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| [[File:Pareto Efficient Frontier for the Markowitz Portfolio selection problem..png|thumb|right|200px|Plot of objectives when maximizing return and minimizing risk in [[Portfolio (finance)|financial portfolios]] (Pareto optimal points in red)]]
| | The writer's title is Andera and she believes it sounds quite great. He is an information officer. For a while I've been in Alaska but I will have to move in a year or two. Doing ballet is some thing she would by no means give up.<br><br>My blog post; [http://modenpeople.co.kr/modn/qna/292291 psychic readers] |
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| '''Multi-objective optimization''' (also known as '''multi-objective programming''', '''vector optimization''', '''multicriteria optimization''', '''multiattribute optimization''' or '''Pareto optimization''') is an area of [[MCDM|multiple criteria decision making]], that is concerned with [[Mathematical optimization|mathematical optimization problems]] involving more than one objective function to be optimized simultaneously. Multi-objective optimization has been applied in many fields of science, including engineering, economics and logistics (see the section on applications for detailed examples) where optimal decisions need to be taken in the presence of [[trade-off]]s between two or more conflicting objectives. Minimizing weight while maximizing the strength of a particular component, and maximizing performance whilst minimizing fuel consumption and emission of pollutants of a vehicle are examples of multi-objective optimization problems involving two and three objectives, respectively. In practical problems, there can be more than three objectives.
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| For a nontrivial multi-objective optimization problem, there does not exist a single solution that simultaneously optimizes each objective. In that case, the objective functions are said to be conflicting, and there exists a (possibly infinite number of) Pareto optimal solutions. A solution is called nondominated, [[Pareto optimal]], [[Pareto efficient]] or noninferior, if none of the objective functions can be improved in value without degrading some of the other objective values. Without additional [[Subjectivity|subjective]] preference information, all Pareto optimal solutions are considered equally good (as vectors cannot be ordered completely). Researchers study multi-objective optimization problems from different viewpoints and, thus, there exist different solution philosophies and goals when setting and solving them. The goal may be to find a representative set of Pareto optimal solutions, and/or quantify the trade-offs in satisfying the different objectives, and/or finding a single solution that satisfies the subjective preferences of a human decision maker (DM).
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| == Introduction ==
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| A multi-objective optimization problem is an [[optimization problem]] that involves multiple objective functions.<ref name="Miettinen1999"/><ref name="HwangMasud1979"/> In mathematical terms, a multi-objective optimization problem can be formulated as
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| : <math>
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| \begin{align}
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| \min &\left(f_1(x), f_2(x),\ldots, f_k(x) \right) \\
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| \text{s.t. } &x\in X,
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| \end{align}
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| </math>
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| where the integer <math>k\geq 2</math> is the number of objectives and the set <math>X</math> is the feasible set of decision vectors. The feasible set is typically defined by some constraint functions. In addition, the vector-valued objective function is often defined as
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| :<math>f:X\to\mathbb R^k, \ f(x)= (f_1(x),\ldots,f_k(x))^T</math>. If some objective function is to be maximized, it is equivalent to minimize its negative. The image of <math>X</math> is denoted by <math>Y \in \mathbb R^k</math>
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| An element <math>x^*\in X</math> is called a '''feasible solution''' or a '''feasible decision'''. A vector <math>z^* := f(x^*)\in \mathbb R^k</math> for a feasible solution <math>x^*</math> is called an '''objective vector''' or an '''outcome'''. In multi-objective optimization, there does not typically exist a feasible solution that minimizes all objective functions simultaneously. Therefore, attention is paid to '''Pareto optimal solutions'''; that is, solutions that cannot be improved in any of the objectives without degrading at least one of the other objectives. In mathematical terms, a feasible solution <math>x^1\in X</math> is said to '''(Pareto) dominate''' another solution <math>x^2\in X</math>, if
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| #<math>f_i(x^1)\leq f_i(x^2)</math> for all indices <math>i \in \left\{ {1,2,\dots,k } \right\}</math> and
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| #<math>f_j(x^1) < f_j(x^2)</math> for at least one index <math>j \in \left\{ {1,2,\dots,k } \right\}</math>.
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| A solution <math>x^1\in X</math> (and the corresponding outcome <math>f(x^*)</math>) is called Pareto optimal, if there does not exist another solution that dominates it. The set of Pareto optimal outcomes is often called the '''[[Pareto front]]''' or Pareto boundary.
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| The Pareto front of a multi-objective optimization problem is bounded by a so-called '''nadir objective vector''' <math> z^{nad} </math> and an '''ideal objective vector''' <math> z^{ideal} </math>, if these are finite. The nadir objective vector is defined as
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| :<math> z^{nad}_i= \sup_{x\in X\text{ is Pareto optimal}} f_i(x) \text{ for all } i=1,\ldots,k </math>
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| and the ideal objective vector as
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| :<math> z^{ideal}_i=\inf_{x\in X}{f_i(x)}\text{ for all } i=1,\ldots,k.</math>
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| In other words, the components of a nadir and an ideal objective vector define upper and lower bounds for the objective function values of Pareto optimal solutions, respectively. In practice, the nadir objective vector can only be approximated as, typically, the whole Pareto optimal set is unknown. In addition, a '''utopian objective vector''' <math>z^{utopian}</math> with
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| :<math> z^{utopian}_i = z^{ideal}_{i}-\epsilon \text{ for all } i=1,\ldots,k,</math>
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| where <math>\epsilon>0</math> is small constant, is often defined because of numerical reasons.
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| == Examples of multi-objective optimization applications ==
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| ===Economics===
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| In [[economics]], many problems involve multiple objectives along with constraints on what combinations of those objectives are attainable. For example, consumer's [[demand]] for various goods is determined by the process of maximization of the [[utility|utilities]] derived from those goods, subject to a constraint based on how much income is available to spend on those goods and on the prices of those goods. This constraint allows more of one good to be purchased only at the sacrifice of consuming less of another good; therefore, the various objectives (more consumption of each good is preferred) are in conflict with each other. A common method for analyzing such a problem is to use a graph of [[indifference curve]]s, representing preferences, and a budget constraint, representing the trade-offs that the consumer is faced with.
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| Another example involves the [[production possibilities frontier]], which specifies what combinations of various types of goods can be produced by a society with certain amounts of various resources. The frontier specifies the trade-offs that the society is faced with — if the society is fully utilizing its resources, more of one good can be produced only at the expense of producing less of another good. A society must then use some process to choose among the possibilities on the frontier.
