Generation of Pareto optimal solutions for multi-objective optimization problems via a reduced interior-point algorithm

Journal of Taibah University for Science

B. El-Sobky¹  Y. Abo-Elnaga² 

[1] Alexandria University;Higher Technological Institute;

关键词: Multi-objective optimization problem;    weighted Tchebychev metric approach;    active set;    Coleman–Li scaling matrix;    interior-point method;   

DOI  :  10.1080/16583655.2018.1494422

来源: DOAJ

【 摘 要 】

In this paper, a reduced interior-point (RIP) algorithm is introduced to generate a Pareto optimal front for multi-objective constrained optimization (MOCP) problem. A weighted Tchebychev metric approach is used together with achievement scalarizing function approach to convert MOCP problem to a single-objective constrained optimization (SOCO) problem. An active-set technique is used together with a Coleman–Li scaling matrix and a decrease interior-point method to solve SOCO problem. A Matlab implementation of RIP algorithm was used to solve three cases and application. The results showed that the RIP algorithm is promising when compared with well-known algorithms and the computations may be superior relevant for comprehending real-world application problems.

【 授权许可】

Unknown