Multiobjective Optimization

Ects : 3

Enseignant responsable :

Volume horaire : 15

Description du contenu de l'enseignement :

This course introduces the main concepts, results and methods in multiobjective optimization in general, with an emphasis on multiobjective combinatorial optimization.

Compétence à acquérir :

  • Motivation, main concepts (decision space, criterion space, efficient solutions, non-dominated points,...),
  • Interest and limitations of the main scalarizing functions (Weighted sum, Tchebychev, reference point,...)
  • Multiobjective combinatorial optimization – Specific difficulties (intractability...)
  • Exact methods for enumérating the non-dominated set (generic methods, specific methods)
  • Approximate methods with a priori guarantee
  • General approaches for determining a best compromise solution

Bibliographie, lectures recommandées

  • M. Ehrgott, Multicriteria Optimization, Springer, 2005, 2nd edition.
  • Steuer, R. 1985. Multiple Criteria Optimization: Theory, Computation and Application. New York: John Wiley and Sons.
  • Vanderpooten, D. Multiobjective Programming: Basic Concepts and Approaches. In R. Slowinski and J. Teghem, editors, Stochastic versus Fuzzy Approaches to Multiobjective Mathematical Programming under Uncertainty, pages 7-22, 1990. Kluwer Academic, Dordrecht.