Solving Multi-Objective Optimization Problems through Unified Approach

Abstract

Abstract. In this paper, unified approach for solving multi-objective optimization problem is introduced. The approach is based on the Reference Direction (RD) method introduced by Narula et al. [14], and the Attainable Reference Point (ARP) method introduced by Wang et al. [19]. This approach improves the performance of the ARP method by using the initial weak efficient solution of the RD method that is to improve the weights in the Lexicographic weighted Techebycheff program. The weights in the unified approach are constructed through the ARP and the weak efficient solution. A numerical example is given in the sake of the paper to clarify the obtained results.