Abstract
A multi-objective optimization problem involves multiple and conflicting objectives. These conflicting objectives give rise to a set of Pareto-optimal solutions. However, not all the members of the Pareto-optimal set have equally nice properties. The classical concept of proper Pareto-optimality is a way of characterizing good Pareto-optimal solutions. In this paper, we metrize this concept to induce an ordering on the Pareto-optimal set. The use of this metric allows us to define a proper knee region, which contains solutions below a user-specified threshold metric. We theoretically analyze past definitions of knee points, and in particular, reformulate a commonly used nonlinear program, to achieve convergence results. Additionally, mathematical properties of the proper knee region are investigated. We also develop two multi-objective evolutionary algorithms towards finding proper knees and present simulation results on a number of test problems.
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Shukla, P.K., Braun, M.A., Schmeck, H. (2013). Theory and Algorithms for Finding Knees. In: Purshouse, R.C., Fleming, P.J., Fonseca, C.M., Greco, S., Shaw, J. (eds) Evolutionary Multi-Criterion Optimization. EMO 2013. Lecture Notes in Computer Science, vol 7811. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-37140-0_15
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DOI: https://doi.org/10.1007/978-3-642-37140-0_15
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