An Interactive GUESS Method for Solving Nonlinear Constrained Multi-Objective Optimization Problem

Abstract

This paper presents an algorithm for tackling nonlinear constrained multi-objective optimization problem. In this algorithm, a GUESS method used to transform a multi-objective problem into a single-objective one. An active set strategy is used together with a multiplier method to transform a single-objective constrained optimization problem into unconstrained one. A line-search globalization strategy is added to the algorithm to solve the obtained unconstrained problem to ensure global convergence. A Matlab implementation of our algorithm was used in solving one case studiesand the result are reported.