A Descent Method for Equality and Inequality Constrained Multiobjective Optimization Problems

DOI10.1007/978-3-319-96104-0_2MaRDI QIDQ6295006zbMATH OpenFDO

Authors Bennet Gebken, Sebastian Peitz, Michael Dellnitz

Publication date 8 December 2017

Full work available at URL https://doi.org/10.1007/978-3-319-96104-0_2

Abstract: In this article we propose a descent method for equality and inequality constrained multiobjective optimization problems (MOPs) which generalizes the steepest descent method for unconstrained MOPs by Fliege and Svaiter to constrained problems by using two active set strategies. Under some regularity assumptions on the problem, we show that accumulation points of our descent method satisfy a necessary condition for local Pareto optimality. Finally, we show the typical behavior of our method in a numerical example.

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