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arXiv 1808.01786math.OCcs.CGcs.DS
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求解线性多目标最优化问题的内逼近算法

Inner approximation algorithm for solving linear multiobjective optimization problems

Laszlo Csirmaz

摘要:

Benson外逼近算法及其变形是求解线性多目标最优化问题最常用的方法。这些算法有两个相互交织的组成部分:一维线性最优化一方面,和组合的一部分,密切相关的顶点计数。它们的分离提供了对Benson算法的更深入的了解,并指向一种双重方法。两个骨架算法定义的组合部分集中。使用不同的单目标最优化问题-称为Oracle调用-产生不同的算法,例如顺序凸包算法,具有理论上最佳可能迭代次数的Benson算法的另一个版本,Ehrgott,Löhne和Shao的对偶算法,以及新算法。新算法有几个优点。首先,相应的一维最优化问题使用原始约束,而不添加任何额外的变量或约束。其次,它的迭代次数满足理论上最好的可能。作为一个对偶算法,它是顺序的:在每次迭代中,它产生一个极值解,因此当找到满意解时可以中止。Pareto前沿可以在任何时刻从几个方向“探测”或“扫描”,而不会对效率产生不利影响。最后,它非常适合于处理高度退化的问题,其中有许多线性依赖的约束。在有十个或更多目标的问题上,与Bensolve相比,实现效率显着提高-由于迭代次数减少和改进的组合处理。

英文摘要:

Benson's outer approximation algorithm and its variants are the most frequently used methods for solving linear multiobjective optimization problems. These algorithms have two intertwined components: one-dimensional linear optimization one one hand, and a combinatorial part closely related to vertex numeration on the other. Their separation provides a deeper insight into Benson's algorithm, and points toward a dual approach. Two skeletal algorithms are defined which focus on the combinatorial part. Using different single-objective optimization problems - called oracle calls - yield different algorithms, such as a sequential convex hull algorithm, another version of Benson's algorithm with the theoretically best possible iteration count, the dual algorithm of Ehrgott, Löhne and Shao, and the new algorithm. The new algorithm has several advantages. First, the corresponding one-dimensional optimization problem uses the original constraints without adding any extra variables or constraints. Second, its iteration count meets the theoretically best possible one. As a dual algorithm, it is sequential: in each iteration it produces an extremal solution, thus can be aborted when a satisfactory solution is found. The Pareto front can be "probed" or "scanned" from several directions at any moment without adversely affecting the efficiency. Finally, it is well suited to handle highly degenerate problems where there are many linear dependencies among the constraints. On problems with ten or more objectives the implementation shows a significant increase in efficiency compared to Bensolve - due to the reduced number of iterations and the improved combinatorial handling.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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