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Representation of the Pareto front for heterogeneous multi-objective optimization

Jana Thomann(jana.thomann***at***tu-ilmenau.de)
Gabriele Eichfelder(gabriele.eichfelder***at***tu-ilmenau.de)

Abstract: Optimization problems with multiple objectives which are expensive, i.e. where function evaluations are time consuming, are difficult to solve. Finding at least one locally optimal solution is already a difficult task. In case only one of the objective functions is expensive while the others are cheap, for instance analytically given, this can be used in the optimization procedure. Using a trust-region approach and the Tammer-Weidner-functional for finding descent directions, recently an algorithm was proposed which makes use of the heterogeneity of the objective functions. In this paper, we present three heuristic approaches which allow to find additional optimal solutions of the multiobjective optimization problem and by that representations at least of parts of the Pareto front. We present the related theoretical results as well as numerical results on some test instances.

Keywords: multi-objective optimization, heterogeneous optimization, Tammer-Weidner- functional, trust region algorithm

Category 1: Other Topics (Multi-Criteria Optimization )

Category 2: Nonlinear Optimization (Unconstrained Optimization )


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Entry Submitted: 08/26/2019
Entry Accepted: 08/26/2019
Entry Last Modified: 08/26/2019

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