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| [[Macroeconomics#Macroeconomic policy|Macroeconomic policy]]-making is a context requiring multi-objective optimization. Typically a [[central bank]] must choose a stance for [[monetary policy]] that balances competing objectives — low [[inflation]], low [[unemployment]], low [[balance of trade]] deficit, etc. To do this, the central bank uses a [[economic model|model of the economy]] that quantitatively describes the various causal linkages in the economy; it [[simulation|simulates]] the model repeatedly under various possible stances of monetary policy, in order to obtain a menu of possible predicted outcomes for the various variables of interest. Then in principle it can use an aggregate objective function to rate the alternative sets of predicted outcomes, although in practice central banks use a non-quantitative, judgement-based, process for ranking the alternatives and making the policy choice.
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| ===Finance===
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| In [[finance]], a common problem is to choose a portfolio when there are two conflicting objectives — the desire to have the [[expected value]] of portfolio returns be as high as possible, and the desire to have [[financial risk|risk]], measured by the [[standard deviation]] of portfolio returns, be as low as possible. This problem is often represented by a graph in which the [[efficient frontier]] shows the best combinations of risk and expected return that are available, and in which indifference curves show the investor's preferences for various risk-expected return combinations. The problem of optimizing a function of the expected value (first [[moment (mathematics)|moment]]) and the standard deviation (square root of the second moment) of portfolio return is called a [[two-moment decision model]].
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| ===Optimal control===
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| {{Main|Optimal control|Dynamic programming|Linear-quadratic regulator}}
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| In [[engineering]] and [[economics]], many problems involve multiple objectives which are not describable as the-more-the-better or the-less-the-better; instead, there is an ideal target value for each objective, and the desire is to get as close as possible to the desired value of each objective. For example, one might want to adjust a rocket's fuel usage and orientation so that it arrives both at a specified place and at a specified time; or one might want to conduct [[open market operations]] so that both the [[inflation rate]] and the [[unemployment rate]] are as close as possible to their desired values.
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| Often such problems are subject to linear equality constraints that prevent all objectives from being simultaneously perfectly met, especially when the number of controllable variables is less than the number of objectives and when the presence of random shocks generates uncertainty. Commonly a multi-objective [[quadratic function#Bivariate (two variable) quadratic function|quadratic objective function]] is used, with the cost associated with an objective rising quadratically with the distance of the objective from its ideal value. Since these problems typically involve adjusting the controlled variables at various points in time and/or evaluating the objectives at various points in time, [[intertemporal optimization]] techniques are employed.
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| ===Optimal design===
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| Product and process design can be largely improved using modern modeling, simulation and optimization techniques. The key question in optimal design is the measure of what is good or desirable about a design. Before looking for optimal designs it is important to identify characteristics which contribute the most to the overall value of the design. A good design typically involves multiple criteria/objectives such as capital cost/investment, operating cost, profit, quality and/or recovery of the product, efficiency, process safety, operation time etc. Therefore, in practical applications, the performance of process and product design is often measured with respect to multiple objectives. These objectives typically are conflicting, i.e., achieving the optimal value for one objective requires some compromise on one or more of other objectives.
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| For example, in paper industry when designing a paper mill, one can seek to decrease the amount of capital invested in a paper mill and enhance the quality of paper simultaneously. If the design of a paper mill is defined by large storage volumes and paper quality is defined by quality parameters, then the problem of optimal design of a paper mill can include objectives such as: i) minimization of expected variation of those quality parameter from their nominal values, ii) minimization of expected time of breaks and iii) minimization of investment cost of storage volumes. Here, maximum volume of towers are design variables. This example of optimal design of a paper mill is a simplification of the model used in.<ref name=RoRiPi11>{{Cite doi|10.1016/j.compchemeng.2010.12.012}}</ref>
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| ===Radio resource management===
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| The purpose of [[radio resource management]] is to satisfy the data rates that are requested by the users of a cellular network.<ref name=fnt2013>E. Björnson and E. Jorswieck, [http://kth.diva-portal.org/smash/get/diva2:608533/FULLTEXT01 Optimal Resource Allocation in Coordinated Multi-Cell Systems], Foundations and Trends in Communications and Information Theory, vol. 9, no. 2-3, pp. 113-381, 2013.</ref> The main resources are time intervals, frequency blocks, and transmit powers. Each user has its own objective function that, for example, can represent some combination of the data rate, latency, and energy efficiency. These objectives are conflicting since the frequency resources are very scarce, thus there is a need for tight spatial [[frequency reuse]] which causes immense inter-user interference if not properly controlled. [[Multi-user MIMO]] techniques are nowadays used to reduce the interference by adaptive [[precoding]]. The network operator would like to both bring great coverage and high data rates, thus the operator would like to find a Pareto optimal solution that balance the total network data throughput and the user fairness in an appropriate subjective manner.
