An Objective Penalty Functions Algorithm for Multiobjective Optimization Problem

• 作者: Min Jiang Rui Shen Zhiqing Meng
• 来源期刊: 美国运筹学期刊(英文)
• 学科: 数学
• 关键词: MULTIOBJECTIVE Optimization PROBLEM Objective PENALTY Function PARETO Efficient Solution INTERACTIVE ALGORITHM
• 年，卷（期）: 2011,（4）
• 页码范围: 229-235
• 页数: 7页
• 分类号: O1

摘要

By using the penalty function method with objective parameters, the paper presents an interactive algorithm to solve the inequality constrained multi-objective programming (MP). The MP is transformed into a single objective optimal problem (SOOP) with inequality constrains;and it is proved that, under some conditions, an optimal solution to SOOP is a Pareto efficient solution to MP. Then, an interactive algorithm of MP is designed accordingly. Numerical examples show that the algorithm can find a satisfactory solution to MP with objective weight value adjusted by decision maker.