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Mathematics > Optimization and Control

arXiv:1812.03768 (math)
[Submitted on 10 Dec 2018 (v1), last revised 30 Apr 2020 (this version, v2)]

Title:A Sequential Quadratic Programming Method for Constrained Multi-objective Optimization Problems

Authors:Md Abu Talhamainuddin Ansary, Geetanjali Panda
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Abstract:In this article, a globally convergent sequential quadratic programming (SQP) method is developed for multi-objective optimization problems with inequality type constraints. A feasible descent direction is obtained using a linear approximation of all objective functions as well as constraint functions. The sub-problem at every iteration of the sequence has feasible solution. A non-differentiable penalty function is used to deal with constraint violations. A descent sequence is generated which converges to a critical point under the Mangasarian-Fromovitz constraint qualification along with some other mild assumptions. The method is compared with a selection of existing methods on a suitable set of test problems.
Comments: 19 pages, 11 figures
Subjects: Optimization and Control (math.OC)
MSC classes: 90C26, 49M05, 97N40, 90B99
Cite as: arXiv:1812.03768 [math.OC]
  (or arXiv:1812.03768v2 [math.OC] for this version)
  https://doi.org/10.48550/arXiv.1812.03768
Journal reference: Journal of Applied Mathematics and Computing, 2020
Related DOI: https://doi.org/10.1007/s12190-020-01359-y

Submission history

From: Md Abu Talhamainuddin Ansary [view email]
[v1] Mon, 10 Dec 2018 12:50:15 UTC (406 KB)
[v2] Thu, 30 Apr 2020 04:35:40 UTC (165 KB)
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