Computers & Chemical Engineering, Vol.85, 36-39, 2016
Multi-objective optimization with convex quadratic cost functions: A multi-parametric programming approach
In this note we present an approximate algorithm for the explicit calculation of the Pareto front for multi-objective optimization problems featuring convex quadratic cost functions and linear constraints based on multi-parametric programming and employing a set of suitable overestimators with tunable suboptimality. A numerical example as well as a small computational study highlight the features of the novel algorithm. (C) 2015 Elsevier Ltd. All rights reserved.
Keywords:Multi-objective optimization;Multi-parametric programming;Explicit Pareto front calculation