Integrating approximation and interactive decision making in multicriteria optimization

成果类型:
Article
署名作者:
Klamroth, Kathrin; Miettinen, Kaisa
署名单位:
University of Erlangen Nuremberg; Aalto University; University of Jyvaskyla
刊物名称:
OPERATIONS RESEARCH
ISSN/ISSBN:
0030-364X
DOI:
10.1287/opre.1070.0425
发表日期:
2008
页码:
222-234
关键词:
摘要:
We present a new interactive hybrid approach for solving multicriteria optimization problems where features of approximation methods and interactive approaches are incorporated. We produce rough approximations of the nondominated set and let the decision maker indicate with the help of reference points where to re. ne the approximation. In this way, (s) he iteratively directs the search toward the best nondominated solution. After the decision maker has identified the most interesting region of the nondominated set, the final solution can be fine-tuned with existing interactive methods. We suggest different ways of updating the reference point as well as discuss visualizations that can be used in comparing different nondominated solutions. The new method is computationally relatively inexpensive and easy to use for the decision maker.