Abstract
A method for comparing two approximations to the multidimensional Pareto frontier in nonconvex nonlinear multicriteria optimization problems, namely, the inclusion functions method is described. A feature of the method is that Pareto frontier approximations are compared by computing and comparing inclusion functions that show which fraction of points of one Pareto frontier approximation is contained in the neighborhood of the Edgeworth-Pareto hull approximation for the other Pareto frontier.
Similar content being viewed by others
References
P. S. Krasnoshchekov, V. V. Morozov, and V. V. Fedorov, “Decomposition in design problems,” Izv. Akad. Nauk, Ser. Tekh. Kibern., No. 2, 7–17 (1979).
Yu. G. Evtushenko and M. A. Potapov, “Methods of numerical solutions of multicriterion problems,” Sov. Math. Dokl. 34, 420–423 (1987).
R. Shtoier, Multiple Criteria Optimization: Theory, Computations, and Applications (Wiley, New York, 1986; Radio i Svyaz’, Moscow, 1992).
O. I. Larichev, Objective Models and Subjective Decisions (Nauka, Moscow, 1987) [in Russian].
K. M. Miettinen, Nonlinear multiobjective optimization (Kluwer, Boston, 1999).
A. V. Lotov and I. I. Pospelova, Lectures on the Theory and Methods of Multicriteria Optimization (Mosk. Gos. Univ., Moscow, 2006) [in Russian].
O. Larichev, “Cognitive validity in design of decision-aiding techniques,” J. Multi-Criteria Decision Anal. 1(3), 127–138 (1992).
K. Deb, Multi-Objective Optimization Using Evolutionary Algorithms (Wiley, Chichester, UK, 2001).
K. Deb, “Introduction to evolutionary multiobjective optimization,” Multiobjective Optimization: Interactive and Evolutionary Approaches, Ed. by J. Branke, K. Deb, K. Miettinen, and R. Slowinski, Lect. Notes in Computer Sci., Vol. 5252 (Springer, Berlin, 2008), pp. 59–96.
C. A. C. Coello, D. A. Van Veldhuizen, and G. B. Lamont, Evolutionary Algorithms for Solving Multi-Objective Optimization Problems (Kluwer, Boston, 2002).
B. Roy, “Decisions avec criteres multiples,” Metra Int. 11(1), 121–151 (1972).
Y. Sawaragi, H. Nakayama, and T. Tanino, Theory of Multiobjective Optimization (Academic, Orlando, 1985).
A. V. Lotov, V. A. Bushenkov, G. K. Kamenev, and O. L. Chernykh, Computer and Search for Balanced Tradeoff: The Feasible Goals Method (Nauka, Moscow, 1997) [in Russian].
A. V. Lotov, V. A. Bushenkov, and G. K. Kamenev, Interactive Decision Maps: Approximation and Visualization of Pareto FrontiER(Kluwer, Boston, 2004).
A. Lotov, V. Berezkin, G. Kamenev, and K. Miettinen, “Optimal control of cooling process in continuous casting of steel using a visualization-based multi-criteria approach,” Appl. Math. Model. 29(7), 653–672 (2005).
A. Castelletti, A. Lotov, and R. Soncini-Sessa, “Visualization-based multi-criteria improvement of environ-mental decision-making using linearization of response surfaces,” Environ. Model Software 25, 1552–1564 (2010).
A. V. Lotov, A. S. Bratus, and N. S. Gorbun, “Pareto frontier visualization in multi-criteria search for efficient therapy strategies: HIV infection example,” Russ. J. Numer. Anal. Math. Model. 27(5), 441–458 (2012).
E. Zitzler, J. Knowles, and L. Thiele, “Quality assessment of Pareto set approximations,” Ed. by J. Branke, K. Deb, K. Miettinen, and R. Slowinski, Lect. Notes in Computer Sci., Vol. 5252 (Springer, Berlin, 2008), pp. 373–404.
E. Zitzler, L. Thiele, M. Laumanns, C. M. Fonseca, and V. Grunert da Fonseca, “Performance assessment of multiobjective optimizers: An analysis and review,” IEEE Trans. Evolution. Comput. 7(2), 117–132 (2003).
V. I. Podinovskii and V. D. Noghin, Pareto Optimal Solutions of Multicriteria Problems (Nauka, Moscow, 1982) [in Russian].
G. K. Kamenev and D. L. Kondrat’ev, “One research technique for nonclosed nonlinear models,” Mat. Model., No. 3, 105–118 (1992).
A. V. Lotov, A. I. Ryabikov, and A. L. Buber, “Pareto frontier visualization in the formulatiom of rules for controlling hydroelectric power plants,” Iskusstvennyi Intellekt Prinyatie Reshenii, No. 1, 70–83 (2013).
V. E. Berezkin, G. K. Kamenev, and A. V. Lotov, “Hybrid adaptive methods for approximating a nonconvex multidimensional Pareto frontier,” Comput. Math. Math. Phys. 46(11), 1918–1931 (2006).
A. I. Ryabikov, “Ersatz function method for minimizing a finite-valued function on a compact set,” Comput. Math. Math. Phys. 54(2), 206–218 (2014).
Yu. G. Evtushenko, Methods for Solving Extremal Problems and Their Application in Optimization Systems (Nauka, Moscow, 1982) [in Russian].
G. K. Kamenev, A. V. Lotov, and T. S. Mayskaya, “Iterative method for constructing coverings of the multidimensional unit sphere,” Comput. Math. Math. Phys. 53(2), 131–143 (2013).
Author information
Authors and Affiliations
Corresponding author
Additional information
Original Russian Text © V.E. Berezkin, A.V. Lotov, 2014, published in Zhurnal Vychislitel’noi Matematiki i Matematicheskoi Fiziki, 2014, Vol. 54, No. 9, pp. 1455–1464.
Rights and permissions
About this article
Cite this article
Berezkin, V.E., Lotov, A.V. Comparison of two Pareto frontier approximations. Comput. Math. and Math. Phys. 54, 1402–1410 (2014). https://doi.org/10.1134/S0965542514090048
Received:
Accepted:
Published:
Issue Date:
DOI: https://doi.org/10.1134/S0965542514090048