HYPERBOLIC AUGMENTED LAGRANGIAN ALGORITHM FOR MULTIOBJECTIVE OPTIMIZATION PROBLEMS.

Autor: TOUGMA, APPOLINAIRE, KABORÉ, AUGUSTIN, SOMÉ, KOUNHINIR
Předmět:
Zdroj: Gulf Journal of Mathematics; 2024, Vol. 16 Issue 2, p151-170, 20p
Abstrakt: In this article, we propose an adaptation of the Hyperbolic Augmented Lagrangian algorithm to solve multiobjective optimization problems. After conducting a literature review, we provide a definition of the Hyperbolic Augmented Lagrange method. Under clearly defined assumptions, we demonstrate that any limit point of a sequence generated by the proposed approach is feasible and constitutes a Pareto-optimal solution. To assess the effectiveness of the proposed algorithm, we incorporate two variants of the Broyden-Fletcher-Goldfarb-Shanno (BFGS) method, thereby offering two approaches for solving well-known tests problems from the literature. We employ metrics to evaluate the performance of these two approaches. [ABSTRACT FROM AUTHOR]
Databáze: Complementary Index