Three Methods for Determining Pareto-Optimal Solutions of Multiple-Objective Problems

Typical problems in system design, decision making, decentralized control, etc., and most multi-person games bear the following general formulation of multiple-objective (MO) optimization problems: $${\text{maximize }}{{\text{z}}_{\text{1}}} = {{\text{J}}_{\text{1}}}\left( {{{\text{x}}_1}, \ldots ,{{\text{x}}_{\text{n}}}} \right), \ldots ,\,\,{\text{and}}\,{{\text{z}}_{\text{N}}} = {{\text{J}}_{\text{N}}}\left( {{{\text{x}}_{\text{1}}}, \ldots ,{{\text{x}}_{\text{n}}}} \right)\,{\text{subject to }}\left( {{{\text{x}}_1}, \ldots ,{{\text{x}}_{\text{n}}}} \right) \in {\text{X}}{\text{.}}$$ (1)

[1]  D. Blackwell,et al.  5. Admissible Points of Convex Sets , 1953 .

[2]  David Mautner Himmelblau,et al.  Applied Nonlinear Programming , 1972 .

[3]  H. Halkin,et al.  Discretional Convexity and the Maximum Principle for Discrete Systems , 1966 .

[4]  J. Lin,et al.  Multiple-Objective Optimization: Proper Equality Constraints (PEC) and Maximization of Index Vectors , 1976 .

[5]  J. Lin Maximal vectors and multi-objective optimization , 1976 .

[6]  P. Yu Cone convexity, cone extreme points, and nondominated solutions in decision problems with multiobjectives , 1974 .

[7]  E. Polak,et al.  Constrained minimization under vector-valued criteria in finite dimensional spaces☆ , 1967 .

[8]  Lotfi A. Zadeh,et al.  Optimality and non-scalar-valued performance criteria , 1963 .

[9]  Multiple-objective programming: Lagrange multipliers and method of proper equality constraints , 1976 .

[10]  Philip Wolfe,et al.  Contributions to the theory of games , 1953 .

[11]  E. Polak,et al.  An algorithm for bicriteria optimization based on the sensitivity function , 1974, CDC 1974.

[12]  Arthur E. Bryson,et al.  Applied Optimal Control , 1969 .

[13]  Y. Ho Differential games, dynamic optimization, and generalized control theory , 1970 .

[14]  O. H. Brownlee,et al.  ACTIVITY ANALYSIS OF PRODUCTION AND ALLOCATION , 1952 .

[15]  J. Neumann,et al.  Theory of games and economic behavior , 1945, 100 Years of Math Milestones.

[16]  JiGuan G. Lin Multiple-objective problems: Pareto-optimal solutions by method of proper equality constraints , 1976 .