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| Radio resource management is often solved by scalarization; that is, selection of a network utility function that tries to balance throughput and user fairness. The choice of utility function has a large impact on the computational complexity of the resulting single-objective optimization problem.<ref name=fnt2013 /> For example, the common utility of weighted sum rate gives an [[NP-hard]] problem with a complexity that scales exponentially with the number of users, while the weighted max-min fairness utility results in a quasi-convex optimization problem with only a polynomial scaling with the number of users.<ref name=luo2008>Z.-Q. Luo and S. Zhang, [http://www.ece.umn.edu/~luozq/assets/pdf/publications_files/Zhang08.pdf Dynamic spectrum management: Complexity and duality], IEEE Journal of Selected Topics in Signal Processing, vol. 2, no. 1, pp. 57–73, 2008.</ref>
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| === Electric Power Systems ===
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| Reconfiguration, by exchanging the functional links between the elements of the system, represents one of the most important measures which can improve the operational performance of a distribution system. The problem of optimization through the reconfiguration of a power distribution system, in terms of its definition, is a historical single objective problem with constraints. Since 1975, when Merlin and Back <ref>Merlin, A.; Back, H. Search for a Minimal-Loss Operating Spanning Tree Configuration in an Urban Power Distribution System. In Proceedings of the 1975 Fifth Power Systems Computer Conference (PSCC), Cambridge, UK, 1–5 September 1975; pp. 1–18.</ref> introduced the idea of distribution system reconfiguration for active power loss reduction, until nowadays, a lot of researchers have proposed diverse methods and algorithms to solve the reconfiguration problem as a single objective problem. Some authors have proposed Pareto optimality based approaches (including active power losses and reliability indices as objectives). For this purpose, different artificial intelligence based methods have been used: microgenetic,<ref>Mendoza, J.E.; Lopez, M.E.; Coello, C.A.; Lopez, E.A. Microgenetic multiobjective reconfiguration algorithm considering power losses and reliability indices for medium voltage distribution network. IET Gener. Transm. Distrib. 2009, 3, 825–840.</ref> branch exchange,<ref>Bernardon, D.P.; Garcia, V.J.; Ferreira, A.S.Q.; Canha, L.N. Multicriteria distribution network reconfiguration considering subtransmission analysis. IEEE Trans. Power Deliv. 2010, 25, 2684–2691.</ref> particle swarm optimization <ref>Amanulla, B.; Chakrabarti, S.; Singh, S.N. Reconfiguration of power distribution systems considering reliability and power loss. IEEE Trans. Power Deliv. 2012, 27, 918–926.</ref> and non-dominated sorting genetic algorithm.<ref>Tomoiagă, B.; Chindriş, M.; Sumper, A.; Sudria-Andreu, A.; Villafafila-Robles, R. [http://www.mdpi.com/1996-1073/6/3/1439/pdf Pareto Optimal Reconfiguration of Power Distribution Systems Using a Genetic Algorithm Based on NSGA-II.] Energies 2013, 6, 1439-1455.</ref>
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| == Solving a multi-objective optimization problem ==
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| As there usually exist multiple Pareto optimal solutions for multi-objective optimization problems, what it means to solve such a problem is not as straightforward as it is for a conventional single-objective optimization problem. Therefore, different researchers have defined the term "solving a multi-objective optimization problem" in various ways. This section summarizes some of them and the contexts in which they are used. Many methods convert the original problem with multiple objectives into a single-objective optimization problem. This is called a scalarized problem. If scalarization is done carefully, Pareto optimality of the solutions obtained can be guaranteed.
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| Solving a multi-objective optimization problem is sometimes understood as approximating or computing all or a representative set of Pareto optimal solutions.<ref name="Ehrgott2005">{{cite book|author=Matthias Ehrgott|title=Multicriteria Optimization|url=http://books.google.com/books?id=yrZw9srrHroC|accessdate=29 May 2012|date=1 June 2005|publisher=Birkhäuser|isbn=978-3-540-21398-7}}</ref><ref name="CoelloLamont2007">{{cite book|author1=Carlos A. Coello Coello|author2=Gary B. Lamont|author3=David A. Van Veldhuisen|title=Evolutionary Algorithms for Solving Multi-Objective Problems|url=http://books.google.com/books?id=rXIuAMw3lGAC|accessdate=1 November 2012|year=2007|publisher=Springer|isbn=978-0-387-36797-2}}</ref>
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| When decision making is emphasized, the objective of solving a multi-objective optimization problem is referred to supporting a decision maker in finding the most preferred Pareto optimal solution according to his/her subjective preferences.<ref name="Miettinen1999">{{cite book|author=Kaisa Miettinen|title=Nonlinear Multiobjective Optimization|url=http://books.google.com/books?id=ha_zLdNtXSMC|accessdate=29 May 2012|year=1999|publisher=Springer|isbn=978-0-7923-8278-2}}</ref><ref name="BrankeDeb2008">{{cite book|author1=Jürgen Branke|author2=Kalyanmoy Deb|author3=Kaisa Miettinen|coauthors=Roman Slowinski|title=Multiobjective Optimization: Interactive and Evolutionary Approaches|url=http://books.google.com/books?id=N-1hWMNUa2EC|accessdate=1 November 2012|date=21 November 2008|publisher=Springer|isbn=978-3-540-88907-6}}</ref> The underlying assumption is that one solution to the problem must be identified to be implemented in practice. Here, a human '''decision maker''' (DM) plays an important role. The DM is expected to be an expert in the problem domain.
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| The most preferred solution can be found using different philosophies. Multi-objective optimization methods can be divided into four classes.<ref name="HwangMasud1979">{{cite book|author1=Ching-Lai Hwang|author2=Abu Syed Md Masud|title=Multiple objective decision making, methods and applications: a state-of-the-art survey|url=http://books.google.com/books?id=Hz-yAAAAIAAJ|accessdate=29 May 2012|year=1979|publisher=Springer-Verlag|isbn=978-0-387-09111-2}}</ref> In so-called no preference methods, no DM is expected to be available, but a neutral compromise solution is identified without preference information.<ref name="Miettinen1999">{{cite book|author=Kaisa Miettinen|title=Nonlinear Multiobjective Optimization|url=http://books.google.com/books?id=ha_zLdNtXSMC|accessdate=29 May 2012|year=1999|publisher=Springer|isbn=978-0-7923-8278-2}}</ref> The other classes are so-called a priori, a posteriori and interactive methods and they all involve preference information from the DM in different ways.
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| In a priori methods, preference information is first asked from the DM and then a solution best satisfying these preferences is found. In a posteriori methods, a representative set of Pareto optimal solutions is first found and then the DM must choose one of them. In interactive methods, the decision maker is allowed to iteratively search for the most preferred solution. In each iteration of the interactive method, the DM is shown Pareto optimal solution(s) and describes how the solution(s) could be improved. The information given by the decision maker is then taken into account while generating new Pareto optimal solution(s) for the DM to study in the next iteration. In this way, the DM learns about the feasibility of his/her wishes and can concentrate on solutions that are interesting to him/her. The DM may stop the search whenever he/she wants to. More information and examples of different methods in the four classes are given in the following sections.
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| == Scalarizing multi-objective optimization problems ==
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| Scalarizing a multi-objective optimization problem means formulating a single-objective optimization problem such that optimal solutions to the single-objective optimization problem are Pareto optimal solutions to the multi-objective optimization problem.<ref name="HwangMasud1979"/> In addition, it is often required that every Pareto optimal solution can be reached with some parameters of the scalarization.<ref name="HwangMasud1979">{{cite book|author1=Ching-Lai Hwang|author2=Abu Syed Md Masud|title=Multiple objective decision making, methods and applications: a state-of-the-art survey|url=http://books.google.com/books?id=Hz-yAAAAIAAJ|accessdate=29 May 2012|year=1979|publisher=Springer-Verlag|isbn=978-0-387-09111-2}}</ref> With different parameters for the scalarization, different Pareto optimal solutions are produced. A general formulation for a scalarization of a multiobjective optimization is thus
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| :<math>
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| \begin{array}{ll}
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| \min & g(f_1(x),\ldots,f_k(x),\theta)\\
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| \text{s.t }x\in X_\theta,
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| \end{array}
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| </math>
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| where <math>\theta</math> is a vector parameter, the set <math>X_\theta\subseteq X</math> is a set depending on the parameter <math>\theta</math> and <math>g:\mathbb R^{k+1}\mapsto \mathbb R</math> is a function.
