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In this article, a trust region algorithm is proposed to solve multi-objective optimization problem. A sequence of points is generated using Gersgorin Circle theorem with a modified secant equation. This… Click to show full abstract
In this article, a trust region algorithm is proposed to solve multi-objective optimization problem. A sequence of points is generated using Gersgorin Circle theorem with a modified secant equation. This sequence converges to a critical point of the problem. At every iteration, a common positive definite matrix is considered to take care of all the objective functions simultaneously and the radius of the trust region is obtained in an explicit form. Global convergence of the method is established with numerical support using a set of test problems.
Journal Title: Journal of Applied Mathematics and Computing
Year Published: 2021
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