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Integrating Approximation and Interactive Decision Making in Multicriteria Optimization
Institute of Applied Mathematics, University of Erlangen Nuremberg.
KTH, School of Engineering Sciences (SCI), Mathematics (Dept.), Optimization and Systems Theory.
2008 (English)In: Operations Research, ISSN 0030-364X, E-ISSN 1526-5463, Vol. 56, no 1, 222-234 p.Article in journal (Refereed) Published
Abstract [en]

We present a new interactive hybrid approach for solving multicriteria optimization problems where features of approximation methods and interactive approaches are incorporated. We produce rough approximations of the nondominated set and let the decision maker indicate with the help of reference points where to refine the approximation. In this way, (s)he iteratively directs the search toward the best nondominated solution. After the decision maker has identified the most interesting region of the nondominated set, the final solution can be fine-tuned with existing interactive methods. We suggest different ways of updating the reference point as well as discuss visualizations that can be used in comparing different nondominated solutions. The new method is computationally relatively inexpensive and easy to use for the decision maker.

Place, publisher, year, edition, pages
2008. Vol. 56, no 1, 222-234 p.
Keyword [en]
programming; multiple criteria; nonlinear; interactive methods; reference point
National Category
Computer and Information Science Mathematics
URN: urn:nbn:se:kth:diva-83076DOI: 10.1287/opre.1070.0425ISI: 000254140700017OAI: diva2:498671
QC 20120229Available from: 2012-02-12 Created: 2012-02-12 Last updated: 2012-02-29Bibliographically approved

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Miettinen, Kaisa
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