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| Very well-known examples are the so-called '''linear scalarization'''
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| :<math>
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| \min_{x\in X} \sum_{i=1}^k w_if_i(x),
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| </math>
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| where the weights of the objectives <math>w_i>0</math> are the parameters of the scalarization, and the '''<math>\epsilon</math>-constraint method''' (see, e.g.,<ref name="Miettinen1999"/>)
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| :<math>
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| \begin{array}{ll}
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| \min & f_j(x)\\
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| \text{s.t. }&x \in X\\
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| &f_i(x)\leq \epsilon_j \text{ for }i\in\{1,\ldots,k\}\setminus\{j\},
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| \end{array}
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| </math>
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| where upper bounds <math> \epsilon_j</math> are parameters as above and <math> f_j </math> is the objective to be minimized. A little bit more advanced examples are the '''Achievement scalarizing problems of Wierzbicki'''.<ref name="Wierzbicki1982">{{Cite doi|10.1016/0270-0255(82)90038-0}}</ref> One example of the Achievement scalarizing problems can be formulated as
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| :<math>
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| \begin{array}{ll}
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| \min & \max_{i=1,\ldots,k} \left[ \frac{f_i(x)-\bar z_i}{z^{\text{nad}}_i-z_i^{\text{utopia}}}\right] + \rho\sum_{i=1}^k\frac{f_i(x)}{z_i^{nad}-z_i^{\text{utopian}}}\\
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| \text{subject to }& x\in S,
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| \end{array}
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| </math>
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| where the term <math>\rho\sum_{i=1}^k\frac{f_i(x)}{z_i^{nad}-z_i^{\text{utopia}}}</math> is called the augmentation term, <math>\rho>0</math> is a small constant, and <math>z^{\text{nad}}</math> and <math>z^{\text{utopian}}</math> are the nadir vector and a utopian vectors, respectively. In the above problem, the parameter is the so-called reference point <math>\bar z</math> which represents objective function values preferred by the decision maker.
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| [[Portfolio optimization]] is often conducted in terms of [[Modern portfolio theory|mean-variance analysis]]. In this context, the efficient set is a subset of the portfolios parametrized by the portfolio mean return <math>\mu_P</math> in the problem of choosing portfolio shares so as to minimize the portfolio's variance of return <math>\sigma_P</math> subject to a given value of <math>\mu_P</math>; see [[Mutual fund separation theorem#Portfolio separation in mean-variance analysis|Mutual fund separation theorem]] for details. Alternatively, the efficient set can be specified by choosing the portfolio shares so as to maximize the function <math>\mu_P - b \sigma_P </math>; the set of efficient portfolios consists of the solutions as ''b'' ranges from zero to infinity.
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| == No-preference methods ==
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| Multi-objective optimization methods that do not require any preference information to be explicitly articulated by a decision maker can be classified as no-preference methods.<ref name="HwangMasud1979"/> A well-known example is the method of global criterion,<ref name="Zeleny1973">{{Citation
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| | last1 = Zeleny
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| | first1 = M.
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| | chapter = Compromise Programming
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| | editor-last = Cochrane
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| | editor-first = J.L.
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| | editor2-last = Zeleny
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| | editor2-first = M.
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| | pages = 262–301
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| | title = Multiple Criteria Decision Making
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| | publisher = University of South Carolina Press, Columbia
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| | year = 1973
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| }}</ref> in which a scalarized problem of the form
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| :<math>
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| \begin{align}
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| \min&\|f(x)-z^{ideal}\|\\
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| \text{s.t. }&x\in X
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| \end{align}
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| </math>
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| is solved. In the above problem, <math>\|\cdot\|</math> can be any [[Lp space#The p-norm in finite dimensions|<math>L_p</math> norm]], with common choices including <math>L_1</math>, <math>L_2</math> and <math>L_\infty</math>.<ref name="Miettinen1999">{{cite book|author=Kaisa Miettinen|title=Nonlinear Multiobjective Optimization|url=http://books.google.com/books?id=ha_zLdNtXSMC|accessdate=29 May 2012|year=1999|publisher=Springer|isbn=978-0-7923-8278-2}}</ref> The method of global criterion is sensitive to the scaling of the objective functions, and thus, it is recommended that the objectives are normalized into a uniform, dimensionless scale.<ref name="Miettinen1999">{{cite book|author=Kaisa Miettinen|title=Nonlinear Multiobjective Optimization|url=http://books.google.com/books?id=ha_zLdNtXSMC|accessdate=29 May 2012|year=1999|publisher=Springer|isbn=978-0-7923-8278-2}}</ref><ref name="BrankeDeb2008">{{cite book|author1=Jürgen Branke|author2=Kalyanmoy Deb|author3=Kaisa Miettinen|coauthors=Roman Slowinski|title=Multiobjective Optimization: Interactive and Evolutionary Approaches|url=http://books.google.com/books?id=N-1hWMNUa2EC|accessdate=4 September 2012|date=21 November 2008|publisher=Springer|isbn=978-3-540-88907-6}}</ref>
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| == A priori methods ==
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| A priori methods require that sufficient preference information is expressed before the solution process.<ref name="HwangMasud1979">{{cite book|author1=Ching-Lai Hwang|author2=Abu Syed Md Masud|title=Multiple objective decision making, methods and applications: a state-of-the-art survey|url=http://books.google.com/books?id=Hz-yAAAAIAAJ|accessdate=29 May 2012|year=1979|publisher=Springer-Verlag|isbn=978-0-387-09111-2}}</ref> Well-known examples of a priori methods include the '''utility function method''', [[Lexicographical order|lexicographic]] method, and [[goal programming]].
