Hybrid Line Search for Multiobjective Optimization

Abstract. The aggregation of objectives in multiple criteria programming is one of the simplest and widely used approach. But it is well known that these techniques sometimes fail in different aspects for determining the Pareto frontier. This paper proposes a new line search based approach for multicriteria optimization. The objectives are aggregated and the problem is transformed into a single objective optimization problem. Then the line search method is applied and an approximate efficient point is lacated. Once the first Pareto solution is obtained, a simplified version of the former one is used in the context of Pareto dominance to obtain a set of efficient points, which will assure a thorough distribution of solutions on the Pareto frontier. In the current form, the proposed technique is well suitable for problems having multiple objectives (it is not limited to bi-objective problems). the functions to be optimized must be continuous twice differentiable. In order to assess t...

• Type: Conference
• Year: 2007
• Where: HPCC
• Authors: Crina Grosan, Ajith Abraham
• Keywords: Distributed And Parallel Computing, HPCC 2007, Line Search, Pareto Frontier, first Pareto Solution