Uniqueness of KKT multipliersin multiobjective optimization
نویسندگان
چکیده
منابع مشابه
Uniqueness of KKT multipliersin multiobjective optimization
K e y w o r d s M u l t i o b j e c t i v e optimization, Mangasarian-l'~romovitz type conditions, Second-order optimality conditions. 1. I N T R O D U C T I O N We consider the following constrained multiobjective program: min f(x), subject to x E X, (1) int R~ where the feasible region is described by inequalities and equalities X := {x • R": g(x) <_ O, h(x) = 0}, with f : R" ---* R t, g : R ...
متن کاملMultiobjective Optimization
return on his or her investment with a small risk of incurring a loss; an oncologist prescribes radiotherapy to a cancer patient so as to destroy the tumor without causing damage to healthy organs; an airline manager constructs schedules that incur small salary costs and that ensure smooth operation even in the case of disruptions. All three decision makers (DMs) are in a similar situation—they...
متن کاملA novel elitist multiobjective optimization algorithm: Multiobjective extremal optimization
Recently, a general-purpose local-search heuristic method called Extremal Optimization (EO) has been successfully applied to some NP-hard combinatorial optimization problems. This paper presents an investigation on EO with its application in multiobjective optimization and proposes a new novel elitist (1+ λ ) multiobjective algorithm, called Multiobjective Extremal Optimization (MOEO). In order...
متن کاملOptimization Tutorial 2 : Newton ’ s Method , Karush - Kuhn - Tucker ( KKT ) Conditions 3 3 Constrained Optimization and KKT Optimality Conditions
In the first part of the tutorial, we introduced the problem of unconstrained optimization, provided necessary and sufficient conditions for optimality of a solution to this problem, and described the gradient descent method for finding a (locally) optimal solution to a given unconstrained optimization problem. We now describe another method for unconstrained optimization, namely Newton’s metho...
متن کاملMultiobjective Optimization Using Surrogates
Until recently, optimization was regarded as a discipline of rather theoretical interest, with limited real-life applicability due to the computational or experimental expense involved. Multiobjective optimization was considered as a utopia even in academic studies due to the multiplication of this expense. This paper discusses the idea of using surrogate models for multiobjective optimization....
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Applied Mathematics Letters
سال: 2004
ISSN: 0893-9659
DOI: 10.1016/j.aml.2003.10.011