Objective weighing and ranking
A method comprising using at least one hardware processor for: receiving a multi-objective optimization problem; projecting a Pareto frontier of candidate solutions for said multi-objective optimization problem to a hyperplane; decomposing said hyperplane into multiple Voronoi regions each associated with a candidate solution of said candidate solutions; determining a robustness degree for each candidate solution of said candidate solutions, by computing a hypervolume for each region of said multiple Voronoi regions; and ranking said candidate solutions based on the robustness degree.
1. A method comprising using at least one hardware processor for:
receiving a multi-objective optimization problem;
projecting a Pareto frontier of candidate solutions for said multi-objective optimization problem to a hyperplane;
decomposing said hyperplane into multiple Voronoi regions each associated with a candidate solution of said candidate solutions;
determining a robustness degree for each candidate solution of said candidate solutions, by computing a hypervolume for each region of said multiple Voronoi regions;
computing a range of weight vectors for each candidate solution of said candidate solutions; and
ranking said candidate solutions based on the robustness degree.
2. The method according to claim 1 , further comprising using said at least one hardware processor for computing said Pareto frontier.
3. The method according to claim 1 , further comprising using said at least one hardware processor for constructing a visualization of said ranking.
4. The method according to claim 1 , wherein said receiving of said multi-objective optimization problem comprises receiving a description of multiple objectives and a weight associated with each objective of said multiple objectives.
5. The method according to claim 4 , further comprising using said at least one hardware processor for: (a) computing other Voronoi regions based on the received weight associated with each of said objective, and (b) computing one or more intersections between said multiple Voronoi regions and said other Voronoi regions.
6. The method according to claim 4 , wherein said weight is a weight range.
7. The method according to claim 1 , further comprising using said at least one hardware processor for receiving a desired degree of robustness for the weight associated with each objective of the multiple objectives.
8. The method according to claim 1 , wherein the Pareto frontier is concave.
9. The method according to claim 1 , wherein the Pareto frontier is convex.
10. The method according to claim 1 , wherein the Pareto frontier is continuous.
11. The method according to claim 1 , wherein the Pareto frontier is discrete.
12. A computer program product for ranking candidate solutions of a multi-objective optimization problem, the computer program product comprising a non-transitory computer-readable storage medium having program code embodied therewith, the program code executable by at least one hardware processor for:
receiving a multi-objective optimization problem;
projecting a Pareto frontier of candidate solutions for said multi-objective optimization problem to a hyperplane;
decomposing said hyperplane into multiple Voronoi regions each associated with a candidate solution of said candidate solutions;
determining a robustness degree for each candidate solution of said candidate solutions, by computing a hypervolume for each region of said multiple Voronoi regions;
computing a range of weight vectors for each candidate solution of said candidate solutions; and
ranking said candidate solutions based on the robustness degree.
13. The computer program product according to claim 12 , wherein the program code is further executable by said at least one hardware processor for computing said Pareto frontier.
14. The computer program product according to claim 12 , wherein said program code is further executable by said at least one hardware processor for constructing a visualization of said ranking.
15. The computer program product according to claim 12 , wherein said receiving of said multi-objective optimization problem comprises receiving a description of multiple objectives and a weight associated with each objective of said multiple objectives.
16. The computer program product according to claim 15 , wherein said weight is a weight range.
17. The computer program product according to claim 12 , wherein said program code is further executable by said at least one hardware processor for receiving a desired degree of robustness for the weight associated with each objective of the multiple objectives.
18. The computer program product according to claim 11 , wherein the Pareto frontier is concave.
19. The computer program product according to claim 11 , wherein the Pareto frontier is convex.
20. The computer program product according to claim 11 , wherein the Pareto frontier is discrete.