Generation of Pareto optimal solutions for multi-objective optimization problems via a reduced interior-point algorithm

• Published in: Journal of Taibah University for Science Vol. 12; no. 5; pp. 514 - 519
• Main Authors: El-Sobky, B., Abo-Elnaga, Y.
• Format: Journal Article
• Language: English
• Published: Taylor & Francis 03.09.2018; Taylor & Francis Group
• Subjects: active set; Coleman-Li scaling matrix; interior-point method; Multi-objective optimization problem; weighted Tchebychev metric approach
• ISSN: 1658-3655; 1658-3655
• DOI: 10.1080/16583655.2018.1494422

In this paper, a reduced interior-point (RIP) algorithm is introduced to generate a Pareto optimal front for multi-objective constrained optimization (MOCP) problem. A weighted Tchebychev metric approach is used together with achievement scalarizing function approach to convert MOCP problem to a single-objective constrained optimization (SOCO) problem. An active-set technique is used together with a Coleman-Li scaling matrix and a decrease interior-point method to solve SOCO problem. A Matlab implementation of RIP algorithm was used to solve three cases and application. The results showed that the RIP algorithm is promising when compared with well-known algorithms and the computations may be superior relevant for comprehending real-world application problems.