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Representative Systems and Decision Support for Multicriteria Optimization Problems

  • In this thesis, we investigate several upcoming issues occurring in the context of conceiving and building a decision support system. We elaborate new algorithms for computing representative systems with special quality guarantees, provide concepts for supporting the decision makers after a representative system was computed, and consider a methodology of combining two optimization problems. We review the original Box-Algorithm for two objectives by Hamacher et al. (2007) and discuss several extensions regarding coverage, uniformity, the enumeration of the whole nondominated set, and necessary modifications if the underlying scalarization problem cannot be solved to optimality. In a next step, the original Box-Algorithm is extended to the case of three objective functions to compute a representative system with desired coverage error. Besides the investigation of several theoretical properties, we prove the correctness of the algorithm, derive a bound on the number of iterations needed by the algorithm to meet the desired coverage error, and propose some ideas for possible extensions. Furthermore, we investigate the problem of selecting a subset with desired cardinality from the computed representative system, the Hypervolume Subset Selection Problem (HSSP). We provide two new formulations for the bicriteria HSSP, a linear programming formulation and a \(k\)-link shortest path formulation. For the latter formulation, we propose an algorithm for which we obtain the currently best known complexity bound for solving the bicriteria HSSP. For the tricriteria HSSP, we propose an integer programming formulation with a corresponding branch-and-bound scheme. Moreover, we address the issue of how to present the whole set of computed representative points to the decision makers. Based on common illustration methods, we elaborate an algorithm guiding the decision makers in choosing their preferred solution. Finally, we step back and look from a meta-level on the issue of how to combine two given optimization problems and how the resulting combinations can be related to each other. We come up with several different combined formulations and give some ideas for the practical approach.

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Author:Tobias Kuhn
URN (permanent link):urn:nbn:de:hbz:386-kluedo-42205
Advisor:Stefan Ruzika
Document Type:Doctoral Thesis
Language of publication:English
Publication Date:2015/11/04
Year of Publication:2015
Publishing Institute:Technische Universität Kaiserslautern
Granting Institute:Technische Universität Kaiserslautern
Acceptance Date of the Thesis:2015/10/29
Date of the Publication (Server):2015/11/05
Number of page:IV, 197
Faculties / Organisational entities:Fachbereich Mathematik
DDC-Cassification:5 Naturwissenschaften und Mathematik / 510 Mathematik
Licence (German):Standard gemäß KLUEDO-Leitlinien vom 30.07.2015