MAPLE CODE OF THE CUBIC ALGORITHM FOR MULTIOBJECTIVE OPTIMIZATION WITH BOX CONSTRAINTS

被引:0
|
作者
Pineda, M. Delgado [1 ]
Galperin, E. A. [2 ]
Guerra, P. Jimenez [1 ]
机构
[1] Univ Nacl Educ Distancia, Fac Ciencias, Dept Math Fundamentales, E-28040 Madrid, Spain
[2] Univ Quebec Montreal, Dept Math, C P 8888,Succ Ctr Ville, Montreal, PQ H3C 3P8, Canada
来源
关键词
Cubic algorithm; Multiobjective optimization; Non-differentiable optimization; Pareto solutions; Set contraction algorithm;
D O I
10.3934/naco.2013.3.407
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
A generalization of the cubic algorithm is presented for global optimization of nonconvex nonsmooth multiobjective optimization programs min f(s) (x), s = 1,..., k, with box constraints x is an element of X = [a(1), b(1)]x ... x[a(n), b(n)]. This monotonic set contraction algorithm converges onto the entire exact Pareto set, if nonempty, and yields its approximation with given precision in a finite number of iterations. Simultaneously, approximations for the ideal point and for the function values over Pareto set are obtained. The method is implemented by Maple code, and this code does not create ill-conditioned situations. Results of numerical experiments are presented, with graphs, to illustrate the use of the code, and the solution set can be visualized in projections on coordinate planes. The code is ready for engineering and economic applications.
引用
收藏
页码:407 / 424
页数:18
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