增广效用函数权衡比替代交互规划方法

An Interactive Programming Algorithm by Use of Augmented Utility Function and Trade-off Surrogate

本文利用外惩罚函数构造增广效用函数,来求解一般的非线性多目标規划问题,对Geoffrion权衡比替代法作了两方面修正:将带线性约束的问题推广到非线性约束的问题;将带约束的交互式算法转换为不带约束的交互式算法。并给出了算法的收敛定理。

In this paper, a general nonlinear multiobjective programming problem was solved by the use of augmented utility function constructed by outer penalty function, while Geoffrion trade-off surrogate algorithm was amended in two, respects: (1)linear constrained problem was extended to nonlinear constrained one; (2)an interactive algorithm for constrained problem was converted into another one for unconstrained problem. The convergence therorem of the algorithm was given.