A Scalarized Augmented Lagrangian Algorithm (SCAL) for Multi-objective Optimization Constrained Problems

Lino Costa, Isabel Espírito Santo, Pedro Oliveira

2018

Abstract

In this paper, a methodology to solve constrained multi-objective problems is presented, using an Augmented Lagrangian technique to deal with the constraints and the Augmented Weighted Tchebycheff method to tackle the multi-objective problem and find the Pareto Frontier. We present the algorithm, as well as some preliminary results that seem very promising when compared to previous state-of-the- art work. As far as we know, the idea of incorporating an Augmented Lagrangian in multi-objective optimization is rarely used so, the obtained results are very encouraging to pursuit further in this line of investigation, namely with the tuning of the Augmented Lagrangian parameters as well as testing other algorithms to solve the subproblems or to handle the multi-objective problems. It is also our intention to investigate the resolution of problems with three or more objectives.

Paper Citation

in Harvard Style

Costa L., Espírito Santo I. and Oliveira P. (2018). A Scalarized Augmented Lagrangian Algorithm (SCAL) for Multi-objective Optimization Constrained Problems.In Proceedings of the 7th International Conference on Operations Research and Enterprise Systems - Volume 1: ICORES, ISBN 978-989-758-285-1, pages 335-340. DOI: 10.5220/0006720603350340

in Bibtex Style

@conference{icores18,
author={Lino Costa and Isabel Espírito Santo and Pedro Oliveira},
title={A Scalarized Augmented Lagrangian Algorithm (SCAL) for Multi-objective Optimization Constrained Problems},
booktitle={Proceedings of the 7th International Conference on Operations Research and Enterprise Systems - Volume 1: ICORES,},
year={2018},
pages={335-340},
publisher={SciTePress},
organization={INSTICC},
doi={10.5220/0006720603350340},
isbn={978-989-758-285-1},
}

in EndNote Style

TY - CONF

JO - Proceedings of the 7th International Conference on Operations Research and Enterprise Systems - Volume 1: ICORES,
TI - A Scalarized Augmented Lagrangian Algorithm (SCAL) for Multi-objective Optimization Constrained Problems
SN - 978-989-758-285-1
AU - Costa L.
AU - Espírito Santo I.
AU - Oliveira P.
PY - 2018
SP - 335
EP - 340
DO - 10.5220/0006720603350340