Comparative evaluation of some interactive reference point-based methods for multi-objective optimisation

Many real-world optimisation applications include several conflicting objectives of possibly nondifferentiable character. However, the lack of computationally efficient, interactive methods for nondifferentiable multi-objective optimisation problems is apparent. To satisfy this demand, a method call...

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Bibliographic Details
Published in:The Journal of the Operational Research Society Vol. 50; no. 9; pp. 949 - 959
Main Authors: Miettinen, K, Mäkelä, M M
Format: Journal Article
Language:English
Published: London Taylor & Francis 01.09.1999
Macmillan Press
Palgrave Macmillan UK
Palgrave
Taylor & Francis Ltd
Subjects:
Applied sciences
Business and Management
Canneries
Cities
Coefficients
Exact sciences and technology
Flows in networks. Combinatorial problems
Information classification
Management
Mathematical programming
Mathematical vectors
multi-objective
NIMBUS
Nonlinear programming
nonsmooth optimisation
Objective functions
Operational research and scientific management
Operational research. Management science
Operations research
Operations Research/Decision Theory
Optimization
Pareto efficiency
reference direction method
Scalars
Studies
Term weighting
Theoretical Paper
Theoretical Papers
nonlinear programming
nonsmooth optimisation
NIMBUS
multi-objective
reference direction method
Non linear programming
Nonsmooth analysis
Non differentiable programming
Interactive mode
Optimization
Multiobjective programming
ISSN:0160-5682, 1476-9360
Online Access:Get full text
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Summary:Many real-world optimisation applications include several conflicting objectives of possibly nondifferentiable character. However, the lack of computationally efficient, interactive methods for nondifferentiable multi-objective optimisation problems is apparent. To satisfy this demand, a method called NIMBUS has been developed. Two versions of the basic method are presented and compared both theoretically and computationally. In order to give variety to the comparison, a related approach, called reference direction method is included. Theoretically, the methods differ in handling the information requested from the user. Numerical experiments indicate differences in computational efficiency and controllability of the solution processes.
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ISSN:0160-5682
1476-9360
DOI:10.1057/palgrave.jors.2600786