Technique for solving multiobjective nonlinear programming using differential equations approach

This paper deals with multiobjective nonlinear programming problems (MONLP). The purpose of this paper is to present an effective approach for solving MONLP, which is very effective in finding many local Pareto-optimal solutions, and the method presented here seems to be very efficient for finding the global efficient solution in the case of a bounded feasible region. We apply the technique of differential equation approach, where the MONLP is transferred to a nonlinear autonomous system of differential equations, and the relation between the critical points of differential system and local Pareto-optimal solutions of the original optimization problem is proved. Finally, the approach presented in this paper is demonstrated with a numerical simple example.