Integrating Approximation and Interactive Decision Making in Multicriteria Optimization

Authors:
Kathrin Klamroth;Kaisa Miettinen
Affiliations:
Institute of Applied Mathematics, University of Erlangen-Nuremberg, D-91058 Erlangen, Germany;Department of Mathematical Information Technology, FI-40014 University of Jyvaskyla, Finland, and Helsinki School of Economics, FI-00101 Helsinki, Finland
Venue:
Operations Research
Year:
2008

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Abstract

We present a new interactive hybrid approach for solving multicriteria optimization problems where features of approximation methods and interactive approaches are incorporated. We produce rough approximations of the nondominated set and let the decision maker indicate with the help of reference points where to refine the approximation. In this way, (s)he iteratively directs the search toward the best nondominated solution. After the decision maker has identified the most interesting region of the nondominated set, the final solution can be fine-tuned with existing interactive methods. We suggest different ways of updating the reference point as well as discuss visualizations that can be used in comparing different nondominated solutions. The new method is computationally relatively inexpensive and easy to use for the decision maker.