A simple method for approximating a general Pareto surface

Tapani Lehtonen*, Pertti Pulkkinen

*Corresponding author for this work

Research output: Contribution to journalArticleScientificpeer-review

Abstract

We present a simple iterative procedure for approximating the Pareto surface of a set S and the only assumption is that S is closed and bounded. The algorithm creates a sequence of upper bounds for the Pareto surface and these upper bounds tighten towards the surface as the number of iteration loops increases towards infinity. The approximation method is further developed towards a tool for optimization in general situations and it may also be applied in interactive multiobjective optimization.

Original languageEnglish
Pages (from-to)115-124
Number of pages10
JournalJournal of Multi-Criteria Decision Analysis
Volume17
Issue number3-4
DOIs
Publication statusPublished - 1 Jan 2010
MoE publication typeA1 Journal article-refereed

Keywords

  • Approximation of pareto surface
  • Domination
  • Multiobjective optimization
  • Upper bound

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