Notes on multiple objective combinatorial optimisation problems
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Updates 2024/01/31
This post records some notes on multi-objective combinatorial optimization (MOCO) problems.
Categorisation of strategies
Ehrgott and Gandibleux [7] categorised solution methods for addressing multi-objective optimization problems into three groups, based on the information provided by decision-makers. These groups are as follows:
- Priori mode: In this strategy, decision-makers express their preferences at the beginning of the process. An example of this approach is goal programming, where decision-makers specify their objectives upfront.
- Posteriori mode: The preferences of decision-makers are analyzed after obtaining all the non-dominated points. This mode focuses on evaluating and comparing different solutions based on the decision-makers’ preferences. Some algorithms of this approach aim to obtain the entire non-dominated frontier. These algorithms involve reformulating the multiple-objective problem as a collection of single-objective models. Two effective approaches are the two-phase method and $\epsilon$-constraint method.
- Interactive mode: This strategy involves active involvement and collaboration between decision-makers and the decision-making process. Decision-makers play a significant role, providing feedback and refining their preferences during the computation steps.
Goal programming
Here, for each of the objectives a target value (goal) is specified by the decision maker. The overall aim is to minimize the deviation from the specified goals. This approach is sometimes considered a different field from multiobjective optimization.
A good example of goal programming can be found here.
Other references on GP
Ignizio JP (1976) Goal programming and extensions. Lexington Books,Lexington, KY
Lee SM (1972) Goal Programming for decision analysis. Auerbach,Philadelphia,PA
Efficient solution and supported solution
Lexicographic optimization
Max-ordering problem
As far as the other definitions of optimality in (MOCO) are concerned,we note that the max-ordering problem with sum objectives is INP -hard in general (see [22]), but can be reduced to a single objective problem in the case of bottleneck objectives.
For lexicographic optimization it is known that a lexicographically optimal solution is always efficient,and even a supported efficient solution
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