Combining Trust-Region Algorithm and local search for Multi- objective Optimization
نویسندگان
چکیده
In this paper, a new algorithm is proposed to solve multi-objective optimization problems (MOOPs) through applying the trust-region (TR) method based on local search (LS) techniques; where the MOOP converting to a single objective optimization problem (SOOP) by using reference point method. In the proposed algorithm, some of the points in the search space are generated. For each point the TR algorithm for solving a SOOP is used to obtain a point on the Pareto frontier. LS technique is applied to get all the points on the Pareto frontier. The algorithm is coded in MATLAB 7.2 and the simulations are run on a Pentium 4 CPU 900 MHz with 512 MB memory capacity. The numerical results show that the proposed method is feasible, and illustrate the ability of finding a Pareto optimal set. Key-Words: Multi-objective optimization; trust region methods; local search technique, Pareto optimal solution; single objective optimization problem; reference point method
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