An Efficient Sampling Approach to Multiobjective Optimization

@article{Fu2004AnES,
  title={An Efficient Sampling Approach to Multiobjective Optimization},
  author={Yan Fu and Urmila M. Diwekar},
  journal={Annals OR},
  year={2004},
  volume={132},
  pages={109-134}
}
This paper presents a new approach to multiobjective optimization based on the principles of probabilistic uncertainty analysis. At the core of this approach is an efficient nonlinear multiobjective optimization algorithm, Minimizing Number of Single Objective Optimization Problems (MINSOOP), to generate a true representation of the whole Pareto surface. Results show that the computational savings of this new algorithm versus the traditional constraint method increase dramatically when the… CONTINUE READING

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