一种改进的GDF多目标优化算法

An Improved GDF Algorithm for Multiobjective Optimization

本文提出一种交互式非线性多目标优化算法,该算法是GDF多目标优化算法的改进,具有这样的特点:算法采用了既约设计空间策略,具有良好的收敛性;算法生成的迭代点是有效解;算法具有多种一维搜索准则;对于线性多目标问题,算法只需一次交互迭代即可求出多目标问题的最优解.

Presented in this paper is an interactive algorithm for nonlinear multiobjcctive optimization, an improvement of GDF approach for multiobjective optimization. The algorithm possesses such good features: it adopts a reduced design space strategy,so has fine convergency; the iterate points generated by the method are all efficient solutions; it employs flexible line search schemes; for linear multiobjective problems, it needs only one interactive iteration to find the optimal solution of the problem.