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anriseth / MultiJuMP.jl

MultiJuMP enables the user to easily run multiobjective optimisation problems and generate Pareto fronts.
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Implement Eichfelder algorithm? #9

Open anriseth opened 7 years ago

anriseth commented 7 years ago

Moved from README.md.

References:

matbesancon commented 5 years ago

@anriseth I may give this a try. Did you have particular motivation for this algorithm vs others? Would this be a priority to implement?

anriseth commented 5 years ago

Ah, great. Thanks for the continued improvements :)

The motivation for this algorithm was that it promised to better populate the Pareto surface in higher dimensions than what NBI could. If I remember correctly it is also better at adapting to situations where the Pareto front is nonconvex or disconnected.

It is difficult to know whether it is worth the effort, however. I have not encountered applications where the currently implemented methods are not sufficient.

Depending on your and other users' usecases, it may be more valuable to facilitate for a larger type of optimization problems and algorithms, see, for example, https://github.com/anriseth/MultiJuMP.jl/issues/1

matbesancon commented 5 years ago

ok interesting, I have to dig more into the paper

1 seems like a quicker win for the beginning I'll check it