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Efficient computation of the search region in multi-objective optimization

Dächert, Kerstin; Klamroth, Kathrin; Lacour, Renaud; Vanderpooten, Daniel (2017), Efficient computation of the search region in multi-objective optimization, European Journal of Operational Research, 260, 3, p. 841-855. 10.1016/j.ejor.2016.05.029

Type
Article accepté pour publication ou publié
Date
2017
Journal name
European Journal of Operational Research
Volume
260
Number
3
Pages
841-855
Publication identifier
Metadata
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Author(s)
Dächert, Kerstin
autre
Klamroth, Kathrin
autre
Lacour, Renaud
autre
Vanderpooten, Daniel
Laboratoire d'analyse et modélisation de systèmes pour l'aide à la décision [LAMSADE]
Abstract (EN)
Multi-objective optimization procedures usually proceed by iteratively producing new solutions. For this purpose, a key issue is to determine and efficiently update the search region, which corresponds to the part of the objective space where new nondominated points could lie. In this paper we elaborate a specific neighborhood structure among local upper bounds. Thanks to this structure, the update of the search region with respect to a new point can be performed more efficiently compared to existing approaches. Moreover, the neighborhood structure provides new insight into the search region and the location of nondominated points.
Subjects / Keywords
Multi-objective optimization; Nondominated set; Search region; Local upper bounds; Scalarization