Abstract
In many applications, it is required to optimize several conflicting objectives concurrently leading to a multobjective optimization problem (MOP). The solution set of a MOP, the Pareto set, typically forms a (k-1)-dimensional object, where k is the number of objectives involved in the optimization problem. The purpose of this chapter is to give an overview of recently developed set oriented techniques - subdivision and continuation methods - for the computation of Pareto sets \(\mathcal{P}\) of a givenMOP. All these methods have in common that they create sequences of box collections which aim for a tight covering of \(\mathcal{P}\). Further, we present a class of multiobjective optimal control problems which can be efficiently handled by the set oriented continuation methods using a transformation into high-dimensionalMOPs. We illustrate all the methods on both academic and real world examples.
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Schütze, O., Witting, K., Ober-Blöbaum, S., Dellnitz, M. (2013). Set Oriented Methods for the Numerical Treatment of Multiobjective Optimization Problems. In: Tantar, E., et al. EVOLVE- A Bridge between Probability, Set Oriented Numerics and Evolutionary Computation. Studies in Computational Intelligence, vol 447. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-32726-1_5
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