optimization problems
- Generalized proximal method for efficient solutions in vector optimization
- Conditional gradient method for vector optimization
- An inexact nonmonotone projected gradient method for constrained multiobjective optimization
- Iteration-complexity and asymptotic analysis of steepest descent method for multiobjective optimization on Riemannian manifolds
- Global convergence of a BFGS-type algorithm for nonconvex multiobjective optimization problems
- A proximal point method for difference of convex functions in multi-objective optimization with application to group dynamic problems
- A line search technique for a class of multi-objective optimization problems using subgradient
- Generalized viscosity approximation methods in multiobjective optimization problems
- Steepest descent methods for critical points in vector optimization problems
- A proximal gradient splitting method for solving convex vector optimization problems
- A steepest descent method for set optimization problems with set-valued mappings of finite cardinality
- Bi-objective hypervolume-based Pareto optimization
- Approximate elements for set optimization problems with respect to variable domination structures
- A sequential quadratically constrained quadratic programming technique for a multi-objective optimization problem
- A subgradient method for multiobjective optimization on Riemannian manifolds
- Multi agent collaborative search
- Multiple reduced gradient method for multiobjective optimization problems
- Barzilai and Borwein's method for multiobjective optimization problems
- Quasi-Newton's method for multiobjective optimization
- Twenty years of continuous multiobjective optimization in the twenty-first century
- An infeasible interior-point technique to generate the nondominated set for multiobjective optimization problems
- An interior proximal method in vector optimization
- On inexact projected gradient methods for solving variable vector optimization problems
- Accelerated nonmonotone line search technique for multiobjective optimization
- The proximal point method for locally Lipschitz functions in multiobjective optimization with application to the compromise problem
- Multiple subgradient descent bundle method for convex nonsmooth multiobjective optimization
- The stochastic multi-gradient algorithm for multi-objective optimization and its application to supervised machine learning
- A steepest descent-like method for variable order vector optimization problems
- Tikhonov-type regularization method for efficient solutions in vector optimization
- A proximal point-type method for multicriteria optimization
- An external penalty-type method for multicriteria
- A quadratically convergent Newton method for vector optimization
- Extended Newton methods for multiobjective optimization: majorizing function technique and convergence analysis
- Expensive multi-objective optimization of electromagnetic mixing in a liquid metal
- A study of Liu-Storey conjugate gradient methods for vector optimization
- Solving optimal control problems governed by nonlinear PDEs using a multilevel method based on an artificial neural network
- Conditional gradient method for multiobjective optimization
- Nonlinear Cone Separation Theorems in Real Topological Linear Spaces
- Proximal point method for vector optimization on Hadamard manifolds
- On the extension of the Hager-Zhang conjugate gradient method for vector optimization
- Unconstrained steepest descent method for multicriteria optimization on Riemannian manifolds
- Improving integral square error performance with implementable fractional-order PI controllers
- Efficiency in quasiconvex multiobjective nondifferentiable optimization on the real line
- Spectral conjugate gradient methods for vector optimization problems
- A continuous gradient-like dynamical approach to Pareto-optimization in Hilbert spaces
- A dynamic gradient approach to Pareto optimization with nonsmooth convex objective functions
- A steepest descent-like method for vector optimization problems with variable domination structure
- Convergence of the projected gradient method for quasiconvex multiobjective optimization
- Explicit gradient information in multiobjective optimization
- Newton-like methods for efficient solutions in vector optimization
- A relaxed projection method for solving multiobjective optimization problems
- Multiple-gradient descent algorithm for Pareto-front identification
- scientific article; zbMATH DE number 5369699 (Why is no real title available?)
- Density function-based trust region algorithm for approximating Pareto front of black-box multiobjective optimization problems
- Nonsmooth steepest descent method by proximal subdifferentials in Hilbert spaces
- Approximate proximal methods in vector optimization
- A quasi-Newton method with Wolfe line searches for multiobjective optimization
- Convergence rates of the stochastic alternating algorithm for bi-objective optimization
- Quadratic scalarization for decomposed multiobjective optimization
- On sequential optimality conditions for smooth constrained optimization
- A New Predictor Corrector Variant for Unconstrained Bi-objective Optimization Problems
- A strongly convergent proximal point method for vector optimization
- A unified characterization of nonlinear scalarizing functionals in optimization
- Combined gradient methods for multiobjective optimization
- Steepest descent methods for multicriteria optimization.
- On \(q\)-Newton's method for unconstrained multiobjective optimization problems
- Newton-like methods for solving vector optimization problems
- A Wolfe Line Search Algorithm for Vector Optimization
- A barrier-type method for multiobjective optimization
- Steepest descent method with a generalized Armijo search for quasiconvex functions on Riemannian manifolds
- Newton’s method for uncertain multiobjective optimization problems under finite uncertainty sets
- On the extension of Dai-Liao conjugate gradient method for vector optimization
- Bilevel optimization with a multi-objective lower-level problem: risk-neutral and risk-averse formulations
- A family of conjugate gradient methods with guaranteed positiveness and descent for vector optimization
- A modified Quasi-Newton method for vector optimization problem
- On some properties and an application of the logarithmic barrier method
- Some properties of \(K\)-convex mappings in variable ordering settings
- A unified scheme for scalarization in set optimization
- On the convergence of steepest descent methods for multiobjective optimization
- Multi agent collaborative search based on Tchebycheff decomposition
- Alternative extension of the Hager–Zhang conjugate gradient method for vector optimization
- Box-constrained multi-objective optimization: A gradient-like method without ``a priori scalarization
- Augmented Lagrangian cone method for multiobjective optimization problems with an application to an optimal control problem
- Convergence of inexact steepest descent algorithm for multiobjective optimizations on Riemannian manifolds without curvature constraints
This page was built for publication: A steepest descent method for vector optimization
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1765484)