Inexact Exponential Penalty Function with the Augmented Lagrangian for Multiobjective Optimization Algorithms

Algorithm 5

Augmented Lagrangian based on exponential penalty for multiobjective optimization (ALEXPMO2).

  Data: ; ; ; ; ;

     ; such that ; a list of feasible

     nondominated points for the original problem.

1 for do

2  Let the current Augmented Lagrangian using the Exponential Penalty

   Function defined as:

   Set ;

3 for do

4    if

     then

5       Set ;

6       Set ;

7       Set ;

8       if then

9         Set ;

10       end

11    end

12  end

13  Set ;

14  for do

15    Set ;

16    Set ;

17    Set ;

18    Set ;

19  end

20  if then

21    Set ;

22  else

23    Set ;

24  end

25 end