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Speaker: Luis Nunes Vicente
Title: Pareto sensitivity, most-changing sub-fronts, and knee solutions
Room: D202
Date: 6/10/2025 14:00
Abstract:
When dealing with a multi-objective optimization problem, obtaining a comprehensive representation of the Pareto front can be computationally expensive. Furthermore, identifying the most representative Pareto solutions can be difficult and sometimes ambiguous. A popular selection are the so-called Pareto knee solutions, where a small improvement in any objective leads to a large deterioration in at least one other objective. In this paper, using Pareto sensitivity, we show how to compute Pareto knee solutions according to their verbal definition of least maximal change. We refer to the resulting approach as the sensitivity knee (snee) approach, and we apply it to unconstrained and constrained problems. Pareto sensitivity can also be used to compute the most-changing Pareto sub-fronts around
a Pareto solution, where the points are distributed along directions of maximum change, which could be of interest in a decision-making process if one is willing to explore solutions around a current one. Our approach is still restricted to scalarized methods, in particular to the weighted-sum or epsilon-constrained methods, and require the computation or approximations of first- and second-order derivatives. We include numerical results from synthetic problems that illustrate the benefits of our approach
Speaker: Luis Nunes Vicente is the Timothy J. Wilmott ’80 Endowed Faculty Professor and Chair of Lehigh University’s Department of Industrial and Systems Engineering (ISE). His research interests include Continuous Optimization, Computational Science and Engineering, and Machine Learning and Data Science.
