A Tunneling Method for Nonlinear Multi-objective Optimization Problems

Abstract: In this paper, a tunneling method is developed for nonlinear multi-objective optimization problems. The proposed method is free from any kind of priori chosen parameter or ordering information of objective functions. Using this method, global Pareto front can be generated for non-convex problems with more than one local front. An algorithm is developed using some ideas of single objective tunneling method. Convergence of this algorithm is justified under some mild assumptions. In addition to this, some numerical examples are included to justify the theoretical results.