On the representation of the search region in multi-objective optimization

Abstract

Given a finite set N of feasible points of a multi-objective optimization (MOO) problem, the search region corresponds to the part of the objective space containing all the points that are not dominated by any point of N, i.e. the part of the objective space which may contain further nondominated points. In this paper, we consider a representation of the search region by a set of tight local upper bounds (in the minimization case) that can be derived from the points of N. Local upper bounds play an important role in methods for generating or approximating the nondominated set of an MOO problem, yet few works in the field of MOO address their efficient incremental determination. We relate this issue to the state of the art in computational geometry and provide several equivalent definitions of local upper bounds that are meaningful in MOO. We discuss the complexity of this representation in arbitrary dimension, which yields an improved upper bound on the number of solver calls in epsilon-constraint-like methods to generate the nondominated set of a discrete MOO problem. We analyze and enhance a first incremental approach which operates by eliminating redundancies among local upper bounds. We also study some properties of local upper bounds, especially concerning the issue of redundant local upper bounds, that give rise to a new incremental approach which avoids such redundancies. Finally, the complexities of the incremental approaches are compared from the theoretical and empirical points of view.