Normal-Boundary Intersection: An Alternate Method for Generating Pareto Optimal Points in Multicriteria Optimization Problems

摘要

This paper proposes an alternate method for finding several Pareto optimal points for a general nonlinear multicriteria optimization problem, aimed at capturing the tradeoff among the various conflicting objectives. It can be rigorously proved that this method is completely independent of the relative scales of the functions and is quite successful in producing an evenly distributed set of points in the Pareto set given an evenly distributed set of 'weights', a property which the popular method of linear combinations lacks. Further, this method can be easily extended in the case of more than two objectives while retaining the computational efficiency of continuation-type algorithms, which is an improvement over homotopy techniques for tracing the tradeoff curve.