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Cites work
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- An Efficient Interior-Point Method for Convex Multicriteria Optimization Problems
- An inexact steepest descent method for multicriteria optimization on Riemannian manifolds
- Explicit gradient information in multiobjective optimization
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- scientific article; zbMATH DE number 2006093 (Why is no real title available?)
- scientific article; zbMATH DE number 3197060 (Why is no real title available?)
- Linear and nonlinear programming.
- Minimization of functions having Lipschitz continuous first partial derivatives
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- Multicriteria Optimization
- Multiobjective Optimization
- Multiple criteria decision analysis. State of the art surveys
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- Nonlinear multiobjective optimization
- Nonlinear Programming
- Pareto Optimizing and Kuhn–Tucker Stationary Sequences
- Proximal Methods in Vector Optimization
- Pénalisation dans l'optimisation sur l'ensemble faiblement efficient
- Scalarization in geometric and functional vector optimization revisited
- Second-order efficiency conditions and sensitivity of efficient points
- Seven Kinds of Convexity
- Steepest descent methods for multicriteria optimization.
- The self regulation problem as an inexact steepest descent method for multicriteria optimization
Cited in
(7)- Multiple reduced gradient method for multiobjective optimization problems
- A new reduced gradient method for solving linearly constrained multiobjective optimization problems
- Two adaptive nonmonotone trust-region algorithms for solving multiobjective optimization problems
- A reduced Jacobian method with full convergence property
- An explicit three-term Polak-Ribière-Polyak conjugate gradient method for bicriteria optimization
- An explicit spectral Fletcher-Reeves conjugate gradient method for bi-criteria optimization
- An augmented Lagrangian algorithm for multi-objective optimization
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