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On upper approximations of Pareto fronts

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In one of our earlier works, we proposed to approximate Pareto fronts to multiobjective optimization problems by two-sided approximations, one from inside and another from outside of the feasible objective… Click to show full abstract

In one of our earlier works, we proposed to approximate Pareto fronts to multiobjective optimization problems by two-sided approximations, one from inside and another from outside of the feasible objective set, called, respectively, lower shell and upper shell. We worked there under the assumption that for a given problem an upper shell exists. As it is not always the case, in this paper we give some sufficient conditions for the existence of upper shells. We also investigate how to constructively search infeasible sets to derive upper shells. We approach this issue by means of problem relaxations. We formally show that under certain conditions some subsets of lower shells to relaxed multiobjective optimization problems are upper shells in the respective unrelaxed problems. Results are illustrated by a numerical example representing a small but real mechanical problem. Practical implications of the results are discussed.

Keywords: upper approximations; pareto fronts; approximations pareto; upper shells; optimization; pareto

Journal Title: Journal of Global Optimization
Year Published: 2018

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