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Box-constrained multi-objective optimization: A gradient-like method without a priori scalarization

delete2008-08-01
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PRE
AI
E
Enrico Miglierina
E
Elena Molho
M
Maria Cristina Recchioni *
DOI:10.1016/j.ejor.2007.05.015delete
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摘要

摘要

En 中文
The aim of this paper is the development of an algorithm to find the critical points of a box-constrained multi-objective optimization problem. The proposed algorithm is an interior point method based on suitable directions that play the role of gradient-like directions for the vector objective function. The method does not rely on an a priori scalarization and is based on a dynamic system defined by a vector field of descent directions in the considered box. The key tool to define the mentioned vector field is the notion of vector pseudogradient. We prove that the limit points of the solutions of the system satisfy the Karush-Kuhn-Tucker (KKT) first order necessary condition for the box-constrained multi-objective optimization problem. These results allow us to develop an algorithm to solve box-constrained multi-objective optimization problems. Finally, we consider some test problems where we apply the proposed computational method. The numerical experience shows that the algorithm generates an approximation of the local optimal Pareto front representative of all parts of optimal front. (C) 2007 Elsevier B.V. All rights reserved.
Keyword:
multiple objective programming
gradient-like method
interior point method
descent directions
pseudogradient
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期刊

European Journal of Operational Research 封面图
European Journal of Operational Research
IF:
6
论文数:
2.2W
被引数:
6.4W

机构

U
University of Insubria
学者数:
6.8K
论文数: 6.0K
被引数: 6.5K
U
university of pavia
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2.1W
论文数: 1.6W
被引数: 8
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