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PAINT–SiCon: constructing consistent parametric representations of Pareto sets in nonconvex multiobjective optimization

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  • Markus Hartikainen
  • Alberto Lovison

Abstract

We introduce a novel approximation method for multiobjective optimization problems called PAINT–SiCon. The method can construct consistent parametric representations of Pareto sets, especially for nonconvex problems, by interpolating between nondominated solutions of a given sampling both in the decision and objective space. The proposed method is especially advantageous in computationally expensive cases, since the parametric representation of the Pareto set can be used as an inexpensive surrogate for the original problem during the decision making process. Copyright Springer Science+Business Media New York 2015

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  • Markus Hartikainen & Alberto Lovison, 2015. "PAINT–SiCon: constructing consistent parametric representations of Pareto sets in nonconvex multiobjective optimization," Journal of Global Optimization, Springer, vol. 62(2), pages 243-261, June.
    • Handle: RePEc:spr:jglopt:v:62:y:2015:i:2:p:243-261
    DOI: 10.1007/s10898-014-0232-9
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    References listed on IDEAS

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    1. Alberto Lovison, 2013. "Global search perspectives for multiobjective optimization," Journal of Global Optimization, Springer, vol. 57(2), pages 385-398, October.
    2. Markus Hartikainen & Kaisa Miettinen & Margaret M. Wiecek, 2011. "Decision Making on Pareto Front Approximations with Inherent Nondominance," Lecture Notes in Economics and Mathematical Systems, in: Yong Shi & Shouyang Wang & Gang Kou & Jyrki Wallenius (ed.), New State of MCDM in the 21st Century, chapter 0, pages 35-45, Springer.
    3. Markus Hartikainen & Kaisa Miettinen & Margaret Wiecek, 2012. "PAINT: Pareto front interpolation for nonlinear multiobjective optimization," Computational Optimization and Applications, Springer, vol. 52(3), pages 845-867, July.
    4. S. Ruzika & M. M. Wiecek, 2005. "Approximation Methods in Multiobjective Programming," Journal of Optimization Theory and Applications, Springer, vol. 126(3), pages 473-501, September.
    5. C. Hillermeier, 2001. "Generalized Homotopy Approach to Multiobjective Optimization," Journal of Optimization Theory and Applications, Springer, vol. 110(3), pages 557-583, September.
    6. Markus Hartikainen & Kaisa Miettinen & Margaret Wiecek, 2011. "Constructing a Pareto front approximation for decision making," Mathematical Methods of Operations Research, Springer;Gesellschaft für Operations Research (GOR);Nederlands Genootschap voor Besliskunde (NGB), vol. 73(2), pages 209-234, April.
    7. Kathrin Klamroth & Kaisa Miettinen, 2008. "Integrating Approximation and Interactive Decision Making in Multicriteria Optimization," Operations Research, INFORMS, vol. 56(1), pages 222-234, February.
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    Cited by:

    1. Bennet Gebken & Sebastian Peitz, 2021. "Inverse multiobjective optimization: Inferring decision criteria from data," Journal of Global Optimization, Springer, vol. 80(1), pages 3-29, May.
    2. Alberto Lovison & Kaisa Miettinen, 2021. "On the Extension of the DIRECT Algorithm to Multiple Objectives," Journal of Global Optimization, Springer, vol. 79(2), pages 387-412, February.

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