multi-objective optimization

On generalized-convex constrained multi-objective optimization

  • Christian Günther
  • Christiane Tammer
    • Categories Constrained Nonlinear Optimization, Generalized Convexity/Monoticity, Multi-Criteria Optimization Tags , , , , ,

    In this paper, we consider multi-objective optimization problems involving not necessarily convex constraints and componentwise generalized-convex (e.g., semi-strictly quasi-convex, quasi-convex, or explicitly quasi-convex) vector-valued objective functions that are acting between a real linear topological pre-image space and a finite dimensional image space. For these multi-objective optimization problems, we show that the set of (strictly, weakly) … Read more

    On cone based decompositions of proper Pareto optimality

  • Marlon Braun
  • Hartmut Schmeck
  • Pradyumn Kumar Shukla
    • Categories Global Optimization, Multi-Criteria Optimization Tags , , ,

    In recent years, the research focus in multi-objective optimization has shifted from approximating the Pareto optimal front in its entirety to identifying solutions that are well-balanced among their objectives. Proper Pareto optimality is an established concept for eliminating Pareto optimal solutions that exhibit unbounded tradeo ffs. Imposing a strict tradeo ff bound allows specifying how many units … Read more

    A Fair, Sequential Multiple Objective Optimization Algorithm

  • Can Kizilkale
    • Categories Applications - Science and Engineering, Convex and Nonsmooth Optimization, Game Theory Tags , ,

    In multi-objective optimization the objective is to reach a point which is Pareto ecient. However we usually encounter many such points and choosing a point amongst them possesses another problem. In many applications we are required to choose a point having a good spread over all objective functions which is a direct consequence of the … Read more

    Multi-objective GRASP with path-relinking

  • Vicente Campos
  • Abraham Duarte
  • Mauricio G.C. Resende
  • Rafael Martí
    • Categories Meta Heuristics, Multi-Criteria Optimization Tags , , ,

    In this paper we propose an adaptation of the GRASP metaheuristic to solve multi-objective combinatorial optimization problems. In particular we describe several alternatives to specialize the construction and improvement components of GRASP when two or more objectives are considered. GRASP has been successfully coupled with path-relinking for single-objective optimization. In this paper, we propose different … Read more

    Robust and Stochastically Weighted Multi-Objective Optimization Models and Reformulations

  • Jian Hu
  • Sanjay Mehrotra
    • Categories Multi-Criteria Optimization, Robust Optimization, Stochastic Programming Tags , , ,

    In this paper we introduce robust and stochastically weighted sum approaches to deterministic and stochastic multi-objective optimization. The robust weighted sum approach minimizes the worst case weighted sum of objectives over a given weight region. We study the reformulations of the robust weighted sum problem under different definitions of deterministic weight regions. We next introduce … Read more