Title :
The Regularized Newton Method for Multiobjective Optimization
Author :
Wang, Zhijie ; Liu, Sanming
Author_Institution :
Sch. of Electr. Eng., Shanghai Dianji Univ., Shanghai, China
Abstract :
In this paper, we introduce the regularized Newton method for multiobjective optimization. The method does not scalarize the original multiobjective optimization problem. For any vector convex function, with a compact level set, the regularized Newton method generates a sequence that converges to the optimal points from any starting point. Moreover the regularized Newton method does not require strong convexity property in the entire space.
Keywords :
Newton method; convex programming; vectors; multiobjective optimization; regularized Newton method; vector convex function; Convergence; Convex functions; Educational institutions; Level set; Newton method; Optimization; Vectors;
Conference_Titel :
Computational Sciences and Optimization (CSO), 2012 Fifth International Joint Conference on
Conference_Location :
Harbin
Print_ISBN :
978-1-4673-1365-0
DOI :
10.1109/CSO.2012.94
