Solving Real-Life Multi-Objective Optimisation Problems: A Mathematical Approach

Askar, S.^{1, a}; Tiwari, A.^{1, b}; Mehnen, J.^{1, c}; Ramsden, J.^{2, d}

1)

Decision Engineering Centre, University Cranfield, Cranfield, United Kingdom

2)

Microsystems and Nanotechnology Centre, School of Applied Science, Cranfield University, Cranfield MK43 0AL, UK

a) s.askar@cranfield.ac.uk; b) a.tiwari@cranfield.ac.uk; c) j.mehnen@cranfield.ac.uk; d) j.ramsden@cranfield.ac.uk

Kurzfassung

This paper presents a mathematical approach based on Karush-Kuhn-Tucker theorem for solving multi-objective optimisation problems. This method is used to formulate the exact equation of two-objective Pareto front problems which are continuous, differentiable, and convex. The approach was tested using a benchmark problem and a mechanical engineering problem. Due to its analytical character the suggested technique yields – in contrast to the typical numerical approaches – precise descriptions of the Pareto front.

Schlüsselwörter

Karush-Kuhn-Tucker, Pareto front, optimisation

Veröffentlichung

In: CMC conference, 2008, Cranfield