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| In the utility function method, it is assumed that the decision maker's [[utility|utility function]] is available. A mapping <math> u\colon Y\rightarrow\mathbb{R}</math> is a utility function if for all <math>\mathbf{y}^1,\mathbf{y}^2\in Y</math> it holds that <math>u(\mathbf{y}^1)>u(\mathbf{y}^2)</math> if the decision maker prefers <math>\mathbf{y}^1</math> to <math>\mathbf{y}^2</math>, and <math>u(\mathbf{y}^1)=u(\mathbf{y}^2)</math> if the decision maker is indifferent between <math>\mathbf{y}^1</math> and <math>\mathbf{y}^2</math>. The utility function specifies an ordering of the decision vectors (recall that vectors can be ordered in many different ways). Once <math>u</math> is obtained, it suffices to solve
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| :<math> \max\;u(\mathbf{f}(\mathbf{x}))\text{ subject to }\mathbf{x}\in X,</math>
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| but in practice it is very difficult to construct a utility function that would accurately represent the decision maker's preferences<ref name="Miettinen1999">{{cite book|author=Kaisa Miettinen|title=Nonlinear Multiobjective Optimization|url=http://books.google.com/books?id=ha_zLdNtXSMC|accessdate=29 May 2012|year=1999|publisher=Springer|isbn=978-0-7923-8278-2}}</ref> - particularly since the Pareto front is unknown before the optimization begins. | |
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| Lexicographic method assumes that the objectives can be ranked in the order of importance. We can assume, without loss of generality, that the objective functions are in the order of importance so that <math>f_1</math> is the most important and <math>f_k</math> the least important to the decision maker. The lexicographic method consists of solving a sequence of single-objective optimization problems of the form
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| :<math>
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| \begin{align}
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| \min&f_l(\mathbf{x})\\
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| \text{s.t. }&f_j(\mathbf{x})\leq\mathbf{y}^*_j,\;j=1,\dotsc,l-1,\\
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| &\mathbf{x}\in X,
| |
| \end{align}
| |
| </math>
| |
| where <math>\mathbf{y}^*_j</math> is the optimal value of the above problem with <math>l=j</math>. Thus, <math>\mathbf{y}^*_1:=\min\{f_1(\mathbf{x})\mid\mathbf{x}\in X\}</math> and each new problem of the form in the above problem in the sequence adds one new constraint as <math>l</math> goes from <math>1</math> to <math>k</math>.
| |
| | |
| == A posteriori methods ==
| |
| | |
| A posteriori methods aim at producing all the Pareto optimal solutions or a representative subset of the Pareto optimal solutions. Well-known examples are the Normal Boundary Intersection (NBI),<ref>{{cite doi|10.1137/S1052623496307510}}</ref> Modified Normal Boundary Intersection (NBIm),<ref>{{cite journal|last=S. Motta|first=Renato|coauthors=Afonso, Silvana M. B., Lyra, Paulo R. M.|title=A modified NBI and NC method for the solution of N-multiobjective optimization problems|journal=Structural and Multidisciplinary Optimization|date=8 January 2012|doi=10.1007/s00158-011-0729-5|url=http://www.springerlink.com/content/wrm15h8210g37mh2/}}</ref> Normal Constraint (NC),<ref>{{cite journal|first1=A.|last1=Messac|first2=A.|last2=Ismail-Yahaya|first3=C.A.|last3=Mattson|title=The normalized normal constraint method for generating the Pareto frontier|journal=Structural and multidisciplinary optimization|volume=25|issue=2|pages=86–98|year=2003}}</ref><ref>{{cite journal|first1=A.|last1=Messac|first2=C. A.|last2=Mattson|title=Normal constraint method with guarantee of even representation of complete Pareto frontier|journal=AIAA journal|volume=42|issue=10|pages=2101–2111|year=2004}}</ref> Successive Pareto Optimization (SPO)<ref>{{cite journal|first1=Daniel|last1=Mueller-Gritschneder|first2=Helmut|last2=Graeb|first3=Ulf|last3=Schlichtmann|title=A Successive Approach to Compute the Bounded Pareto Front of Practical Multiobjective Optimization Problems|journal=SIAM Journal on Optimization|volume=20|issue=2|pages=915–934|year=2009}}</ref> and Directed Search Domain (DSD)<ref name="EU11">{{cite journal|url=http://personalpages.manchester.ac.uk/staff/S.Utyuzhnikov/Papers/DSDreprint.pdf|format=pdf|accessdate=October 17, 2011|first1=Tohid|last1=Erfani|first2=Sergei V.|last2=Utyuzhnikov|title=Directed Search Domain: A Method for Even Generation of Pareto Frontier in Multiobjective Optimization|journal=Journal of Engineering Optimization|volume=43|issue=5|pages=1–18|year=2011}}</ref> methods that solve the multi-objective optimization problem by constructing several scalarizations. The solution to each scalarization yields a Pareto optimal solution, whether locally or globally. The scalarizations of the NBI, NBIm, NC and DSD methods are constructed with the target of obtaining evenly distributed Pareto points that give a good evenly distributed approximation of the real set of Pareto points.
| |
| | |
| [[Evolutionary algorithms]] are popular approaches to generating Pareto optimal solutions to a multi-objective optimization problem. Currently, most evolutionary multi-objective optimization (EMO) algorithms apply Pareto-based ranking schemes. Evolutionary algorithms such as the Non-dominated Sorting Genetic Algorithm-II (NSGA-II) and Strength Pareto Evolutionary Algorithm 2 (SPEA-2) have become standard approaches, although some schemes based on [[Particle swarm optimization#Variants|particle swarm optimization]] and [[simulated annealing]]<ref>{{cite journal|first1=B.|last1=Suman|first2=P.|last2=Kumar|title=A survey of simulated annealing as a tool for single and multiobjective optimization|journal=Journal of the Operational Research Society|volume=57|issue=10|pages=1143–1160|year=2006|doi=10.1057/palgrave.jors.2602068}}</ref> are significant. The main advantage of evolutionary algorithms, when applied to solve multi-objective optimization problems, is the fact that they typically generate sets of solutions, allowing computation of an approximation of the entire Pareto front. The main disadvantage of evolutionary algorithms is their lower speed and the Pareto optimality of the solutions cannot be guaranteed. It is only known that none of the generated solutions dominates the others.
| |
| | |
| Other a posteriori methods are:
| |
| * PGEN (Pareto surface generation for convex multi-objective instances)<ref>{{cite journal|first1=D.|last1=Craft|first2=T.|last2=Halabi|first3=H.|last3=Shih|first4=T.|last4=Bortfeld|title= Approximating convex Pareto surfaces in multiobjective radiotherapy planning|journal=Medical Physics|volume=33|issue=9|pages=3399–3407|year=2006}}</ref>
| |
| * [[IOSO]] (Indirect Optimization on the basis of Self-Organization)
| |
| * SMS-EMOA (S-metric selection evolutionary multi-objective algorithm)<ref name=SMS-EMOA>{{Cite doi|10.1016/j.ejor.2006.08.008}}</ref>
| |
| * [[Reactive Search Optimization]] (using machine learning for adapting strategies and objectives),<ref>{{cite book
| |
| |title=Reactive Search and Intelligent Optimization
| |
| |last=Battiti
| |
| |first=Roberto
| |
| |authorlink=
| |
| |coauthors=Mauro Brunato; Franco Mascia
| |
| |year=2008
| |
| |publisher=[[Springer Verlag]]
| |
| |location=
| |
| |isbn=978-0-387-09623-0
| |
| }}</ref><ref>{{cite book
| |
| |title=Reactive Business Intelligence. From Data to Models to Insight.
