Research Communication | Open Access
Volume 2019 | Communication ID 246
Volume 2019 | Communication ID 246
| A new numerical method for finding the Pareto front of multi-objective optimization problems |
Mustapha El Moudden, El Arbi Abdellaoui Alaoui
Received |
Accepted |
Published |
Feb 01, 2019 |
Feb 26, 2019 |
Mar 01, 2019 |
Abstract: Multi-objective optimization has a significant number of real-life applications. Under this motivation, a new algorithm is developed for solving multi-objective optimization problems with both linear constraints and bound constraints on the variables. At each iteration of the algorithm, the search direction is obtained by solving an appropriate quadratic subprogram. Bisection technique is used to find step-sizes. We prove that the proposed algorithm converges to points that satisfy the Kuhn-Tucker first-order necessary conditions for Pareto optimality (the Pareto-critical points). This ...