A new algorithm for general multiobjective optimization

Abstract

The paper describes a new technique for converting a constrained optimization problem to an unconstrained one, and a new method for multiobjective optimization based on that technique. The technique transforms the objective functions into goal constraints. The goal constraints are appended to the set of behavior constraints, and the envelope of all functions in the set is searched for an unconstrained minimum. The technique can be categorized as a SUMT algorithm. In multiobjective applications, the approach has the advantage of locating a compromise minimum without the need to optimize for each individual objective function separately. The constrained to unconstrained conversion is described, followed by a description of the multiobjective problem. Two example problems are presented to demonstrate the robustness of the method.