A new scalarization technique to approximate Pareto fronts of problems with disconnected feasible sets
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2014
Authors
Burachik, R.S.
Kaya, C.Y.
Rizvi, M.M.
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Journal of Optimization Theory and Applications, 2014; 162(2):428-446
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Abstract
We introduce and analyze a novel scalarization technique and an associated algorithm for generating an approximation of the Pareto front (i.e., the efficient set) of nonlinear multiobjective optimization problems. Our approach is applicable to nonconvex problems, in particular to those with disconnected Pareto fronts and disconnected domains (i.e., disconnected feasible sets). We establish the theoretical properties of our new scalarization technique and present an algorithm for its implementation. By means of test problems, we illustrate the strengths and advantages of our approach over existing scalarization techniques such as those derived from the Pascoletti-Serafini method, as well as the popular weighted-sum method.
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Copyright 2013 Springer
Access Condition Notes: Postprint only available on Open Access