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Books : Evaluation of nondominated solution sets for k-objective optimization problems: An exact method and approximations [An article from: European Journal of Operational Research]

Books : Evaluation of nondominated solution sets for k-objective optimization problems: An exact method and approximations [An article from: European Journal of Operational Research]

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Binding: Digital
Format: HTML
Label: Elsevier
Manufacturer: Elsevier
Number Of Pages: 17
Publication Date: September 01, 2006
Publisher: Elsevier
Studio: Elsevier






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Product Description:
This digital document is a journal article from European Journal of Operational Research, published by Elsevier in 2006. The article is delivered in HTML format and is available in your Amazon.com Media Library immediately after purchase. You can view it with any web browser.

Description:
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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