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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