The Multi-Objective Polynomial Optimization
研究了由多项式函数定义的多目标优化问题,分析了帕累托值的几何结构,并给出了通过线性标量化和切比雪夫标量化求解弱帕累托点的方法,同时探讨了如何检测帕累托点的存在性及优化问题的无界性。
The multi-objective optimization is to optimize several objective functions over a common feasible set. Because the objectives usually do not share a common optimizer, people often consider (weakly) Pareto points. This paper studies multi-objective optimization problems that are given by polynomial functions. First, we study the geometry for (weakly) Pareto values and represent Pareto front as the boundary of a convex set. Linear scalarization problems (LSPs) and Chebyshev scalarization problems (CSPs) are typical approaches for getting (weakly) Pareto points. For LSPs, we show how to use tight relaxations to solve them and how to detect existence or nonexistence of proper weights. For CSPs, we show how to solve them by moment relaxations. Moreover, we show how to check whether a given point is a (weakly) Pareto point or not and how to detect existence or nonexistence of (weakly) Pareto points. We also study how to detect unboundedness of polynomial optimization, which is used to detect nonexistence of proper weights or (weakly) Pareto points. Funding: J. Nie is partially supported by the National Science Foundation [Grant DMS-2110780].