Preference-based Pareto optimization in certain and noisy environments


Abstract

In this article a method for including a priori preferences of decision makers into multicriteria optimization problems is presented. A set of Pareto-optimal solutions is determined via desirability functions of the objectives which reveal experts' preferences regarding different objective regions. An application to noisy objective functions is not straightforward but very relevant for practical applications. Two approaches are introduced in order to handle the respective uncertainties by means of the proposed preference-based Pareto optimization. By applying the methods to the original and uncertain Binh problem and a noisy single cut turning cost optimization problem, these approaches prove to be very effective in focusing on different parts of the Pareto front of the ori-ginal problem in both certain and noisy environments.