In this paper, evolutionary dynamic weighted aggregation methods are generalized to deal with three-objective optimization problems. Simulation results from two test problems show that the performance is quite satisfying. To take a closer look at the characteristics of the Pareto-optimal solutions in the parameter space, piecewise linear models are used to approximate the definition function in...

This paper reports an evolutionary approach called Scatter Search, that uses the concept of Pareto optimality to obtain a good approximate Pareto frontier. In order to designate a subset of strategies to be a reference solutions a choice function called Kramer Selection is used. A variant of measure of Kemen-Snell may be used, in our case study, in order to find a diverse set to complement the ...

We study when two-member household choice behavior is compatible with Pareto optimality. We ask when an external observer of household choices, who does not know the individuals’ preferences, can rationalize the choices as being Pareto-optimal. Our main contribution is to reduce the problem of rationalization to a graph-coloring problem. As a result, we obtain simple tests for Pareto optimal ch...

In this paper we study the Pareto-optimal solutions in convex multi-objective optimization with compact and convex feasible domain. One of the most important problems in multi-objective optimization is the investigation of the topological structure of the Pareto sets. We present the problem of construction of a retraction function of the feasible domain onto Paretooptimal set, if the objective ...

We develop a novel coevolutionary algorithm based upon the concept of Pareto optimality. The Pareto criterion is core to conventional multi-objective optimization (MOO) algorithms. We can think of agents in a coevolutionary system as performing MOO, as well: An agent interacts with many other agents, each of which can be regarded as an objective for optimization. We adapt the Pareto concept to ...

In this paper we introduce general prenormal and normal structures in Banach spaces that cover conventional concepts of normals to arbitrary closed sets under minimal requirements. Based on these structures, we establish new abstract versions of the extremal principle in variational analysis, which plays a fundamental role in many applications. The main applications of this paper concern necess...

This vignette is designed to give a short overview about Pareto Distributions and Generalized Pareto Distributions (GPD). We will work with the SPC.we data of our quantmod vignette. Therefore we have to reproduce the SPC.we data in exactly the same way as described the quantmod vignette. In financial data analysis stock indices as the S&P 500 index are typically analyzed by using the returns of...