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A new adaptive algorithm for convex quadratic multicriteria optimization

A new adaptive algorithm for convex quadratic multicriteria optimization
A new adaptive algorithm for convex quadratic multicriteria optimization
We present a new adaptive algorithm for convex quadratic multicriteria optimization. The algorithm is able to adaptively refine the approximation to the set of efficient points by way of a warm-start interior-point scalarization approach. Numerical results show that this technique is faster than a standard method used for this problem.
4461
Schloss Dagstuhl
Fliege, Jörg
54978787-a271-4f70-8494-3c701c893d98
Heermann, Christoph
e62ed7a9-1aa7-4825-877d-abe69cc5f440
Weyers, Bernd
24915720-db3a-419f-8508-629988b2a6fe
Branke, J.
Deb, K.
Miettinen, K.
Steuer, R.E.
Fliege, Jörg
54978787-a271-4f70-8494-3c701c893d98
Heermann, Christoph
e62ed7a9-1aa7-4825-877d-abe69cc5f440
Weyers, Bernd
24915720-db3a-419f-8508-629988b2a6fe
Branke, J.
Deb, K.
Miettinen, K.
Steuer, R.E.

Fliege, Jörg, Heermann, Christoph and Weyers, Bernd, (2004) A new adaptive algorithm for convex quadratic multicriteria optimization Branke, J., Deb, K., Miettinen, K. and Steuer, R.E. (eds.) In Practical Approaches to Multi-Objective Optimization. Schloss Dagstuhl. 39 pp.

Record type: Conference or Workshop Item (Paper)

Abstract

We present a new adaptive algorithm for convex quadratic multicriteria optimization. The algorithm is able to adaptively refine the approximation to the set of efficient points by way of a warm-start interior-point scalarization approach. Numerical results show that this technique is faster than a standard method used for this problem.

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More information

Published date: April 2004
Venue - Dates: Practical Approaches to Multi-Objective Optimization, 2004-11-07 - 2004-11-12
Organisations: Operational Research

Identifiers

Local EPrints ID: 177345
URI: http://eprints.soton.ac.uk/id/eprint/177345
PURE UUID: eb1df96b-5a50-41f0-b422-94f22f926656

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Date deposited: 18 Mar 2011 08:26
Last modified: 12 Jul 2017 16:33

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Contributors

Author: Jörg Fliege
Author: Christoph Heermann
Author: Bernd Weyers
Editor: J. Branke
Editor: K. Deb
Editor: K. Miettinen
Editor: R.E. Steuer

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