IJPAM: Volume 70, No. 7 (2011)

SUB-DIFFERENTIAL APPROACH FOR SOLVING
THE MULTI-OBJECTIVE OPTIMIZATION PROBLEM,
APPROXIMATION BY THE INTERIOR-POINT ALGORITHM

Mustapha Raıssouli$^1$, Rabie Zine$^2$, Khalid El Yassini$^3$
$^{1,2,3}$Department of Mathematics and Computer Science
Faculty of Science
Moulay Ismaıl University
P.O. Box 11201, Meknès, MOROCCO


Abstract. Using the sub-differential concept in the sense of convex analysis, we give a characterization of the solution of the multi-objective optimization problem. Formulations of our initial problem in various practical forms are explored. Some numerical examples, illustrating the theoretical study and showing the interest of the used approach, are discussed.

Received: February 21, 2011

AMS Subject Classification: 90C29, 90C51, 46N10

Key Words and Phrases: multi-objective optimization problem, sub-differential approach, convex analysis, interior-point algorithm

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Source: International Journal of Pure and Applied Mathematics
ISSN printed version: 1311-8080
ISSN on-line version: 1314-3395
Year: 2011
Volume: 70
Issue: 7