Proceedings of the 18th International Academic Conference, London

COMBINED TRUST REGION WITH PARTICLE SWARM FOR MULTI-OBJECTIVE OPTIMISATION

ZEINAB M. H. HENDAWY, M. A. EL-SHORBAGY

Abstract:

A novel approach is presented to solve multi-objective optimisation problems (MOOP).The algorithm combines the Trust Region (TR) algorithm with the Particle Swarm Optimisation (PSO) method.The MOOP is converted to a single objective optimisation problem (SOOP) using weighted method and some of the points in the search space are generated. For each point, the TR algorithm is used to solve the SOOP to obtain a point on the Pareto frontier. All points obtained are used as particle position for PSO to get all the points on the Pareto frontier. The algorithm is tested using several bench mark problems and coded using MATLAB 7.2 which show successful result in finding a Pareto optimal set.

Keywords: Multi-objective Optimisation- Trust Region Method- Particle Swarm Optimisation- Weighted Method

DOI: 10.20472/IAC.2015.018.046

PDF: Download