<abstract xmlns="http://www.w3.org/1999/xhtml">

<p>This paper aims to propose a new hybrid approach for solving multiobjective optimization problems. This approach is based on a combination of global and local search procedures.</p>
<p>The cross-entropy method is used as a stochastic model-based method to solve the multiobjective optimization problem and reach a first elite set of global solutions. In the local search step, an ∈-constraint method converts the multiobjective optimization problem to a series of parameterized single-objective optimization problems. Then, sequential quadratic programming (SQP) is used to solve the derived single-objective optimization problems allowing to reinforce and improve the global results. Numerical examples are used to demonstrate the efficiency and effectiveness of the proposed approach.</p>
</abstract>

This paper aims to propose a new hybrid approach for solving multiobjective optimization problems. This approach is based on a combination of global and local search procedures.
The cross-entropy method is used as a stochastic model-based method to solve the multiobjective optimization problem and reach a first elite set of global solutions. In the local search step, an ∈-constraint method converts the multiobjective optimization problem to a series of parameterized single-objective optimization problems. Then, sequential quadratic programming (SQP) is used to solve the derived single-objective optimization problems allowing to reinforce and improve the global results. Numerical examples are used to demonstrate the efficiency and effectiveness of the proposed approach.

Combining the cross-entropy algorithm and ∈-constraint method for multiobjective optimization

Laboratory of Analysis Mathematics and Applications, Department of Mathematics, Faculty of Sciences

Moroccan Journal of Pure and Applied Analysis

This work is licensed under the Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 International License.

This paper aims to propose a new hybrid approach for solving multiobjective optimization problems. This approach is based on a combination of global and local...

Combining the cross-entropy algorithm and ∈-constraint method for multiobjective optimization

Publicado en línea: 29 ene 2021

Páginas: 299 - 311

Recibido: 31 ago 2020

Aceptado: 02 ene 2021

DOI: https://doi.org/10.2478/mjpaa-2021-0019

Palabras clave
Multiobjective optimization, Cross-entropy method, ∈-constraint method, SQP methods

© 2021 Abdelmajid Ezzine et al., published by Sciendo

This work is licensed under the Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 International License.

Combining the cross-entropy algorithm and ∈-constraint method for multiobjective optimization

Publicado en línea: 29 ene 2021

Páginas: 299 - 311

Recibido: 31 ago 2020

Aceptado: 02 ene 2021

DOI: https://doi.org/10.2478/mjpaa-2021-0019

Palabras claveMultiobjective optimization, Cross-entropy method, ∈-constraint method, SQP methods

© 2021 Abdelmajid Ezzine et al., published by Sciendo

This work is licensed under the Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 International License.

Palabras clave
Multiobjective optimization, Cross-entropy method, ∈-constraint method, SQP methods