Approximating Pareto curves using semidefinite relaxations
File(s)1404.4772v2.pdf (1.69 MB)
Accepted version
Author(s)
Magron, V
Henrion, D
Lasserre, J-B
Type
Journal Article
Abstract
We approximate as closely as desired the Pareto curve associated with bicriteria polynomial optimization problems. We use three formulations (including the weighted sum approach and the Chebyshev approximation) and each of them is viewed as a parametric polynomial optimization problem. For each case is associated a hierarchy of semidefinite relaxations and from an optimal solution of each relaxation one approximates the Pareto curve by solving an inverse problem (first two cases) or by building a polynomial underestimator (third case).
Keywords
Parametric polynomial optimization problems; Semidefinite programming; Multicriteria optimization; Sums of squares relaxations; Pareto curve; Inverse problem from generalized moments
Keywords
Parametric polynomial optimization problems; Semidefinite programming; Multicriteria optimization; Sums of squares relaxations; Pareto curve; Inverse problem from generalized moments
Date Issued
2014-08-04
Date Acceptance
2014-07-28
Citation
Operations Research Letters, 2014, 42 (6-7), pp.432-437
ISSN
1872-7468
Publisher
Elsevier
Start Page
432
End Page
437
Journal / Book Title
Operations Research Letters
Volume
42
Issue
6-7
Copyright Statement
© 2015, Elsevier. Licensed under the Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 International http://creativecommons.org/licenses/by-nc-nd/4.0/
Publication Status
Published