A multi-objective tabu search algorithm for constrained optimisation problems

Real-world engineering optimisation problems are typically multi-objective and highly constrained, and constraints may be both costly to evaluate and binary in nature. In addition, objective functions may be computationally expensive and, in the commercial design cycle, there is a premium placed on rapid initial progress in the optimisation run. In these circumstances, evolutionary algorithms may not be the best choice; we have developed a multi-objective Tabu Search algorithm, designed to perform well under these conditions. Here we present the algorithm along with the constraint handling approach, and test it on a number of benchmark constrained test problems. In addition, we perform a parametric study on a variety of unconstrained test problems in order to determine the optimal parameter settings. Our algorithm performs well compared to a leading multi-objective Genetic Algorithm, and we find that its performance is robust to parameter settings.