Pareto Tracer: a predictor–corrector method for multi-objective optimization problems. Issue 3 (4th March 2018)

• Record Type: Journal Article
• Authors: Martín, Adanay; Schütze, Oliver
• Is Part Of: Engineering optimization. Volume 50:Issue 3(2018)
• Page Start: 516
• Page End: 536
• Publication Date: 2018-03-04
• Subjects: Multi-objective optimization -- predictor–corrector method -- constraint handling -- Newton method -- quasi-Newton method; Engineering design -- Periodicals; Mathematical optimization -- Periodicals; 620.0042
• DOI: 10.1080/0305215X.2017.1327579
• Languages: English
• ISSNs: 0305-215X

Abstract

ABSTRACT: This article proposes a novel predictor–corrector (PC) method for the numerical treatment of multi-objective optimization problems (MOPs). The algorithm, Pareto Tracer (PT), is capable of performing a continuation along the set of (local) solutions of a given MOP with k objectives, and can cope with equality and box constraints. Additionally, the first steps towards a method that manages general inequality constraints are also introduced. The properties of PT are first discussed theoretically and later numerically on several examples.