Skip to main content

Theory and Algorithms for Finding Knees

  • Conference paper

Part of the book series: Lecture Notes in Computer Science ((LNTCS,volume 7811))

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.

This is a preview of subscription content, log in via an institution.

Buying options

Chapter
USD   29.95
Price excludes VAT (USA)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
eBook
USD   39.99
Price excludes VAT (USA)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
Softcover Book
USD   54.99
Price excludes VAT (USA)
  • Compact, lightweight edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info

Tax calculation will be finalised at checkout

Purchases are for personal use only

Learn about institutional subscriptions

Preview

Unable to display preview. Download preview PDF.

Unable to display preview. Download preview PDF.

References

  1. Pareto, V.: Cours d’Economie Politique. Droz, Genève (1896)

    Google Scholar 

  2. Kuhn, H.W., Tucker, A.W.: Nonlinear programming. In: Proceedings of the Second Berkeley Symposium on Mathematical Statistics and Probability, pp. 481–492. University of California Press, Berkeley (1951)

    Google Scholar 

  3. Makarov, E.K., Rachkovski, N.N.: Unified representation of proper efficiency by means of dilating cones. J. Optim. Theory Appl. 101(1), 141–165 (1999)

    Article  MathSciNet  MATH  Google Scholar 

  4. Geoffrion, A.M.: Proper efficiency and the theory of vector maximization. Journal of Mathematical Analysis and Applications 22, 618–630 (1968)

    Article  MathSciNet  MATH  Google Scholar 

  5. Shukla, P.K., Deb, K.: On finding multiple pareto-optimal solutions using classical and evolutionary generating methods. European J. Oper. Res. 181(2), 1630–1652 (2007)

    Article  MATH  Google Scholar 

  6. Shukla, P.K., Hirsch, C., Schmeck, H.: A Framework for Incorporating Trade-Off Information Using Multi-Objective Evolutionary Algorithms. In: Schaefer, R., Cotta, C., Kołodziej, J., Rudolph, G. (eds.) PPSN XI, Part II. LNCS, vol. 6239, pp. 131–140. Springer, Heidelberg (2010)

    Chapter  Google Scholar 

  7. Merrill, H.: Cogeneration - a strategic evaluation. IEEE Transactions on Power Apparatus and Systems 102(2), 463–471 (1983)

    Article  MathSciNet  Google Scholar 

  8. Burke, W., Merrill, H., Schweppe, F., Lovell, B., McCoy, M., Monohon, S.: Trade off methods in system planning. IEEE Transactions on Power Systems 3(3), 1284–1290 (1988)

    Article  Google Scholar 

  9. Deb, K., Gupta, S.: Understanding knee points in bicriteria problems and their implications as preferred solution principles. Engineering Optimization 43(11), 1175–1204 (2011)

    Article  MathSciNet  Google Scholar 

  10. Mattson, C.A., Mullur, A.A., Messac, A.: Smart pareto filter: obtaining a minimal representation of multiobjective design space. Engineering Optimization 36(6), 721–740 (2004)

    Article  MathSciNet  Google Scholar 

  11. Rachmawati, L., Srinivasan, D.: Multiobjective evolutionary algorithm with controllable focus on the knees of the pareto front. IEEE Transactions on Evolutionary Computation 13(4), 810–824 (2009)

    Article  Google Scholar 

  12. Branke, J., Deb, K., Dierolf, H., Osswald, M.: Finding Knees in Multi-objective Optimization. In: Yao, X., Burke, E.K., Lozano, J.A., Smith, J., Merelo-Guervós, J.J., Bullinaria, J.A., Rowe, J.E., Tiňo, P., Kabán, A., Schwefel, H.-P. (eds.) PPSN VIII. LNCS, vol. 3242, pp. 722–731. Springer, Heidelberg (2004)

