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Multi-objective optimization via visualization

Author

Listed:
  • Nicolas Wesner

    (Mazars Actuariat)

Abstract

This paper presents a very simple and intuitive multi-objective optimization method that makes use of interactive visualization techniques. Multiple views of the potential solutions on scatterplots allow the user to directly search acceptable solutions in biobjective spaces whereas a Venn diagram displays information about the relative scarcity of potential acceptable solutions under distinct criteria. No heuristic search algorithm is used but as an option novelty and diversity in the search space can be created at the user demand. An application to a multi-criteria strategic asset allocation optimization problem is presented.

Suggested Citation

  • Nicolas Wesner, 2017. "Multi-objective optimization via visualization," Economics Bulletin, AccessEcon, vol. 37(2), pages 1226-1233.
    • Handle: RePEc:ebl:ecbull:eb-17-00161
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    File URL: http://www.accessecon.com/Pubs/EB/2017/Volume37/EB-17-V37-I2-P110.pdf
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    More about this item

    Keywords

    Multi-objective optimization; interactive visualization; strategic asset allocation;
    All these keywords.

    JEL classification:

    • C6 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling
    • C8 - Mathematical and Quantitative Methods - - Data Collection and Data Estimation Methodology; Computer Programs

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