SUBJECT
Title
Multiple objective optimization
Type of instruction
lecture
Level
master
Faculty
Part of degree program
Credits
3
Recommended in
Semesters 1-4
Typically offered in
Autumn/Spring semester
Course description
Pareto optimality. The epsilon-constrained method. The value function. The problem of the weighted objective functions. Lexicographical optimization. Trade-off methods.
Readings
- Kaisa Miettinen, Nonlinear Multiobjective Optimization, (Kluwer, 1999).
Further reading:
- Ralph L. Keeney and Howard Raiffa, Decisions with Multiple Objectives: Preferences and Value Tradeoffs, (Cambridge University Press, 1993).