Extension of the Projected Gradient and Armijo’s Rule Concepts for Solving Convex Nonlinear Multiobjective Optimization Problems

Autor: TOUGMA Appolinaire, Kounhinir SOMÉ, Abdoulaye COMPAORÉ
Rok vydání: 2023
DOI: 10.21203/rs.3.rs-2491296/v1
Popis: In this work, we propose a method for solving a boundary constraints multiobjective optimization problems. The algorithm combines the projected gradient with a modified version of the Armijo Rule and the weighted sum to find the best solutions. Under the assumption that the objective functions are differentiable and convex, the convergence to an optimal Pareto point is established. Furthermore, we have successfully solved test problems with which we have calculated some performance indicators related to the convergence and diversity of obtained solutions. All these results have allowed us to highlight effectiveness and efficiency of our method.
Databáze: OpenAIRE