Constructing a Pareto front approximation for decision making

Markus Hartikainen (), Kaisa Miettinen () and Margaret Wiecek ()

Mathematical Methods of Operations Research, 2011, vol. 73, issue 2, 209-234

Abstract: An approach to constructing a Pareto front approximation to computationally expensive multiobjective optimization problems is developed. The approximation is constructed as a sub-complex of a Delaunay triangulation of a finite set of Pareto optimal outcomes to the problem. The approach is based on the concept of inherent nondominance. Rules for checking the inherent nondominance of complexes are developed and applying the rules is demonstrated with examples. The quality of the approximation is quantified with error estimates. Due to its properties, the Pareto front approximation works as a surrogate to the original problem for decision making with interactive methods. Copyright Springer-Verlag 2011

Keywords: Multiobjective optimization; Multiple criteria decision making; Pareto optimality; Interactive decision making; Interpolation; Delaunay triangulation (search for similar items in EconPapers)
Date: 2011
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Citations: View citations in EconPapers (7)

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DOI: 10.1007/s00186-010-0343-0

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