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URN: urn:nbn:de:0030-drops-2386
URL: http://drops.dagstuhl.de/opus/volltexte/2005/238/
Fliege, Jörg ; Heermann, Christoph ; Weyers, Bernd

A New Adaptive Algorithm for Convex Quadratic Multicriteria Optimization

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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.

BibTeX - Entry

@InProceedings{fliege_et_al:DSP:2005:238,
  author =	{J{\"o}rg Fliege and Christoph Heermann and Bernd Weyers},
  title =	{A New Adaptive Algorithm for Convex Quadratic Multicriteria Optimization},
  booktitle =	{Practical Approaches to Multi-Objective Optimization},
  year =	{2005},
  editor =	{J{\"u}rgen Branke and Kalyanmoy Deb and Kaisa Miettinen and Ralph E. Steuer},
  number =	{04461},
  series =	{Dagstuhl Seminar Proceedings},
  ISSN =	{1862-4405},
  publisher =	{Internationales Begegnungs- und Forschungszentrum f{\"u}r Informatik (IBFI), Schloss Dagstuhl, Germany},
  address =	{Dagstuhl, Germany},
  URL =		{http://drops.dagstuhl.de/opus/volltexte/2005/238},
  annote =	{Keywords: Multicriteria optimization, warm-start methods, interior-point methods, primal-dual algorithms}
}

Keywords: Multicriteria optimization, warm-start methods, interior-point methods, primal-dual algorithms
Seminar: 04461 - Practical Approaches to Multi-Objective Optimization
Issue date: 2005
Date of publication: 10.08.2005

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