@article {IOPORT.06030558, author = {D\'esid\'eri, Jean-Antoine}, title = {Multiple-gradient descent algorithm (MGDA) for multiobjective optimization.}, year = {2012}, journal = {Comptes Rendus. Math\'ematique. Acad\'emie des Sciences, Paris}, volume = {350}, number = {5-6}, issn = {1631-073X}, pages = {313-318}, publisher = {Acad\'emie des Sciences, Paris; Elsevier, Paris}, doi = {10.1016/j.crma.2012.03.014}, abstract = {Summary: One considers the context of the concurrent optimization of several criteria $J_{i}(Y) (i=1,\ldots ,n)$, supposed to be smooth functions of the design vector $Y\in \Bbb R^{N} (n\leqslant N)$. An original constructive solution is given to the problem of identifying a descent direction common to all criteria when the current design-point $Y^{0}$ is not Pareto-optimal. This leads us to generalize the classical steepest-descent method to the multiobjective context by utilizing this direction for the descent. The algorithm is then proved to converge to a Pareto-stationary design-point.}, identifier = {06030558}, }