Bento, G.C.; Cruz Neto, J.X.; Oliveira, P.R.; Soubeyran, A. - In: European Journal of Operational Research 235 (2014) 3, pp. 494-502
In this paper we study an inexact steepest descent method for multicriteria optimization whose step-size comes with Armijo’s rule. We show that this method is well-defined. Moreover, by assuming the quasi-convexity of the multicriteria function, we prove full convergence of any generated...