A sequential quadratic programming method for constrained multi-objective optimization problems
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Publication:2053082
DOI10.1007/S12190-020-01359-YzbMATH Open1475.90087arXiv1812.03768OpenAlexW3022216245MaRDI QIDQ2053082FDOQ2053082
Authors: Md Abu Talhamainuddin Ansary, Geetanjali Panda 
Publication date: 29 November 2021
Published in: Journal of Applied Mathematics and Computing (Search for Journal in Brave)
Abstract: In this article, a globally convergent sequential quadratic programming (SQP) method is developed for multi-objective optimization problems with inequality type constraints. A feasible descent direction is obtained using a linear approximation of all objective functions as well as constraint functions. The sub-problem at every iteration of the sequence has feasible solution. A non-differentiable penalty function is used to deal with constraint violations. A descent sequence is generated which converges to a critical point under the Mangasarian-Fromovitz constraint qualification along with some other mild assumptions. The method is compared with a selection of existing methods on a suitable set of test problems.
Full work available at URL: https://arxiv.org/abs/1812.03768
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- scientific article; zbMATH DE number 780774
critical pointmulti-objective optimizationSQP methodMangasarian-fromovitz constraint qualificationpurity metricspread metrics
Methods of successive quadratic programming type (90C55) Multi-objective and goal programming (90C29)
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