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An Objective Penalty Functions Algorithm for Multiobjective Optimization Problem

Author(s): Zhiqing Meng | Rui Shen | Min Jiang

Journal: American Journal of Operations Research
ISSN 2160-8830

Volume: 01;
Issue: 04;
Start page: 229;
Date: 2011;
Original page

Keywords: Multiobjective Optimization Problem | Objective Penalty Function | Pareto Efficient Solution | Interactive Algorithm

By using the penalty function method with objective parameters, the paper presents an interactive algorithm to solve the inequality constrained multi-objective programming (MP). The MP is transformed into a single objective optimal problem (SOOP) with inequality constrains; and it is proved that, under some conditions, an optimal solution to SOOP is a Pareto efficient solution to MP. Then, an interactive algorithm of MP is designed accordingly. Numerical examples show that the algorithm can find a satisfactory solution to MP with objective weight value adjusted by decision maker.

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