Numerical Procedures in Multiobjective Optimization with Variable Ordering Structures

Abstract

Multiobjective optimization problems with a variable ordering structure, instead of a partial ordering, have recently gained interest due to several applications. In the previous years, a basic theory has been developed for such problems. The binary relations of a variable ordering structure are defined by a cone-valued map that associates, with each element of the linear space ℝ m , a pointed convex cone of dominated or preferred directions. The difficulty in the study of the variable ordering structures arises from the fact that the binary relations are in general not transitive. In this paper, we propose numerical approaches for solving such optimization problems. For continuous problems a method is presented using scalarization functionals, which allows the determination of an approximation of the infinite optimal solution set. For discrete problems the Jahn–Graef–Younes method, known from multiobjective optimization with a partial ordering, is adapted to allow the determination of all optimal elements with a reduced effort compared to a pairwise comparison.