Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
755691 | Communications in Nonlinear Science and Numerical Simulation | 2015 | 10 Pages |
•An algorithm for multidimensional bi-objective Lipschitz optimization is proposed.•The algorithm is based on branch-and-bound approach and trisection of hyper-rectangles.•The bounding fronts are based on Lipschitz conditions for objective functions.•Numerical examples are included.
A bi-objective optimization problem with Lipschitz objective functions is considered. An algorithm is developed adapting a univariate one-step optimal algorithm to multidimensional problems. The univariate algorithm considered is a worst-case optimal algorithm for Lipschitz functions. The multidimensional algorithm is based on the branch-and-bound approach and trisection of hyper-rectangles which cover the feasible region. The univariate algorithm is used to compute the Lipschitz bounds for the Pareto front. Some numerical examples are included.