Artikel
An approximation algorithm for multi-objective optimization problems using a box-coverage
For a continuous multi-objective optimization problem, it is usually not a practical approach to compute all its nondominated points because there are infinitely many of them. For this reason, a typical approach is to compute an approximation of the nondominated set. A common technique for this approach is to generate a polyhedron which contains the nondominated set. However, often these approximations are used for further evaluations. For those applications a polyhedron is a structure that is not easy to handle. In this paper, we introduce an approximation with a simpler structure respecting the natural ordering. In particular, we compute a box-coverage of the nondominated set. To do so, we use an approach that, in general, allows us to update not only one but several boxes whenever a new nondominated point is found. The algorithm is guaranteed to stop with a finite number of boxes, each being sufficiently thin.
- Language
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Englisch
- Bibliographic citation
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Journal: Journal of Global Optimization ; ISSN: 1573-2916 ; Volume: 83 ; Year: 2021 ; Issue: 2 ; Pages: 329-357 ; New York, NY: Springer US
- Classification
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Mathematik
Single Equation Models: Single Variables: Instrumental Variables (IV) Estimation
Single Equation Models; Single Variables: Other
Econometric Modeling: Other
- Subject
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Multi-objective optimization
Approximation algorithm
Nondominated set
Enclosure
Box-coverage
- Event
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Geistige Schöpfung
- (who)
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Eichfelder, Gabriele
Warnow, Leo
- Event
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Veröffentlichung
- (who)
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Springer US
- (where)
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New York, NY
- (when)
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2021
- DOI
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doi:10.1007/s10898-021-01109-9
- Last update
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10.03.2025, 11:43 AM CET
Data provider
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Object type
- Artikel
Associated
- Eichfelder, Gabriele
- Warnow, Leo
- Springer US
Time of origin
- 2021
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