An adaptive primal-dual warm-start technique for quadratic multiobjective optimization
Daniel Molz, Christoph Heermann, Jörg Fliege · 2006
Abstract. We present a new primal-dual 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. Results of this algorithm when applied on a three-criteria real-world power plant optimization problem are reported, thereby illustrating the feasibility of this approach when used in practice.