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Trade-off analysis approach for interactive nonlinear multiobjective optimization
Department of Mathematical Information Technology, University of Jyväskylä, Finland.
Department of Mathematical Information Technology, University of Jyväskylä, Finland.
2012 (English)In: OR Spectrum, ISSN 0171-6468, Vol. 34, no 4, 803-816 p.Article in journal (Refereed) Published
Abstract [en]

When solving multiobjective optimization problems, there is typically a decision maker (DM) who is responsible for determining the most preferred Pareto optimal solution based on his preferences. To gain confidence that the decisions to be made are the right ones for the DM, it is important to understand the trade-offs related to different Pareto optimal solutions. We first propose a trade-off analysis approach that can be connected to various multiobjective optimization methods utilizing a certain type of scalarization to produce Pareto optimal solutions. With this approach, the DM can conveniently learn about local trade-offs between the conflicting objectives and judge whether they are acceptable. The approach is based on an idea where the DM is able to make small changes in the components of a selected Pareto optimal objective vector. The resulting vector is treated as a reference point which is then projected to the tangent hyperplane of the Pareto optimal set located at the Pareto optimal solution selected. The obtained approximate Pareto optimal solutions can be used to study trade-off information. The approach is especially useful when trade-off analysis must be carried out without increasing computation workload. We demonstrate the usage of the approach through an academic example problem.

Place, publisher, year, edition, pages
Springer, 2012. Vol. 34, no 4, 803-816 p.
Keyword [en]
Multicriteria optimization, Interactive methods, Trade-off rate, Reference point, Pareto optimality, Decision support
National Category
URN: urn:nbn:se:kth:diva-63817DOI: 10.1007/s00291-011-0266-zISI: 000309134800003ScopusID: 2-s2.0-84866728862OAI: diva2:482939

QC 20120423

Available from: 2012-04-23 Created: 2012-01-24 Last updated: 2013-02-14Bibliographically approved

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