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URN: urn:nbn:de:0030-drops-3497
URL: http://drops.dagstuhl.de/opus/volltexte/2005/349/
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Schütze, Oliver ; Dell'Aere, Alessandro ; Dellnitz, Michael

On Continuation Methods for the Numerical Treatment of Multi-Objective Optimization Problems

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Abstract

In this report we describe how continuation methods can be used for the numerical treatment of multi-objective optimization problems (MOPs): starting with a given Karush-Kuhn-Tucker point (KKT-point) x of an MOP, these techniques can be applied to detect further KKT-points in the neighborhood of x. In the next step, again further points are computed starting with these new-found KKT-points, and so on. In order to maintain a good spread of these solutions we use boxes for the representation of the computed parts of the solution set. Based on this background, we propose a new predictor-corrector variant, and show some numerical results indicating the strength of the method, in particular in higher dimensions. Further, the data structure allows for an efficient computation of MOPs with more than two objectives, which has not been considered so far in most existing continuation methods.

BibTeX - Entry

@InProceedings{schtze_et_al:DSP:2005:349,
  author =	{Oliver Sch{\"u}tze and Alessandro Dell'Aere and Michael Dellnitz},
  title =	{On Continuation Methods for the Numerical Treatment of Multi-Objective Optimization Problems},
  booktitle =	{Practical Approaches to Multi-Objective Optimization},
  year =	{2005},
  editor =	{J{\"u}rgen Branke and Kalyanmoy Deb and Kaisa Miettinen and Ralph E. Steuer},
  number =	{04461},
  series =	{Dagstuhl Seminar Proceedings},
  ISSN =	{1862-4405},
  publisher =	{Internationales Begegnungs- und Forschungszentrum f{\"u}r Informatik (IBFI), Schloss Dagstuhl, Germany},
  address =	{Dagstuhl, Germany},
  URL =		{http://drops.dagstuhl.de/opus/volltexte/2005/349},
  annote =	{Keywords: multi-objective optimization, continuation, k-manifolds}
}

Keywords: multi-objective optimization, continuation, k-manifolds
Seminar: 04461 - Practical Approaches to Multi-Objective Optimization
Issue Date: 2005
Date of publication: 15.11.2005


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