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A Fair, Sequential Multiple Objective Optimization Algorithm

Can Kizilkale(kizilkalecan***at***gmail.com)

Abstract: In multi-objective optimization the objective is to reach a point which is Pareto ecient. However we usually encounter many such points and choosing a point amongst them possesses another problem. In many applications we are required to choose a point having a good spread over all objective functions which is a direct consequence of the notion of fairness. In this paper we propose two things. The rst one is the concept of "Feasible Fairness" and the second one is a novel, simple to implement and fast algorithm which is guaranteed to converge to a "feasibly fair" point if the objective functions are continuous and strictly quasi-convex on a compact and convex domain.

Keywords: Multi-objective optimization, Feasible Fairness, Convex optimization

Category 1: Convex and Nonsmooth Optimization

Category 2: Other Topics (Game Theory )

Category 3: Applications -- Science and Engineering

Citation: August/2012

Download: [PDF]

Entry Submitted: 08/17/2012
Entry Accepted: 08/18/2012
Entry Last Modified: 08/17/2012

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