Trust region methods for solving multiobjective optimisation
Shaojian Qu, Mark Goh, Bing Liang · Optimization methods & software · 2012
This paper first proposes a trust region algorithm to obtain a stationary point of unconstrained multiobjective optimisation problem. Under suitable assumptions, the global convergence of the new algorithm is established. We then extend the trust region method to solve the non-smooth multiobjective optimisation problem.