A Sequential Quadratic Programming Method for Constrained Multi-objective Optimization Problems

In this article, a globally convergent sequential quadratic programming (SQP) method is developed for multi-objective optimization problems with inequality type constraints. A feasible descent direction is obtained using a linear approximation of all objective functions as well as constraint functio...

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Vydané v:Journal of applied mathematics & computing Ročník 64; číslo 1-2; s. 379 - 397
Hlavní autori: Ansary, Md Abu Talhamainuddin, Panda, Geetanjali
Médium: Journal Article
Jazyk:English
Vydavateľské údaje: Berlin/Heidelberg Springer Berlin Heidelberg 01.10.2020
Springer Nature B.V
Predmet:
Applied mathematics
Computational Mathematics and Numerical Analysis
Constraints
Convergence
Critical point
Descent
Mathematical and Computational Engineering
Mathematics
Mathematics and Statistics
Mathematics of Computing
Multiple objective analysis
Optimization
Original Research
Penalty function
Quadratic programming
Theory of Computation
97N40
90B99
Mangasarian–Fromovitz constraint qualification
Purity metric
Spread metrics
Multi-objective optimization
Critical point
90C26
49M05
SQP method
ISSN:1598-5865, 1865-2085
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Shrnutí:In this article, a globally convergent sequential quadratic programming (SQP) method is developed for multi-objective optimization problems with inequality type constraints. A feasible descent direction is obtained using a linear approximation of all objective functions as well as constraint functions. The sub-problem at every iteration of the sequence has feasible solution. A non-differentiable penalty function is used to deal with constraint violations. A descent sequence is generated which converges to a critical point under the Mangasarian–Fromovitz constraint qualification along with some other mild assumptions. The method is compared with a selection of existing methods on a suitable set of test problems.
Bibliografia:ObjectType-Article-1
SourceType-Scholarly Journals-1
ObjectType-Feature-2
content type line 14
ISSN:1598-5865
1865-2085
DOI:10.1007/s12190-020-01359-y