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Comparative evaluation of some interactive reference point-based methods for multi-objective optimisation. (English) Zbl 1054.90070
Summary: Many real-world optimisation applications include several conflicting objectives of possibly nondifferentiable character. However, the lack of computationally efficient, interactive methods for nondifferentiable multi-objective optimisation problems is apparent. To satisfy this demand, a method called NIMBUS has been developed. Two versions of the basic method are presented and compared both theoretically and computationally. In order to give variety to the comparison, a related approach, called reference direction method is included. Theoretically, the methods differ in handling the information requested from the user. Numerical experiments indicate differences in computational efficiency and controllability of the solution processes.

MSC:
90C29 Multi-objective and goal programming
90C90 Applications of mathematical programming
Software:
NIMBUS; NSOLIB
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