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An Objective Penalty Functions Algorithm for Multiobjective Optimization Problem

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DOI: 10.4236/ajor.2011.14026    4,215 Downloads   8,292 Views   Citations

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.

Conflicts of Interest

The authors declare no conflicts of interest.

Cite this paper

Z. Meng, R. Shen and M. Jiang, "An Objective Penalty Functions Algorithm for Multiobjective Optimization Problem," American Journal of Operations Research, Vol. 1 No. 4, 2011, pp. 229-235. doi: 10.4236/ajor.2011.14026.

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