一类多目标优化问题的区间斜率法

Interval slope methods for class of multiobjective optimization problems

讨论了一类多目标优化问题的区间斜率方法,其中目标函数是一阶连续可微的。结合评价函数法将多目标优化问题转化为无约束的minimax问题,通过构造目标函数的区间扩张无解区域删除原则,建立求解minimax问题的区间算法,并证明了算法的收敛性。结合数值算例,理论证明和数值结果可靠有效。

This paper describes the interval slope methods for a class of multiobjective optimization problems,of which the objective functions are in C^1.The paper introduces the transformation of the multiobjective optimization problems into unconstrained minimax problems by the idea of evaluation function,the development of an interval algorithm by setting up an interval extension of objective function and the region deletion test rules,and the verification of the convergence of algorithm.Numerical results show that...