The Pareto Tracer for General Inequality Constrained Multi-Objective Optimization Problems

Mathematical and Computational Applications

Oliver Cuate¹  Fernanda Beltrán¹  Oliver Schütze¹ 

[1] Computer Science Department, Cinvestav-IPN, 07360 Mexico City, Mexico;

关键词: multi-objective optimization;    Pareto Tracer;    continuation;    constraint handling;   

DOI  :  10.3390/mca25040080

来源: DOAJ

【 摘 要 】

Problems where several incommensurable objectives have to be optimized concurrently arise in many engineering and financial applications. Continuation methods for the treatment of such multi-objective optimization methods (MOPs) are very efficient if all objectives are continuous since in that case one can expect that the solution set forms at least locally a manifold. Recently, the Pareto Tracer (PT) has been proposed, which is such a multi-objective continuation method. While the method works reliably for MOPs with box and equality constraints, no strategy has been proposed yet to adequately treat general inequalities, which we address in this work. We formulate the extension of the PT and present numerical results on some selected benchmark problems. The results indicate that the new method can indeed handle general MOPs, which greatly enhances its applicability.

【 授权许可】

Unknown