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Boundary Decomposition for Finding Nadir Objective Vector in Multi-Objective Discrete Optimization
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Proposes BDNC, an exact algorithm that computes the nadir objective vector of multi-objective discrete optimization problems by solving m bilevel problems built on boundary decomposition, with a lazy rectangle-pruning upper level and any exact single-objective solver at the lower level.
Problem
Computing the exact nadir objective vector of multi-objective discrete optimization problems (MODOPs), which is needed for decision-making but is hard to obtain with guarantees and low cost.
Approach
Applies boundary decomposition to recast nadir (critical point) search as m bilevel problems; the lower level is a boundary scalarization solved by any exact solver, and the upper level prunes an (m-1)-dimensional rectangle search space using propositions that mark invalid regions, with a lazy pruning order.
Key results
- BDNC has the best average rank (1.2) over 24 test problems (4 problem types, 720 instances), versus KL 2.2, KS 2.8, FD&IS 3.8 in median runtime.
- BDNC significantly outperforms KS and FD&IS on all 24 problems in median runtime per Wilcoxon tests at 0.05 level.
- BDNC has timeouts on only 3 instances of large-scale 5-objective MOAP, whereas the other methods time out on most 5-objective large instances.
Measured effects reported in the paper
| What was changed | Where | Measured | Effect |
|---|---|---|---|
| Use BDNC instead of KL | MOAP, 3 objectives, 20×20 · MOAP, 3 objectives, 20×20 | median runtime (seconds): 107 -> 23.2 | Helped |
| Use BDNC instead of KL | MOAP, 4 objectives, 10×10 · MOAP, 4 objectives, 10×10 | median runtime (seconds): 21.2 -> 22.9 | Hurt |
| Use BDNC instead of KL | MOAP, 5 objectives, 10×10 · MOAP, 5 objectives, 10×10 | median runtime (seconds): 214.1 -> 265.7 | Hurt |
| Use BDNC instead of KL | MOAP, 3 objectives, 30×30 · MOAP, 3 objectives, 30×30 | median runtime (seconds): 1518.4 -> 192.3 | Helped |
| Use BDNC instead of KL | MOAP, 4 objectives, 15×15 · MOAP, 4 objectives, 15×15 | median runtime (seconds): 627.8 -> 163.4 | Helped |
| Use BDNC instead of KL | MOKP, 3 objectives, 200 variables · MOKP, 3 objectives, 200 variables | median runtime (seconds): 142.4 -> 96.6 | Helped |
| Use BDNC instead of KL | MOKP, 4 objectives, 50 variables · MOKP, 4 objectives, 50 variables | median runtime (seconds): 39.7 -> 37.1 | No clear effect |
| Use BDNC instead of KL | MOKP, 5 objectives, 50 variables · MOKP, 5 objectives, 50 variables | median runtime (seconds) | Helped |
| Use BDNC instead of KL | MOILP, 3 objectives, 80 variables · MOILP, 3 objectives, 80 variables | median runtime (seconds): 13.9 -> 18.6 | Hurt |
| Use BDNC instead of KL | MOILP, 4 objectives, 40 variables · MOILP, 4 objectives, 40 variables | median runtime (seconds): 22 -> 19.7 | Helped |
| Use BDNC instead of KL | MOILP, 5 objectives, 40 variables · MOILP, 5 objectives, 40 variables | median runtime (seconds): 928.7 -> 258.4 | Helped |
| Use BDNC instead of KL | MOSPP, 3 objectives, 50×50 · MOSPP, 3 objectives, 50×50 | median runtime (seconds): 52.4 -> 26.8 | Helped |
Surprising findings
- KL is faster than BDNC on the 3-objective MOILP and the 4-objective small-scale MOSPP, though gaps are small.
Limitations
- Guarantees depend on mild conditions and the finiteness of the Pareto front for convergence.
- Results depend on the choice of trade-off parameter mu (set to 10^6 in experiments when no preference is given).
- Anytime performance is not yet refined; the authors note future work on the pruning method.
Experimental setup
Datasets: randomly generated MOAP instances randomly generated MOKP instances randomly generated MOILP instances randomly generated MOSPP instances
Benchmarks: MOAP MOKP MOILP MOSPP
Metrics: median runtime (s) best and worst runtime (s) number of timeouts
Baselines: KS (Kirlik and Sayın 2015) KL (Köksalan and Lokman 2015) FD&IS (Özpeynirci 2017)
Builds on: boundary decomposition Kirlik and Sayın (2015) method Köksalan and Lokman (2015) method
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