An Objective Penalty Functions Algorithm for Multiobjective Optimization Problem

Zhiqing Meng, Rui Shen, Min Jiang

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DOI: 10.4236/ajor.2011.14026                

Abstract

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.

Keywords

Multiobjective Optimization Problem, Objective Penalty Function, Pareto Efficient Solution, Interactive Algorithm

Conflicts of Interest

The authors declare no conflicts of interest.

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