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Approximation Schemes for Multi-objective Optimization with Quadratic Constraints of Fixed CP-Rank

机译:多目标优化的近似方案与固定CP秩的二次约束

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Motivated by the power allocation problem in AC (alternating current) electrical systems, we study the multi-objective (combinatorial) optimization problem where a constant number of (nonnegative) linear functions are simultaneously optimized over a given feasible set of 0-1 points defined by quadratic constraints. Such a problem is very hard to solve if no specific assumptions are made on the structure of the constraint matrices. We focus on the case when the constraint matrices are completely positive and have fixed cp-rank. We propose a polynomial-time algorithm which computes an ∈-Pareto curve for the studied multi-objective problem when both the number of objectives and the number of constraints are fixed, for any constant ∈ > 0. This result is then applied to obtain polynomial-time approximation schemes (PTASes) for two NP-hard problems: multi-criteria power allocation and sum-of-ratios optimization.
机译:通过AC(交流电流)电气系统中的功率分配问题,我们研究了多目标(组合)优化问题,其中在定义的给定可行的0-1点相比,同时优化了恒定数量的(非负)线性函数通过二次约束。如果没有对约束矩阵的结构没有具体假设,则这种问题非常难以解决。当约束矩阵完全正且具有固定的CP秩时,我们专注于这种情况。我们提出了一种多项式 - 时间算法,当所有恒定∈> 0时,当两个恒定的目标和约束的数量都是固定的多目标问题时,计算用于研究的多目标问题的∈Pareto曲线。然后施加该结果以获得多项式以获得多项式-time近似方案(PTASE)对于两个NP难题:多标准功率分配和比率优化。

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