Abstract
This paper uses an augmented Lagrangian method based on an inexact exponential penalty function to solve constrained multiobjective optimization problems. Two algorithms have been proposed in this study. The first algorithm uses a projected gradient, while the second uses the steepest descent method. By these algorithms, we have been able to generate a set of nondominated points that approximate the Pareto optimal solutions of the initial problem. Some proofs of theoretical convergence are also proposed for two different criteria for the set of generated stationary Pareto points. In addition, we compared our method with the NSGA-II and augmented the Lagrangian cone method on some test problems from the literature. A numerical analysis of the obtained solutions indicates that our method is competitive with regard to the test problems used for the comparison.
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