A mixed interior-exterior penalty method for constrained multiobjective optimization problems
This paper proposes a mixed interior-exterior penalty method for solving multi-objective optimization problems involving both equality and inequality constraints.The penalty func-tion in this method consists of the objective function,an internal penalty function,and an external penalty function for the feasible set.Under some suitable conditions,it is proved that the sequence generated by the algorithm converges to a Pareto or a weak Pareto optimal solution in terms of auxil-iary monotone functions.In addition,three numerical experiments are given to verify the feasibility of the proposed algorithm.Finally,the algorithm is applied to solve a vector minimum cost flow problem in a traffic network,and a comparative analysis with the linear weighting method highlights the time cost advantages of the proposed algorithm.
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