4.2 Article

Approximate Pareto sets of minimal size for multi-objective optimization problems

Journal

OPERATIONS RESEARCH LETTERS
Volume 43, Issue 1, Pages 1-6

Publisher

ELSEVIER SCIENCE BV
DOI: 10.1016/j.orl.2014.10.003

Keywords

Multi-objective optimization; Pareto set; Non-dominated points; Approximation algorithm; Greedy algorithm

Funding

  1. French ANR project GUaranteed Efficiency for PAReto optimal solutions Determination (GUEPARD) [ANR-09-BLAN-0361]

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We are interested in a problem introduced by Vassilvitskii and Yannakakis (2005), the computation of a minimum set of solutions that approximates within an accuracy epsilon the Pareto set of a multi-objective optimization problem. We mainly establish a new 3-approximation algorithm for the bi-objective case. We also propose a study of the greedy algorithm performance for the tri-objective case when the points are given explicitly, answering an open question raised by Koltun and Papadimitriou in (2007). (C) 2014 Elsevier B.V. All rights reserved.

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