    Chapter  Google Scholar 

  13. Das, I.: On characterizing the “knee” of the Pareto curve based on Normal-Boundary Intersection. Structural Optimization 18(2-3), 107–115 (1999)

    Article  Google Scholar 

  14. Miettinen, K.: Nonlinear Multiobjective Optimization. Kluwer, Boston (1999)

    MATH  Google Scholar 

  15. Bechikh, S., Ben Said, L., Ghédira, K.: Searching for knee regions in multi-objective optimization using mobile reference points. In: Proceedings of the 2010 ACM Symposium on Applied Computing, SAC 2010, pp. 1118–1125. ACM, New York (2010)

    Chapter  Google Scholar 

  16. Das, I., Dennis, J.: Normal-boundary intersection: A new method for generating the Pareto surface in nonlinear multicriteria optimization problems. SIAM Journal of Optimization 8(3), 631–657 (1998)

    Article  MathSciNet  MATH  Google Scholar 

  17. Gembicki, F., Haimes, Y.: Approach to performance and sensitivity multiobjective optimization: The goal attainment method. IEEE Transactions on Automatic Control 20(6), 769–771 (1975)

    Article  Google Scholar 

  18. Schütze, O., Laumanns, M., Coello Coello, C.: Approximating the Knee of an MOP with Stochastic Search Algorithms. In: Rudolph, G., Jansen, T., Lucas, S., Poloni, C., Beume, N. (eds.) PPSN X. LNCS, vol. 5199, pp. 795–804. Springer, Heidelberg (2008)

    Chapter  Google Scholar 

  19. Kaliszewski, I.: Quantitative Pareto analysis by cone separation technique. Kluwer Academic Publishers (1994)

    Google Scholar 

  20. Kaliszewski, I.: Soft computing for complex multiple criteria decision making. Springer, New York (2006)

    Google Scholar 

  21. Conway, J.B.: Functions of one complex variable, 2nd edn. Graduate Texts in Mathematics, vol. 11. Springer (1978)

    Google Scholar 

  22. Clarke, F.H.: Optimization and nonsmooth analysis, 2nd edn. Classics in Applied Mathematics, vol. 5. SIAM, Philadelphia (1990)

    Book  MATH  Google Scholar 

  23. Deb, K., Agrawal, S., Pratap, A., Meyarivan, T.: A fast and elitist multi-objective genetic algorithm: NSGA-II. IEEE Transactions on Evolutionary Computation 6(2), 182–197 (2002)

    Article  Google Scholar 

  24. Deb, K.: Multi-objective optimization using evolutionary algorithms. Wiley (2001)

    Google Scholar 

  25. Deb, K., Thiele, L., Laumanns, M., Zitzler, E.: Scalable test problems for evolutionary multi-objective optimization. In: Abraham, A., et al. (eds.) Evolutionary Multiobjective Optimization, pp. 105–145. Springer, London (2005)

    Chapter  Google Scholar 

  26. Durillo, J.J., Nebro, A.J.: jmetal: A java framework for multi-objective optimization. Advances in Engineering Software 42(10), 760–771 (2011)

    Article  Google Scholar 

  27. Deb, K., Gupta, H.: Introducing robustness in multi-objective optimization. Evol. Comput. 14(4), 463–494 (2006)

    Article  Google Scholar 

  28. Kung, H.T., Luccio, F., Preparata, F.P.: On finding the maxima of a set of vectors. Journal of the Association for Computing Machinery 22(4), 469–476 (1975)

    Article  MathSciNet  MATH  Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Editor information

Editors and Affiliations

Rights and permissions

Reprints and permissions

Copyright information

© 2013 Springer-Verlag Berlin Heidelberg

About this paper

Cite this paper

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

Download citation

  • DOI: https://doi.org/10.1007/978-3-642-37140-0_15

  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-642-37139-4

  • Online ISBN: 978-3-642-37140-0

  • eBook Packages: Computer ScienceComputer Science (R0)

Publish with us

Policies and ethics