plenary speech

Prof. Rosa Penna
Prof. Nodari Vakhania
Sate University Morelos, Mexico


Title: On some optimality measures for multi-criteria optimization

Abstract: Multi-criteria optimization problems are difficult to address since different objectives are often contradictory. A commonly used compromise is to look for a Pareto-optimal frontier of the feasible solutions consisting of those that are not dominated by any other feasible solution (with respect to any of the given criteria). Finding the Pareto-optimal frontier often remains NP-hard. This is always the case if at least one of the corresponding single-criterion problem is NP-hard. Finding the Pareto-optimal set of solutions may be NP-hard even if none of the single-criterion problem is NP-hard. Here we give a brief comparative analysis of the Pareto-approach with another practical multi-criteria optimality measure that we call threshold-optimization measure. The threshold-optimization problem seeks for a feasible schedule whose objective values are acceptable for a given particular application for all objective functions, in particular, they do not exceed (for minimization problems) or are no smaller (for maximization problems) than the components of a threshold vector specified by the practitioner whose $i$th component is some threshold value for the $i$th objective function. As we observe, depending on the components of the above vector, it might be possible to solve the threshold-optimization problem in a low degree polynomial time even if all the corresponding single-criteria problems are NP-hard. A threshold vector with specific threshold values for each objective function is supposed to have a direct practical meaning. For practically useful values of the threshold vector, the threshold-optimization problem might be solved in a low-degree polynomial time by a kit of heuristic algorithms, each one being designed for one of the corresponding single-criterion problems. If the kit of heuristic algorithms fails to find a feasible solution respecting the threshold vector, then the heuristics for NP-hard single-criterion problems can be replaced by implicit enumeration algorithms. In fact, the replacement can be accomplished step-by-step, starting from the most critical heuristics. This kind of approach may be more practical since the practitioner may not be interested, in general, in the minimization of each objective function but rather in an solution of an acceptable quality for every objective function: in practice, there may be different tolerances to the quality of the delivered solution for each objective function.

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