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Efficient computation of the search region in multi-objective optimization

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  • Dächert, Kerstin
  • Klamroth, Kathrin
  • Lacour, Renaud
  • Vanderpooten, Daniel

Abstract

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.

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  • Dächert, Kerstin & Klamroth, Kathrin & Lacour, Renaud & Vanderpooten, Daniel, 2017. "Efficient computation of the search region in multi-objective optimization," European Journal of Operational Research, Elsevier, vol. 260(3), pages 841-855.
  • Handle: RePEc:eee:ejores:v:260:y:2017:i:3:p:841-855
    DOI: 10.1016/j.ejor.2016.05.029
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    Cited by:

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    2. Kerstin Dächert & Tino Fleuren & Kathrin Klamroth, 2024. "A simple, efficient and versatile objective space algorithm for multiobjective integer programming," Mathematical Methods of Operations Research, Springer;Gesellschaft für Operations Research (GOR);Nederlands Genootschap voor Besliskunde (NGB), vol. 100(1), pages 351-384, August.
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    7. Capitanescu, F. & Marvuglia, A. & Benetto, E. & Ahmadi, A. & Tiruta-Barna, L., 2017. "Linear programming-based directed local search for expensive multi-objective optimization problems: Application to drinking water production plants," European Journal of Operational Research, Elsevier, vol. 262(1), pages 322-334.
    8. Audet, Charles & Bigeon, Jean & Cartier, Dominique & Le Digabel, Sébastien & Salomon, Ludovic, 2021. "Performance indicators in multiobjective optimization," European Journal of Operational Research, Elsevier, vol. 292(2), pages 397-422.
    9. De Santis, Marianna & Grani, Giorgio & Palagi, Laura, 2020. "Branching with hyperplanes in the criterion space: The frontier partitioner algorithm for biobjective integer programming," European Journal of Operational Research, Elsevier, vol. 283(1), pages 57-69.
    10. Eichfelder, Gabriele & Warnow, Leo, 2023. "Advancements in the computation of enclosures for multi-objective optimization problems," European Journal of Operational Research, Elsevier, vol. 310(1), pages 315-327.
    11. Sunney Fotedar & Ann-Brith Strömberg & Torgny Almgren & Stefan Cedergren, 2023. "A criterion space decomposition approach to generalized tri-objective tactical resource allocation," Computational Management Science, Springer, vol. 20(1), pages 1-28, December.
    12. Karakaya, G. & Köksalan, M., 2023. "Finding preferred solutions under weighted Tchebycheff preference functions for multi-objective integer programs," European Journal of Operational Research, Elsevier, vol. 308(1), pages 215-228.
    13. Kerstin Dächert & Ria Grindel & Elisabeth Leoff & Jonas Mahnkopp & Florian Schirra & Jörg Wenzel, 2022. "Multicriteria asset allocation in practice," OR Spectrum: Quantitative Approaches in Management, Springer;Gesellschaft für Operations Research e.V., vol. 44(2), pages 349-373, June.
    14. Gabriele Eichfelder & Oliver Stein & Leo Warnow, 2024. "A Solver for Multiobjective Mixed-Integer Convex and Nonconvex Optimization," Journal of Optimization Theory and Applications, Springer, vol. 203(2), pages 1736-1766, November.
    15. Ozgu Turgut & Evrim Dalkiran & Alper E. Murat, 2019. "An exact parallel objective space decomposition algorithm for solving multi-objective integer programming problems," Journal of Global Optimization, Springer, vol. 75(1), pages 35-62, September.
    16. Kaifeng Yang & Michael Emmerich & André Deutz & Thomas Bäck, 2019. "Efficient computation of expected hypervolume improvement using box decomposition algorithms," Journal of Global Optimization, Springer, vol. 75(1), pages 3-34, September.
    17. Özarık, Sami Serkan & Lokman, Banu & Köksalan, Murat, 2020. "Distribution based representative sets for multi-objective integer programs," European Journal of Operational Research, Elsevier, vol. 284(2), pages 632-643.
    18. Kerstin Dachert & Ria Grindel & Elisabeth Leoff & Jonas Mahnkopp & Florian Schirra & Jorg Wenzel, 2021. "Multicriteria asset allocation in practice," Papers 2103.10958, arXiv.org.
    19. Kerstin Dächert & Sauleh Siddiqui & Javier Saez-Gallego & Steven A. Gabriel & Juan Miguel Morales, 2019. "A Bicriteria Perspective on L-Penalty Approaches – a Corrigendum to Siddiqui and Gabriel’s L-Penalty Approach for Solving MPECs," Networks and Spatial Economics, Springer, vol. 19(4), pages 1199-1214, December.
    20. Boland, Natashia & Charkhgard, Hadi & Savelsbergh, Martin, 2019. "Preprocessing and cut generation techniques for multi-objective binary programming," European Journal of Operational Research, Elsevier, vol. 274(3), pages 858-875.
    21. Moritz Link & Stefan Volkwein, 2023. "Adaptive piecewise linear relaxations for enclosure computations for nonconvex multiobjective mixed-integer quadratically constrained programs," Journal of Global Optimization, Springer, vol. 87(1), pages 97-132, September.
    22. Doğan, Ilgın & Lokman, Banu & Köksalan, Murat, 2022. "Representing the nondominated set in multi-objective mixed-integer programs," European Journal of Operational Research, Elsevier, vol. 296(3), pages 804-818.
    23. Holzmann, Tim & Smith, J.C., 2018. "Solving discrete multi-objective optimization problems using modified augmented weighted Tchebychev scalarizations," European Journal of Operational Research, Elsevier, vol. 271(2), pages 436-449.

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