Operations Research Transactions ›› 2010, Vol. 14 ›› Issue (4): 121-128.

• Original Articles • Previous Articles    

An Inexact Alternating Directions Method for Solving  Double Objective Optimization Problems

ZENG Yu-Hua, PENG Zheng   

  • Online:2010-12-15 Published:2010-12-15

Abstract:  In this paper,  a direct method,  namely  the  inexact alternating directions method, is proposed for solving double objective optimization problems. The convergence property of the proposed method is proved.  Some primary numerical results are presented to show that the proposed method is available and applicable.