An algorithm for approximating nondominated points of convex multiobjective optimization problems

Document Type : Research Paper


1 Faculty of Mathematics‎, ‎Shahrood University of Technology‎, ‎Shahrood‎, ‎Iran

2 Faculty of Mathematics‎, ‎Shahrood University of Technology‎, ‎Shahrood‎, ‎Iran.


‎In this paper‎, ‎we present an algorithm for generating approximate nondominated points of a multiobjective optimization problem (MOP)‎, ‎where the constraints and the objective functions are convex‎. ‎We provide outer and inner approximations of nondominated points and prove that inner approximations provide a set of approximate weakly nondominated points‎. ‎The proposed algorithm can be applied for differentiable or nondifferentiable convex MOPs‎. ‎To illustrate efficiency of the proposed algorithm for convex MOPs‎, ‎we provide numerical examples.


Main Subjects

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