A Penalty Function Algorithm with Objective Parameters and Constraint Penalty Parameter for Multi-Objective Programming
Read full paper at: http://www.scirp.org/journal/PaperInformation.aspx?PaperID=50375#.VDs6Y1fHRK0 Author(s) Zhiqing Meng , Rui Shen , Min Jiang Affiliation(s) College of Business and Administration, Zhejiang University of Technology, Hangzhou, China . ABSTRACT In this paper, we present an algorithm to solve the inequality constrained multi-objective programming (MP) by using a penalty function with objective parameters and constraint penalty parameter. First, the penalty function with objective parameters and constraint penalty parameter for MP and the corresponding unconstraint penalty optimization problem (UPOP) is defined. Under some conditions, a Pareto efficient solution (or a weakly-efficient solution) to UPOP is proved to be a Par...