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HYPERBOLIC AUGMENTED LAGRANGIAN ALGORITHM FOR MULTIOBJECTIVE OPTIMIZATION PROBLEMS.

Authors :
TOUGMA, APPOLINAIRE
KABORÉ, AUGUSTIN
SOMÉ, KOUNHINIR
Source :
Gulf Journal of Mathematics; 2024, Vol. 16 Issue 2, p151-170, 20p
Publication Year :
2024

Abstract

In this article, we propose an adaptation of the Hyperbolic Augmented Lagrangian algorithm to solve multiobjective optimization problems. After conducting a literature review, we provide a definition of the Hyperbolic Augmented Lagrange method. Under clearly defined assumptions, we demonstrate that any limit point of a sequence generated by the proposed approach is feasible and constitutes a Pareto-optimal solution. To assess the effectiveness of the proposed algorithm, we incorporate two variants of the Broyden-Fletcher-Goldfarb-Shanno (BFGS) method, thereby offering two approaches for solving well-known tests problems from the literature. We employ metrics to evaluate the performance of these two approaches. [ABSTRACT FROM AUTHOR]

Details

Language :
English
ISSN :
23094966
Volume :
16
Issue :
2
Database :
Complementary Index
Journal :
Gulf Journal of Mathematics
Publication Type :
Academic Journal
Accession number :
177440925
Full Text :
https://doi.org/10.56947/gjom.v16i2.1876