| |
| |last=Battiti
| |
| |first=Roberto
| |
| |authorlink=
| |
| |coauthors=Mauro Brunato
| |
| | url =http://www.reactivebusinessintelligence.com/
| |
| |year=2011
| |
| |publisher= Reactive Search Srl
| |
| |location= Trento, Italy
| |
| |isbn=978-88-905795-0-9
| |
| }}</ref> implemented in [[LIONsolver]]
| |
| *[[Benson's algorithm]] for linear [[vector optimization]] problems
| |
| *[[Particle swarm optimization#Variants|Multi-objective particle swarm optimization]]
| |
| | |
| == Interactive methods ==
| |
| | |
| In interactive methods, the solution process is iterative and the decision maker continuously interacts with the method when searching for the most preferred solution (see e.g.,,<ref name = Miettinen1999/><ref name = Miettinen2008/>). In other words, the decision maker is expected to express preferences at each iteration in order to get Pareto optimal solutions that are of interest to him/her and learn what kind of solutions are attainable. The following steps are commonly present in interactive methods:<ref name=Miettinen2008>{{Cite doi|10.1007/978-3-540-88908-3_2}}</ref>
| |
| | |
| # initialize (e.g., calculate ideal and approximated nadir objective vectors and show them to the decision maker)
| |
| # generate a Pareto optimal starting point (by using e.g. some no-preference method or solution given by the decision maker)
| |
| # ask for preference information from the decision maker (e.g., aspiration levels or number of new solutions to be generated)
| |
| # generate new Pareto optimal solution(s) according to the preferences and show it/them and possibly some other information about the problem to the decision maker
| |
| # if several solutions were generated, ask the decision maker to select the best solution so far
| |
| # stop, if the decision maker wants to; otherwise, go to step 3).
| |
| | |
| Above, aspiration levels refer to desirable objective function values forming a reference point.
| |
| Instead of mathematical convergence that is often used as a stopping criterion in [[mathematical optimization]] methods, a psychological convergence is emphasized in interactive methods. Generally speaking, a method is terminated when the decision maker is confident that (s)he has found the most preferred solution available.
| |
| | |
| Different interactive methods involve different types of preference information.
| |
| For example, three types can be identified: methods based on 1) trade-off information, 2) reference points and 3) classification of objective functions.<ref name=Miettinen2008/> On the other hand, a fourth type of generating a small sample of solutions is included in<ref name=Luque2011>{{Cite doi|10.1007/s00291-008-0154-3}}</ref> and.<ref name=Ruiz2012>{{Cite doi|10.1007/s10479-010-0831-x}}</ref> An example of interactive method utilizing trade-off information is the [[Zionts-Wallenius method]],<ref name=Zionts1976>{{Cite doi|10.1287/mnsc.22.6.652}}</ref> where the decision maker is shown several objective trade-offs at each iteration, and (s)he is expected to say whether (s)he likes, dislikes or is indifferent with respect to each trade-off. In reference point based methods (see e.g.,,<ref name=Wierzbicki1986>{{Cite doi|10.1007/BF01719738}}</ref><ref name="WierzbickiMakowski2000">{{cite book|author1=Andrzej P. Wierzbicki|author2=Marek Makowski|author3=[[Jaap Wessels]]|title=Model-Based Decision Support Methodology with Environmental Applications|url=http://books.google.com/books?id=Von7GW4h68MC|accessdate=17 September 2012|date=31 May 2000|publisher=Springer|isbn=978-0-7923-6327-9}}</ref>), the decision maker is expected at each iteration to specify a reference point consisting of desired values for each objective and a corresponding Pareto optimal solution(s) is then computed and shown to him/her for analysis. In classification based interactive methods, the decision maker is assumed to give preferences in the form of classifying objectives at the current Pareto optimal solution into different classes indicating how the values of the objectives should be changed to get a more preferred solution. Then, the classification information given is taken into account when new (more preferred) Pareto optimal solution(s) are computed. In the satisficing trade-off method (STOM)<ref name="Nakayama1984">{{Citation
| |
| | last1 = Nakayama
| |
| | first1 = H.
| |
| | last2 = Sawaragi
| |
| | first2 = Y.
| |
| | chapter = Satisficing Trade-Off Method for Multiobjective Programming
| |
| | editor-last = Grauer
| |
| | editor-first = M.
| |
| | editor2-last = Wierzbicki
| |
| | editor2-first = A. P.
| |
| | pages = 113–122
| |
| | title = Interactive Decision Analysis
| |
| | publisher = Springer-Verlag Berlin, Heidelberg
| |
| | year = 1984
| |
| }}</ref> three classes are used: objectives whose values 1) should be improved, 2) can be relaxed, and 3) are acceptable as such. In the NIMBUS method,<ref name="Miettinen1995">{{Cite doi|10.1080/02331939508844109}}</ref><ref name="Miettinen2006">{{Cite doi|10.1016/j.ejor.2004.07.052}}</ref> two additional classes are also used: objectives whose values 4) should be improved until a given bound and 5) can be relaxed until a given bound.
| |
| | |
| == Hybrid methods ==
| |
| | |
| Different [[hybrid algorithm|hybrid]] methods exist, but here we consider hybridizing MCDM ([[multi-criteria decision making]]) and EMO (evolutionary multi-objective optimization). A hybrid algorithm in the context of multi-objective optimization is a combination of algorithms/approaches from these two fields (see e.g.,<ref name=Miettinen2008/>). Hybrid algorithms of EMO and MCDM are mainly used to overcome shortcomings by utilizing strengths. Several types of hybrid algorithms have been proposed in the literature, e.g., incorporating MCDM approaches into EMO algorithms as a local search operator and to lead a DM to the most preferred solution(s) etc. A local search operator is mainly used to enhance the rate of convergence of EMO algorithms.
