English

Approximating Multiobjective Optimization Problems: How exact can you be?

Optimization and Control 2023-05-25 v1 Data Structures and Algorithms

Abstract

It is well known that, under very weak assumptions, multiobjective optimization problems admit (1+ε,,1+ε)(1+\varepsilon,\dots,1+\varepsilon)-approximation sets (also called ε\varepsilon-Pareto sets) of polynomial cardinality (in the size of the instance and in 1ε\frac{1}{\varepsilon}). While an approximation guarantee of 1+ε1+\varepsilon for any ε>0\varepsilon>0 is the best one can expect for singleobjective problems (apart from solving the problem to optimality), even better approximation guarantees than (1+ε,,1+ε)(1+\varepsilon,\dots,1+\varepsilon) can be considered in the multiobjective case since the approximation might be exact in some of the objectives. Hence, in this paper, we consider partially exact approximation sets that require to approximate each feasible solution exactly, i.e., with an approximation guarantee of 11, in some of the objectives while still obtaining a guarantee of 1+ε1+\varepsilon in all others. We characterize the types of polynomial-cardinality, partially exact approximation sets that are guaranteed to exist for general multiobjective optimization problems. Moreover, we study minimum-cardinality partially exact approximation sets concerning (weak) efficiency of the contained solutions and relate their cardinalities to the minimum cardinality of a (1+ε,,1+ε)(1+\varepsilon,\dots,1+\varepsilon)-approximation set.

Keywords

Cite

@article{arxiv.2305.15142,
  title  = {Approximating Multiobjective Optimization Problems: How exact can you be?},
  author = {Cristina Bazgan and Arne Herzel and Stefan Ruzika and Clemens Thielen and Daniel Vanderpooten},
  journal= {arXiv preprint arXiv:2305.15142},
  year   = {2023}
}