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arXiv 2501.16993math.OC
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帕累托敏感性、最变化子前沿和膝部解

Pareto sensitivity, most-changing sub-fronts, and knee solutions

University of Cincinnati(辛辛那提大学);UNICAMP - Universidade Estadual de Campinas(坎皮纳斯州立大学);Lehigh University(利哈伊大学)

Tommaso Giovannelli, Marcos Medeiros Raimundo, Luis Nunes Vicente

AI总结:

本文提出基于帕累托敏感性的膝部解方法,用于识别多目标优化中最具代表性的解,通过计算局部最变化的帕累托子前沿来提高效率。

摘要:

在处理多目标优化问题时,获取帕累托最优解集的全面表示可能计算成本高。然而,识别最具代表性的解却困难且有时模糊,因为代表性取决于决策者的偏好。本文利用帕累托敏感性,展示如何根据其非正式定义(最小最大变化)计算帕累托膝部解。我们称此方法为敏感性膝部(snee)方法,并将其应用于无约束和有约束问题。帕累托敏感性还可用于计算围绕非支配点的局部最变化帕累托子前沿,其中子前沿上的点沿最大变化方向分布。我们的方法仍局限于标量化方法,特别是加权和或epsilon约束方法,并需要计算或近似一阶和二阶导数。我们包含合成问题的数值结果,以说明本方法的优势。

英文摘要:

When dealing with a multi-objective optimization problem, identifying Pareto optimal solutions that capture relevant trade-offs may not be straightforward. Popular choices include the so-called Pareto knee solutions, which correspond to nondominated points on the Pareto front where a small improvement in any objective leads to a large deterioration in at least one other objective. In this paper, using Pareto sensitivity, we relate Pareto knee solutions to Geoffrion's concept of proper efficiency and show how to compute them according to their verbal (informal) definition of least maximal change. We refer to the resulting approach as the sensitivity knee (snee) approach, and we apply it to unconstrained and constrained problems. Pareto sensitivity can also be used to compute local most-changing Pareto sub-fronts around a nondominated point, where points on the sub-fronts are distributed along directions of maximum change. Our approach is restricted to scalarized methods, in particular to the weighted-sum or epsilon-constrained methods, and requires the computation or approximations of first- and second-order derivatives. We include numerical results from synthetic problems that illustrate our approach.

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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