HE Li, JIN Jian-lu, TAN Jia-wei, et al. Homotopy Interior-point Method of Solving Minimal Weak Efficient Solution for a Multi-objective Programming Problem[J]. 2010, 15(6): 62-65.
HE Li, JIN Jian-lu, TAN Jia-wei, et al. Homotopy Interior-point Method of Solving Minimal Weak Efficient Solution for a Multi-objective Programming Problem[J]. 2010, 15(6): 62-65.DOI:
同伦内点法求一类多目标优化问题的最小弱有效解
摘要
本文针对客观实际中不同决策者在已有条件下自我需求实现问题
根据自报公议原则
将多目标优化问题转化成含有权系数变量的一个新单目标优化问题.利用组合同伦内点法来求解单目标问题
通过路径跟踪得到多目标优化问题的最小弱有效解
从而实现公议
达到相对最佳目的
并证明了该方法是整体收敛的.
Abstract
In order to fulfill the different needs of different decision-makers
the multi-objective optimization problem has been translated into a new single-object optimization problem with weight factors according to the self-assessment and public discussion principle.Combined homotopy interior-point method is used to solve the single-object optimization problem.The minimal weak efficient solution of the multi-objective optimization problem has been obtained by path tracking.The convergence of this method has also ...