Multicriteria optimization with a multiobjective golden section line search.
Douglas A. G. VieiraRicardo H. C. TakahashiRodney R. SaldanhaPublished in: Math. Program. (2012)
Keyphrases
- line search
- multi objective
- multicriteria optimization
- objective function
- quasiconvex
- multi objective optimization
- optimization algorithm
- step size
- evolutionary algorithm
- global convergence
- optimal solution
- multiple objectives
- convergence rate
- quadratic programming
- linear programming
- primal dual
- conjugate gradient
- particle swarm optimization
- optimization problems
- cost function
- linear program
- risk minimization
- lower bound
- particle swarm
- optimization procedure
- genetic algorithm
- faster convergence
- finite number
- convergence speed
- differential evolution
- model selection