A Quasi-Newton Modication for Newton Method Based Approach of Solving Multiobjective Optimization Problems

In this paper a quasi-Newton method based on an extension of Newton methods is presented for unconstraint multiobjective optimization. By using BFGS formula, a quasi-Newton's direction at each iteration is obtainedby minimizing the max-ordering scalarization of the variations on the quadratic approximations of the objective function. To show the campetency of the given approach, comparison of the results by applying the modified approach and Newton method illustrated

کلیدواژه ها:

Multiobjctive programming ، Pareto point ، Newton's method ، Quasi-Newton method