| |
| | |
| The roots for hybrid multi-objective optimization can be traced to the first Dagstuhl seminar organized in November 2004 (see, [http://www.dagstuhl.de/en/program/calendar/semhp/?semnr=04461 here]). Here some of the best minds in EMO (Professor Kalyanmoy Deb, Professor Jürgen Branke etc.) and MCDM (Professor Kaisa Miettinen, Professor Ralph E. Steuer etc.) realized the potential in combining ideas and approaches of MCDM and EMO fields to prepare hybrids of them. Subsequently many more Dagstuhl seminars have been arranged to foster collaboration. Recently, hybrid multi-objective optimization has become an important theme in several international conferences in the area of EMO and MCDM (see e.g.,<ref name=Sindhya2011>{{Cite doi|10.1007/978-3-642-19893-9_15}}</ref> and.<ref name=Sindhya2008>{{Cite doi|10.1007/978-3-540-87700-4_81}}</ref>)
| |
| | |
| == Visualization of the Pareto front ==
| |
| | |
| Visualization of the Pareto front is one of the a posteriori preference techniques of multi-objective optimization. The a posteriori preference techniques (see, for example,<ref name="Miettinen1999"/>) provide an important class of multi-objective optimization techniques. Usually the a posteriori preference techniques include four steps: (1) computer approximates the Pareto front, i.e. the Pareto optimal set in the objective space; (2) the decision maker studies the Pareto front approximation; (3) the decision maker identifies the preferred point at the Pareto front; (4) computer provides the Pareto optimal decision, which output coincides with the objective point identified by the decision maker. From the point of view of the decision maker, the second step of the a posteriori preference techniques is the most complicated one. There are two main approaches to informing the decision maker. First, a number of points of the Pareto front can be provided in the form of a list (interesting discussion and references are given in<ref name="BensonSayin1997">{{cite journal|last1=Benson|first1=Harold P.|last2=Sayin|first2=Serpil|title=Towards finding global representations of the efficient set in multiple objective mathematical programming|journal=Naval Research Logistics|volume=44|issue=1|year=1997|pages=47–67|issn=0894-069X|doi=10.1002/(SICI)1520-6750(199702)44:1<47::AID-NAV3>3.0.CO;2-M}}</ref>) or using Heatmaps.<ref name="Pryke,Mostaghim,Nazemi">{{cite journal|last=Pryke|first=Andy|coauthors=Sanaz Mostaghim, Alireza Nazemi|title=Heatmap Visualisation of Population Based Multi Objective Algorithms|journal=Evolutionary Multi-Criterion Optimization|year=2007|pages=361–375}}</ref> Alternative idea consists in visualizing the Pareto front.
| |
| | |
| === Visualization in bi-objective problems: tradeoff curve ===
| |
| | |
| In the case of bi-objective problems, informing the decision maker concerning the Pareto front is usually carried out by its visualization: the Pareto front, often named the tradeoff curve in this case, can be drawn at the objective plane. The tradeoff curve gives full information on objective values and on objective tradeoffs, which inform how improving one objective is related to deteriorating the second one while moving along the tradeoff curve. The decision maker takes this information into account while specifying the preferred Pareto optimal objective point. The idea to approximate and visualize the Pareto front was introduced for linear bi-objective decision problems by S.Gass and T.Saaty.<ref name="GassSaaty1955">{{cite journal|last1=Gass|first1=Saul|last2=Saaty|first2=Thomas|title=The computational algorithm for the parametric objective function|journal=Naval Research Logistics Quarterly|volume=2|issue=1-2|year=1955|pages=39–45|issn=00281441|doi=10.1002/nav.3800020106}}</ref> This idea was developed and applied in environmental problems by J.L. Cohon.<ref name="Cohon2004">{{cite book|author=Jared L. Cohon|title=Multiobjective Programming and Planning|url=http://books.google.com/books?id=i4Qese2aNooC|accessdate=29 May 2012|date=13 January 2004|publisher=Courier Dover Publications|isbn=978-0-486-43263-2}}</ref> A review of methods for approximating the Pareto front for various decision problems with a small number of objectives (mainly, two) is provided in.<ref name="RuzikaWiecek2005">{{cite journal|last1=Ruzika|first1=S.|last2=Wiecek|first2=M. M.|title=Approximation Methods in Multiobjective Programming|journal=Journal of Optimization Theory and Applications|volume=126|issue=3|year=2005|pages=473–501|issn=0022-3239|doi=10.1007/s10957-005-5494-4}}</ref>
| |
| | |
| === Visualization in high-order multi-objective optimization problems ===
| |
| There are two generic ideas how to visualize the Pareto front in high-order multi-objective decision problems (problems with more than two objectives). One of them, which is applicable in the case of a relatively small number of objective points that represent the Pareto front, is based on using the visualization techniques developed in statistics (various diagrams, etc – see the corresponding subsection below). The second idea proposes the display of bi-objective cross-sections (slices) of the Pareto front. It was introduced by W.S. Meisel in 1973<ref>{{Citation| title = Tradeoff decision in multiple criteria decision making| editor1 = J. L. Cochrane | editor2 = M. Zeleny| journal = Multiple Criteria Decision Making| pages = 461–476 | year = 1973 | last1 = Meisel | first1 = W. L. | publisher = S.C. University of Columbia }}</ref> who argued that such slices inform the decision maker on objective tradeoffs. The figures that display a series of bi-objective slices of the Pareto front for three-objective problems are known as the decision maps. They give a clear picture of tradeoffs between three criteria. Disadvantages of such an approach are related to two following facts. First, the computational procedures for constructing the bi-objective slices of the Pareto front are not stable since the Pareto front is usually not stable. Secondly, it is applicable in the case of only three objectives. In the 1980s, the idea W.S. Meisel of implemented in a different form – in the form of the [[Interactive Decision Maps]] (IDM) technique.<ref name="LotovBushenkov2004">{{cite book|author1=A. V. Lotov|author2=V. A. Bushenkov|author3=G. K. Kamenev|title=Interactive Decision Maps: Approximation and Visualization of Pareto Frontier|url=http://books.google.com/books?id=4OAeBt8gOqcC|accessdate=29 May 2012|date=29 February 2004|publisher=Springer|isbn=978-1-4020-7631-2}}</ref>
| |
| | |
| == Multi-objective optimization software ==
| |
| | |
| {| class="wikitable"
| |
| |-
| |
| !Name (alphabetically)
| |
| !License
| |
| !Brief info
| |
| |-
| |
| |[http://www.1000minds.com/ 1000Minds]||free for academic|| software for Multi-Criteria Decision-Making, prioritisation and resource allocation. Internet-based.
