An algorithm for approximating nondominated points of convex multiobjective optimization problems

Document Type: Research Paper

Authors

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

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

Abstract

‎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.

Keywords

Main Subjects


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Volume 43, Issue 5
September and October 2017
Pages 1399-1415
  • Receive Date: 28 August 2015
  • Revise Date: 20 June 2016
  • Accept Date: 26 June 2016