AJOR  Vol.1 No.4 , December 2011
An Objective Penalty Functions Algorithm for Multiobjective Optimization Problem
Abstract: By using the penalty function method with objective parameters, the paper presents an interactive algorithm to solve the inequality constrained multi-objective programming (MP). The MP is transformed into a single objective optimal problem (SOOP) with inequality constrains; and it is proved that, under some conditions, an optimal solution to SOOP is a Pareto efficient solution to MP. Then, an interactive algorithm of MP is designed accordingly. Numerical examples show that the algorithm can find a satisfactory solution to MP with objective weight value adjusted by decision maker.
Cite this paper: nullZ. Meng, R. Shen and M. Jiang, "An Objective Penalty Functions Algorithm for Multiobjective Optimization Problem," American Journal of Operations Research, Vol. 1 No. 4, 2011, pp. 229-235. doi: 10.4236/ajor.2011.14026.

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