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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Veröffentlicht in:Journal of applied mathematics & computing Jg. 64; H. 1-2; S. 379 - 397
Hauptverfasser: Ansary, Md Abu Talhamainuddin, Panda, Geetanjali
Format: Journal Article
Sprache:Englisch
Veröffentlicht: Berlin/Heidelberg Springer Berlin Heidelberg 01.10.2020
Springer Nature B.V
Schlagworte:
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
Online-Zugang:Volltext
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Beschreibung
Zusammenfassung: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.
Bibliographie:ObjectType-Article-1
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ISSN:1598-5865
1865-2085
DOI:10.1007/s12190-020-01359-y