A piecewise convexification method for non-convex multi-objective optimization programs with box constraints

zbMATH Open1498.90178arXiv2206.12767MaRDI QIDQ5045883FDOQ5045883

Authors:

Publication date: 7 November 2022

Abstract: This paper presents a piecewise convexification method for solving non-convex multi-objective optimization problems with box constraints. Based on the ideas of the $alpha$-based Branch and Bound ($malphaBB$) method of global optimization and the interval subdivision, a series of convex relaxation sub-multiobjective problems for this non-convex multi-objective optimization problem are firstly obtained, and these sub-problems constitute a piecewise convexification problem of the original problem on the whole box. We then construct the (approximate, weakly) efficient solution set of this piecewise convexification problem, and use these sets to approximate the globally (weakly) efficient solution set of the original problem. Furthermore, we propose a piecewise convexification algorithm and show that this algorithm can also obtain approximate globally efficient solutions by calculating a finite subset of the efficient solution set of the multi-objective convex sub-problems only. Finally, its performance is demonstrated with various test instances.

Full work available at URL: https://arxiv.org/abs/2206.12767

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zbMATH Keywords

approximationefficient solutionmultiobjective optimizationweakly efficient solutionpiecewise convexification\(\alpha\)BB method

Mathematics Subject Classification ID

Multi-objective and goal programming (90C29) Nonconvex programming, global optimization (90C26) Nonlinear programming (90C30)

Cited In (5)

• A radial boundary intersection aided interior point method for multi-objective optimization
• A path following method for box-constrained multiobjective optimization with applications to goal programming problems
• A deterministic algorithm for global multi-objective optimization
• Solving multiobjective mixed integer convex optimization problems
• A coverage-based box-algorithm to compute a representation for optimization problems with three objective functions

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