CONVERGENCE OF THE SIMPLE EXACT BARRIER-PENALTY FUNCTION FOR NONLIEAR MULTIOBJECTIVE OPTIMIZATION

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Résumé

In this paper, an extension of the new barrier penalty technical is proposed. Initially, design for nonlinear single-objective optimization with inequality constraints, we have transformed it for solving nonlinear multiobjective optimization problems with inequality constraints. First, we have provided the theoretical foundations for this extension. Secondly, we have stated convergence results of our new method to obtain Pareto optimal solutions. This work shows that the new penalty technique converges well for the determination of Pareto optimal solutions of a multiobjective optimization problems with inequality constraints.

Mots-clés

Penalty method, Mathematical optimization, Extension (predicate logic), Convergence (economics), Multi-objective optimization, Pareto principle, Simple (philosophy), Mathematics, Optimization problem, Nonlinear system, Pareto optimal, Nonlinear programming, Computer science, Economics