skip to main content
article

Computation of robust Pareto points

Published: 01 August 2009 Publication History

Abstract

In a multiobjective optimisation problem the aim is to minimise k objective functions simultaneously. The solution of this problem is given by the set of optimal compromises – the so-called Pareto set which locally typically forms a (k − 1)-dimensional manifold. In this work we consider Multiobjective Optimisation Problems (MOPs) which are parameter-dependent. Our aim is to identify 'robust' Pareto points. These are points which hardly vary under the variation of the system parameter. For this we employ path following techniques in order to identify curves consisting of those specific points.

References

[1]
Allgower, E.L. and Georg, K. (1990) Numerical Continuation Methods, Springer, New York, NY, USA.
[2]
Coello, C.C., Lamont, G.B. and Van Veldhuizen, D.A. (2002) Evolutionary Algorithms for Solving Multi-objective Optimization Problems, 2nd ed., 2007, Kluwer Academic Publishers, Berlin, Germany.
[3]
Das, I. and Dennis, J. (1998) 'Normal boundary intersection: a new method for generating the Pareto surface in nonlinear multicriteria optimization roblems', SIAM J. Optim., Vol. 8, pp. 631-657.
[4]
Deb, K. (2001) Multi-Objective Optimization using Evolutionary Algorithms, Wiley, Chichester, England.
[5]
Dellnitz, M., Schütze, O. and Hestermeyer, T. (2005) 'Covering pareto sets by multilevel subdivision techniques', Journal of Optimization Theory and Application, Vol. 124, No. 1, pp. 113-136.
[6]
Deuflhard, P. and Hohmann, A. (2003) Numerical Analysis in Modern Scientific Computing, Springer, New York, NY, USA.
[7]
Doedel, E., Champneys, A.R., Paffenroth, R.C., Fairgrieve, T.F., Kuznetsov, Y.A., Oldeman, B.E., Sandstede, B. and Wang, X-J. (2000) AUTO2000: Continuation and Bifurcation Software for Ordinary Differential Equations (with HomCont), Tech. Rep., California Institute of Technology, Pasadene, California USA.
[8]
Ehrgott, M. (2000) Multicriteria Optimization, Vol. 491 of Lecture Notes in Economics and Mathematical Systems, Springer-Verlag, Berlin, Germany.
[9]
Fonseca, C.M., Fleming, P., Zitzler, E., Deb, K. and Thiele, L. (2003) Evolutionary Multi-Criterion Optimization. Second International Conference, EMO 2003, Lecture Notes in Computer Science, Springer, Berlin, Germany.
[10]
Hillermeier, C. (2001) Nonlinear Multiobjective Optimization - A Generalized Homotopy Approach, Birkhäuser, Basel, Boston, Berlin.
[11]
Kuhn, H. and Tucker, A. (1951) 'Nonlinear programming', in Neumann, J. (Ed.): Proc. Berkeley Symp. Math. Statist. Probability, California, USA, pp. 481-492.
[12]
Luenberger, D.G. (1984) Linear and Nonlinear Programming, Addison Wesley Publishing Company, 2nd ed., Reading, Massachusetts, USA.
[13]
Miettinen, K. (1999) Nonlinear Multiobjective Optimization, Kluwer Academic Publishers, Boston, USA.
[14]
Schäffler, S., Schultz, R. and Weinzierl, K. (2002) 'A stochastic method for the solution of unconstrained vector optimization problems', J. Opt. Th. Appl., Vol. 114, No. 1, pp. 209-222.
[15]
Schütze, O. (2003) 'A new data structure for the nondominance problem in multi-objective optimization', in Fonseca, C.M., Fleming, P.J., Zitzler, E., Deb, K. and Thiele, L. (Eds.): Evolutionary Multi-Criterion Optimization (EMO 03), Vol. 2, of Springer, Berlin, Germany, pp. 509-518.
[16]
Schütze, O., Mostaghim, S., Dellnitz, M. and Teich, J. (2003) 'Covering pareto sets by multilevel evolutionary subdivision techniques', in Fonseca, C.M., Fleming, P.J., Zitzler, E., Deb, K. and Thiele, L. (Eds.): Evolutionary Multi-Criterion Optimization, Lecture Notes in Computer Science, pp. 118-132.
[17]
Witting, K., Schulz, B., Dellnitz, M., Böcker, J. and Fröhleke, N. (2008) 'A new approach for online multiobjective optimization of mechatronical systems', International Journal on Software Tools for Technology Transfer STTT, Springer, Berlin, Heidelberg, Germany, Vol. 10, No. 3, pp. 223-231.
[18]
Zitzler, E., Laumanns, M. and Thiele, L. (2002) 'SPEA2: improving the strength Pareto evolutionary algorithm', Evolutionary Methods for Design, Optimisation and Control with Applications to Industrial Problems, pp. 95-100.

Cited By

View all

Recommendations

Comments

Information & Contributors

Information

Published In

cover image International Journal of Computing Science and Mathematics
International Journal of Computing Science and Mathematics  Volume 2, Issue 3
August 2009
89 pages
ISSN:1752-5055
EISSN:1752-5063
Issue’s Table of Contents

Publisher

Inderscience Publishers

Geneva 15, Switzerland

Publication History

Published: 01 August 2009

Author Tags

  1. Pareto optimisation
  2. decision making
  3. multiobjective optimisation
  4. path following methods
  5. robust Pareto points

Qualifiers

  • Article

Contributors

Other Metrics

Bibliometrics & Citations

Bibliometrics

Article Metrics

  • Downloads (Last 12 months)0
  • Downloads (Last 6 weeks)0
Reflects downloads up to 28 Jan 2025

Other Metrics

Citations

Cited By

View all

View Options

View options

Figures

Tables

Media

Share

Share

Share this Publication link

Share on social media