An Optimization Algorithm for Multi-objective Optimization Problem by Using Envelope-dual Method

In this paper, Envelope Dual Method (EDM) is utilized to solve the optimization problem with multi-objective, multi- constraints and multi-variable for the large complex engineering system optimization design. The problem is first converted into a single objective optimization based on the min-max algorithm, then into the quasi-unconstrained optimization problem with only one dual variable and its non-negative constraints based on the envelope dual theory. The conversion process is given and the quasi-analytical expression is obtained for the optimal solution.The proposed algorithm is applied to some illustrative examples to demonstrate its high computational efficiency.