arrow
Volume 42, Issue 1
A Newton-Type Globally Convergent Interior-Point Method to Solve Multi-Objective Optimization Problems

Jauny, Debdas Ghosh & Ashutosh Upadhayay

J. Comp. Math., 42 (2024), pp. 24-48.

Published online: 2023-12

Export citation
  • Abstract

This paper proposes an interior-point technique for detecting the nondominated points of multi-objective optimization problems using the direction-based cone method. Cone method decomposes the multi-objective optimization problems into a set of single-objective optimization problems. For this set of problems, parametric perturbed KKT conditions are derived. Subsequently, an interior point technique is developed to solve the parametric perturbed KKT conditions. A differentiable merit function is also proposed whose stationary point satisfies the KKT conditions. Under some mild assumptions, the proposed algorithm is shown to be globally convergent. Numerical results of unconstrained and constrained multi-objective optimization test problems are presented. Also, three performance metrics (modified generational distance, hypervolume, inverted generational distance) are used on some test problems to investigate the efficiency of the proposed algorithm. We also compare the results of the proposed algorithm with the results of some other existing popular methods.

  • AMS Subject Headings

65N06, 65B99

  • Copyright

COPYRIGHT: © Global Science Press

  • Email address
  • BibTex
  • RIS
  • TXT
@Article{JCM-42-24, author = {Jauny , Ghosh , Debdas and Upadhayay , Ashutosh}, title = {A Newton-Type Globally Convergent Interior-Point Method to Solve Multi-Objective Optimization Problems}, journal = {Journal of Computational Mathematics}, year = {2023}, volume = {42}, number = {1}, pages = {24--48}, abstract = {

This paper proposes an interior-point technique for detecting the nondominated points of multi-objective optimization problems using the direction-based cone method. Cone method decomposes the multi-objective optimization problems into a set of single-objective optimization problems. For this set of problems, parametric perturbed KKT conditions are derived. Subsequently, an interior point technique is developed to solve the parametric perturbed KKT conditions. A differentiable merit function is also proposed whose stationary point satisfies the KKT conditions. Under some mild assumptions, the proposed algorithm is shown to be globally convergent. Numerical results of unconstrained and constrained multi-objective optimization test problems are presented. Also, three performance metrics (modified generational distance, hypervolume, inverted generational distance) are used on some test problems to investigate the efficiency of the proposed algorithm. We also compare the results of the proposed algorithm with the results of some other existing popular methods.

}, issn = {1991-7139}, doi = {https://doi.org/10.4208/jcm.2204-m2021-0241}, url = {http://global-sci.org/intro/article_detail/jcm/22151.html} }
TY - JOUR T1 - A Newton-Type Globally Convergent Interior-Point Method to Solve Multi-Objective Optimization Problems AU - Jauny , AU - Ghosh , Debdas AU - Upadhayay , Ashutosh JO - Journal of Computational Mathematics VL - 1 SP - 24 EP - 48 PY - 2023 DA - 2023/12 SN - 42 DO - http://doi.org/10.4208/jcm.2204-m2021-0241 UR - https://global-sci.org/intro/article_detail/jcm/22151.html KW - Cone method, Interior point method, Merit function, Newton method, Global convergence. AB -

This paper proposes an interior-point technique for detecting the nondominated points of multi-objective optimization problems using the direction-based cone method. Cone method decomposes the multi-objective optimization problems into a set of single-objective optimization problems. For this set of problems, parametric perturbed KKT conditions are derived. Subsequently, an interior point technique is developed to solve the parametric perturbed KKT conditions. A differentiable merit function is also proposed whose stationary point satisfies the KKT conditions. Under some mild assumptions, the proposed algorithm is shown to be globally convergent. Numerical results of unconstrained and constrained multi-objective optimization test problems are presented. Also, three performance metrics (modified generational distance, hypervolume, inverted generational distance) are used on some test problems to investigate the efficiency of the proposed algorithm. We also compare the results of the proposed algorithm with the results of some other existing popular methods.

Jauny , Ghosh , Debdas and Upadhayay , Ashutosh. (2023). A Newton-Type Globally Convergent Interior-Point Method to Solve Multi-Objective Optimization Problems. Journal of Computational Mathematics. 42 (1). 24-48. doi:10.4208/jcm.2204-m2021-0241
Copy to clipboard
The citation has been copied to your clipboard