Study of hybrid methods for approximating the Edgeworth-Pareto hull in nonlinear multicriteria optimization problems
Vadim E. Berezkin, Alexander V. Lotov, Е. А. Лотова · Computational Mathematics and Mathematical Physics · 2014
Methods for approximating the Edgeworth-Pareto hull (EPH) of the set of feasible criteria vectors in nonlinear multicriteria optimization problems are examined. The relative efficiency of two EPH approximation methods based on classical methods of searching for local extrema of convolutions of criteria is experimentally studied for a large-scale applied problem (with several hundred variables). A hybrid EPH approximation method combining classical and genetic approximation methods is considered.