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Evaluation of nondominated solution sets for k-objective optimization problems: An exact method and approximations
Institution:1. Graduate Program in Computer Science, PPGI, UFES Federal University of Espirito Santo, Av. Fernando Ferrari, 514, CEP, Vitoria, Esprito Santo, ES 29075-910, Brazil;2. Department of Production Engineering & Graduate Program in Computer Science, PPGI, UFES, Brazil;3. Department of Electrical and Computer Engineering University of Alberta Edmonton, Alberta T6G 2V4, Canada
Abstract:Integrated Preference Functional (IPF) is a set functional that, given a discrete set of points for a multiple objective optimization problem, assigns a numerical value to that point set. This value provides a quantitative measure for comparing different sets of points generated by solution procedures for difficult multiple objective optimization problems. We introduced the IPF for bi-criteria optimization problems in Carlyle, W.M., Fowler, J.W., Gel, E., Kim, B., 2003. Quantitative comparison of approximate solution sets for bi-criteria optimization problems. Decision Sciences 34 (1), 63–82]. As indicated in that paper, the computational effort to obtain IPF is negligible for bi-criteria problems. For three or more objective function cases, however, the exact calculation of IPF is computationally demanding, since this requires k (⩾3) dimensional integration.In this paper, we suggest a theoretical framework for obtaining IPF for k (⩾3) objectives. The exact method includes solving two main sub-problems: (1) finding the optimality region of weights for all potentially optimal points, and (2) computing volumes of k dimensional convex polytopes. Several different algorithms for both sub-problems can be found in the literature. We use existing methods from computational geometry (i.e., triangulation and convex hull algorithms) to develop a reasonable exact method for obtaining IPF. We have also experimented with a Monte Carlo approximation method and compared the results to those with the exact IPF method.
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