A New Adaptive Algorithm for Convex Quadratic Multicriteria Optimization

Authors Jörg Fliege, Christoph Heermann, Bernd Weyers



PDF
Thumbnail PDF

File

DagSemProc.04461.3.pdf
  • Filesize: 0.85 MB
  • 39 pages

Document Identifiers

Author Details

Jörg Fliege
Christoph Heermann
Bernd Weyers

Cite AsGet BibTex

Jörg Fliege, Christoph Heermann, and Bernd Weyers. A New Adaptive Algorithm for Convex Quadratic Multicriteria Optimization. In Practical Approaches to Multi-Objective Optimization. Dagstuhl Seminar Proceedings, Volume 4461, pp. 1-39, Schloss Dagstuhl – Leibniz-Zentrum für Informatik (2005)
https://doi.org/10.4230/DagSemProc.04461.3

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 an order of magnitude faster than a standard method used for this problem.
Keywords
  • Multicriteria optimization
  • warm-start methods
  • interior-point methods
  • primal-dual algorithms

Metrics

  • Access Statistics
  • Total Accesses (updated on a weekly basis)
    0
    PDF Downloads
Questions / Remarks / Feedback
X

Feedback for Dagstuhl Publishing


Thanks for your feedback!

Feedback submitted

Could not send message

Please try again later or send an E-mail