Approximation of Multi-Dimensional Edgeworth-Pareto Hull in Non-linear Multi-Objective Problems
The paper is devoted to approximating the multi-dimensional Edgeworth-Pareto Hull, which is a tool for decision support in multi-objective optimization problems. The notion of the Edgeworth-Pareto Hull is introduced. It is demonstrated how the effective hull of a non-convex multi-dimensional set given by a mapping can be approximated by the product (intersection) of a finite number of Edgeworth-Pareto Hulls. Then, a new numerical technique for approximating the non-convex EPH for complicated problems is proposed and its properties are discussed.
This research was supported by the Russian Foundation for Basic Research, project no. 17-29-05108 ofi m.
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