Combining the cross-entropy algorithm and ∈-constraint method for multiobjective optimization

Abdelmajid Ezzine, Abdellah Alla, Nadia Raissi
2021 Moroccan Journal of Pure and Applied Analysis  
This paper aims to propose a new hybrid approach for solving multiobjective optimization problems. This approach is based on a combination of global and local search procedures. The cross-entropy method is used as a stochastic model-based method to solve the multiobjective optimization problem and reach a first elite set of global solutions. In the local search step, an ∈-constraint method converts the multiobjective optimization problem to a series of parameterized single-objective
more » ... problems. Then, sequential quadratic programming (SQP) is used to solve the derived single-objective optimization problems allowing to reinforce and improve the global results. Numerical examples are used to demonstrate the efficiency and effectiveness of the proposed approach.
doi:10.2478/mjpaa-2021-0019 fatcat:sugd3x6ndjfsjm7gq6tjhehapi