An interval algorithm for multi-objective optimization

被引:14
作者
Ruetsch, GR [1 ]
机构
[1] Sun Microsyst Inc, Hillsboro, OR 97124 USA
关键词
global optimization; interval methods; multi-objective optimization;
D O I
10.1007/s00158-004-0496-7
中图分类号
TP39 [计算机的应用];
学科分类号
081203 ; 0835 ;
摘要
This paper presents an interval algorithm for solving multi-objective optimization problems. Similar to other interval optimization techniques, [see Hansen and Walster (2004)], the interval algorithm presented here is guaranteed to capture all solutions, namely all points on the Pareto front. This algorithm is a hybrid method consisting of local gradient-based and global direct comparison components. A series of example problems covering convex, nonconvex, and multimodal Pareto fronts is used to demonstrate the method.
引用
收藏
页码:27 / 37
页数:11
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