Integral Global Optimality Conditions and an Algorithm for Multiobjective Problems. (27th July 2022)

• Record Type: Journal Article
• Authors: Silva, Everton J.; Karas, Elizabeth W.; Santos, Lucelina B.
• Is Part Of: Numerical functional analysis and optimization. Volume 43:Number 10(2022)
• Page Start: 1265
• Page End: 1288
• Publication Date: 2022-07-27
• Subjects: Chebyshev weighted scalarization -- integral global optimality conditions -- multiobjective optimization -- Pareto front -- weighted sum scalarization; 90C29 -- 65K05 -- 49M37; Functional analysis -- Periodicals; Numerical analysis -- Periodicals; Mathematical optimization -- Periodicals; Numerical Analysis, Computer-Assisted; 515.705
• DOI: 10.1080/01630563.2022.2098503
• Languages: English
• ISSNs: 0163-0563

Abstract

Abstract: In this work, we propose integral global optimality conditions for multiobjective problems not necessarily differentiable. The integral characterization, already known for single objective problems, are extended to multiobjective problems by weighted sum and Chebyshev weighted scalarizations. Using this last scalarization, we propose an algorithm for obtaining an approximation of the weak Pareto front whose effectiveness is illustrated by solving a collection of multiobjective test problems.