Pareto Front Generation with Knee-Point Based Pruning for Mixed Discrete Multi-Objective Optimization

Abstract

This note proposes an algorithm to generate the Pareto front of a mixed discrete multi-objective optimization problem based on the pruning of irrelevant subproblems. The knee point is introduced as a new reference point for pruning decision. The point can overcome the drawback of the existing reference point - over-pruning, and be naturally defined and used in the context of multi-objective optimization. The validity of the proposed procedure is demonstrated through case studies.