Artikel
Proximity measures based on KKT points for constrained multi-objective optimization
An important aspect of optimization algorithms, for instance evolutionary algorithms, are termination criteria that measure the proximity of the found solution to the optimal solution set. A frequently used approach is the numerical verification of necessary optimality conditions such as the Karush–Kuhn–Tucker (KKT) conditions. In this paper, we present a proximity measure which characterizes the violation of the KKT conditions. It can be computed easily and is continuous in every efficient solution. Hence, it can be used as an indicator for the proximity of a certain point to the set of efficient (Edgeworth-Pareto-minimal) solutions and is well suited for algorithmic use due to its continuity properties. This is especially useful within evolutionary algorithms for candidate selection and termination, which we also illustrate numerically for some test problems.
- Sprache
-
Englisch
- Erschienen in
-
Journal: Journal of Global Optimization ; ISSN: 1573-2916 ; Volume: 80 ; Year: 2020 ; Issue: 1 ; Pages: 63-86 ; New York, NY: Springer US
- Klassifikation
-
Mathematik
Single Equation Models: Single Variables: Instrumental Variables (IV) Estimation
Single Equation Models; Single Variables: Other
Specific Distributions; Specific Statistics
Econometric Modeling: Other
- Thema
-
Multiobjective optimization
KKT approximation
Proximity measure
- Ereignis
-
Geistige Schöpfung
- (wer)
-
Eichfelder, Gabriele
Warnow, Leo
- Ereignis
-
Veröffentlichung
- (wer)
-
Springer US
- (wo)
-
New York, NY
- (wann)
-
2020
- DOI
-
doi:10.1007/s10898-020-00971-3
- Letzte Aktualisierung
-
10.03.2025, 11:42 MEZ
Datenpartner
Dieses Objekt wird bereitgestellt von:
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ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
Objekttyp
- Artikel
Beteiligte
- Eichfelder, Gabriele
- Warnow, Leo
- Springer US
Entstanden
- 2020
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