| |
| |-
| |
| |[https://davidullman.com/robustredirect.html Accord]|||| by Robust Decisions implementing the Bayesian Team Support technique;no longer commercially availble but still used as a support tool
| |
| |-
| |
| |[http://ito.mathematik.uni-halle.de/~loehne/index_en_dl.php BENSOLVE] ||GPL||Free MatLab implementation of Benson's algorithm to solve linear vector optimization problems
| |
| |-
| |
| |[http://www.decisionarium.tkk.fi/ Decisionarium]||free for academic|| global space for decision support (for academic use)
| |
| |-
| |
| |[http://www.d-sight.com/ D-Sight]||proprietary || visual and interactive tool for multicriteria decision aid problems based on the PROMETHEE methods and Multi-Attribute Utility Theory
| |
| |-
| |
| |[http://guimoo.gforge.inria.fr/ GUIMOO]||LGPL|| Graphical User Interface for Multi Objective Optimization from INRIA
| |
| |-
| |
| |[https://phps.portals.mbs.ac.uk/Portals/49/docs/IDS50StudentVersion_000.rar IDS] ||proprietary||Intelligent Decision System for Multiple Criteria Decision Analysis
| |
| |-
| |
| |[http://idss.cs.put.poznan.pl/site/software.html IDSS Software]||free for non-profit activities|| MCDM software of the Laboratory of Intelligent Decision Support Systems (University of Poznan, Poland)
| |
| |-
| |
| |[http://ind-nimbus.it.jyu.fi/ IND-NIMBUS]||proprietary||implementation of the interactive NIMBUS method that can be connected with different simulation and modelling tools
| |
| |-
| |
| |[http://openopt.org/interalg interalg]||BSD||solver with specifiable accuracy from [[OpenOpt]] - free universal cross-platform numerical optimization framework written in [[Python language]] using [[NumPy]] arrays, see its [http://openopt.org/MOP MOP] page and [http://openopt.org/Problems other problems] involved.
| |
| |-
| |
| |[http://www.uc.pt/en/feuc/ldias/software IRIS and VIP]||proprietary||IRIS - Interactive Robustness analysis and parameters' Inference softward for multicriteria Sorting problems and VIP - Variable Interdependent Parameters Analysis software
| |
| |-
| |
| |[http://jmetal.sourceforge.net jMetal]||LGPL||Java-based framework for multi-objecive optimization with metaheuristics.
| |
| |-
| |
| |[http://www.m-macbeth.com/en/m-home.html MACBETH for MCDA]||proprietary||Measuring Attractiveness by a Categorical Based Evaluation TecHnique in MultiCriteria Decison Aid
| |
| |-
| |
| |[http://makeitrational.com/ MakeItRational]||proprietary||AHP based decision software
| |
| |-
| |
| |[http://www.isy.vcu.edu/~hweistro/mcdmchapter.htm Collection of Multiple Criteria Decision Support Software]||different||by Dr. Roland Weistroffer
| |
| |-
| |
| |[http://nimbus.mit.jyu.fi/ NIMBUS]||free for academic|| for solving nonlinear (and even nondifferentiable) multiobjective optimization problems in an interactive way. Operates via the Internet.
| |
| |-
| |
| |[http://paradiseo.gforge.inria.fr/ ParadisEO-MOEO]||CeCill|| module specifically devoted to multiobjective optimization in ParadisEO, software framework for the design and implementation of metaheuristics, hybrid methods as well as parallel and distributed models from INRIA
| |
| |-
| |
| |[http://www.promethee-gaia.net/software.html PROMETHEE-GAIA]||free for academic||
| |
| |-
| |
| |[http://sourceforge.net/apps/mediawiki/pagmo PaGMO / PyGMO]||free|| Parallel Global Multiobjective Optimizer (and its Python alter ego PyGMO) offers a user-friendly access to a wide array of global and local optimization algorithms and problems. The main purpose of the software is to provide a parallelization engine common to all algorithms through the 'generalized island model'. Initially developed within the European Space Agency, the code was intended to help the automated design of interplanetary trajectories and spacecraft transfers in general. The user can implement his own problem and algorithm both in C++ and in Python.
| |
| |-
| |
| |[http://www.quartzstar.com/ MCDA software]|||| by Quartzstar Ltd.: OnBalance for evaluation decisions and HiPriority for resource allocation
| |
| |-
| |
| |[http://www.ccas.ru/mmes/mmeda/rgdb/index.htm RGDB]|||| Graphic tool that helps to select preferable rows from relational databases
| |
| |-
| |
| |[http://transparentchoice.com/ TransparentChoice] ||proprietary|| Strategic decision-making software, MCDM software
| |
| |-
| |
| |[http://www.visadecisions.com/ VISA]||proprietary||Web based Multi-Criteria Decision Making Software.
| |
| |}
| |
| Weistroffer et al. have written a book chapter<ref name=Example2006>{{Cite doi|10.1007/0-387-23081-5_24}}</ref> on multi-objective optimization software.
| |
| | |
| == See also ==
| |
| *[[MCDM|Multiple criteria decision making]]
| |
| *[[Multidisciplinary design optimization]]
| |
| *[[Pareto efficiency]]
| |
| *[[Goal Programming]]
| |
| *[[Concurrent programming]]
| |
| *[[Multi-criteria decision analysis]]
| |
| *[[Vector optimization]]
| |
| *[[Interactive Decision Maps]]
| |
| | |
| == References ==
| |
| | |
| {{Reflist}}
| |
| | |
| == External links ==
| |
| * [http://www.calresco.org/lucas/pmo.htm A tutorial on multiobjective optimization]
| |
| * [http://demonstrations.wolfram.com/EvolutionaryMultiobjectiveOptimization/ Evolutionary Multiobjective Optimization], [[The Wolfram Demonstrations Project]]
| |
| * [http://www.openeering.com/sites/default/files/Multiobjective_Optimization_NSGAII_0.pdf A Tutorial on Multiobjective Optimization and Genetic Algorithms] , [[Scilab]] Professional Partner
| |
| * [http://www.mdpi.com/1996-1073/6/3/1439/pdf Tomoiagă, Bogdan; Chindriş, Mircea; Sumper, Andreas; Sudria-Andreu, Antoni; Villafafila-Robles, Roberto. 2013. "Pareto Optimal Reconfiguration of Power Distribution Systems Using a Genetic Algorithm Based on NSGA-II." Energies 6, no. 3: 1439-1455.]
| |
| | |
| [[Category:Mathematical optimization]]
| |