Computational Study of the Relationships Between Feasible and Efficient Sets and an Approximation

Authors:
A. Mateos;S. Rios-Insua;L. Prieto
Affiliations:
Department of Artificial Intelligence, Madrid Technical University, Campus de Montegancedo, 28660 Boadilla del Monte, Madrid, Spain. amateos@fi.upm.es;Department of Artificial Intelligence, Madrid Technical University, Campus de Montegancedo, 28660 Boadilla del Monte, Madrid, Spain;Department of Artificial Intelligence, Madrid Technical University, Campus de Montegancedo, 28660 Boadilla del Monte, Madrid, Spain
Venue:
Computational Optimization and Applications
Year:
1999

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Abstract

The computational difficulty of obtaining the efficient setin multi-objective programming, specially in nonlinear problems,suggest the need of considering an approximation approach to thisproblem. In this paper, we provide the computational results of therelationships between an approximation to the efficient set and thefeasible and efficient sets. Random problem generation is consideredfor different sizes of the feasible set and we study the implicationswith respect to the number of objective functions and various kindsof objective functions. Computational experience with thisapproximation suggests that we obtain a substantial improvement whenit increases the number of objective functions.