A multi-objective selection procedure of determining a Pareto set

Authors:
E. Jack Chen;Loo Hay Lee
Affiliations:
BASF Corporation, 333 Mount Hope Avenue, NJ 07866-0909, USA;Department of Industrial and Systems Engineering, National University of Singapore, 10 Kent Ridge Crescent, Singapore 119260
Venue:
Computers and Operations Research
Year:
2009

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Abstract

Ranking and selection (R&S) procedures have been widely studied and applied in determining the required sample size (i.e., the number of replications or batches) for selecting the best system or a subset containing the best system from a set of k alternatives. Most of the studies in the R&S have focused on a single measure of system performance. In many practical situations, however, we need to select systems based on multiple criteria. A solution is called Pareto optimal if there exists no other solution which is better in all criteria. This paper discusses extending a R&S procedure to select a Pareto set containing non-dominated systems. Computational results show that the proposed procedures are effective in obtaining non-dominated systems.