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Newton's Method for Multiobjective Optimization

Published in SIAM Journal on Optimization • Jan 1, 2009
Authors:
Jörg Fliege
,
L. M. Graña Drummond
,
B. F. Svaiter

Abstract

We propose an extension of Newton's method for unconstrained multiobjective optimization (multicriteria optimization). This method does not use a priori chosen weighting factors or any other form of a priori ranking or ordering information for the different objective functions. Newton's direction at...

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