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NAUTILUS Navigator: free search interactive multiobjective optimization without trading-off

Author

Listed:
  • Ana B. Ruiz

    (Universidad de Málaga)

  • Francisco Ruiz

    (Universidad de Málaga)

  • Kaisa Miettinen

    (Faculty of Information Technology)

  • Laura Delgado-Antequera

    (Programa de Doctorado de Economía y Empresa de la Universidad de Málaga)

  • Vesa Ojalehto

    (Faculty of Information Technology)

Abstract

We propose a novel combination of an interactive multiobjective navigation method and a trade-off free way of asking and presenting preference information. The NAUTILUS Navigator is a method that enables the decision maker (DM) to navigate in real time from an inferior solution to the most preferred solution by gaining in all objectives simultaneously as (s)he approaches the Pareto optimal front. This means that, while the DM reaches her/his most preferred solution, (s)he avoids anchoring around the starting solution and, at the same time, sees how the ranges of the reachable objective function values shrink without trading-off. The progress of the motion towards the Pareto optimal front is also shown and, thanks to the graphical user interface, this information is available in an understandable form. The DM provides preference information to direct the movement in terms of desirable aspiration levels for the objective functions, bounds that are not to be exceeded as well as the motion speed. At any time, (s)he can change the navigation direction and even go backwards if needed. One of the major advantages of this method is its applicability to any type of problem, as long as an approximation set of the Pareto optimal front is available and, particularly, to problems with time-consuming function evaluations. Its functionality is demonstrated with an example problem.

Suggested Citation

  • Ana B. Ruiz & Francisco Ruiz & Kaisa Miettinen & Laura Delgado-Antequera & Vesa Ojalehto, 2019. "NAUTILUS Navigator: free search interactive multiobjective optimization without trading-off," Journal of Global Optimization, Springer, vol. 74(2), pages 213-231, June.
  • Handle: RePEc:spr:jglopt:v:74:y:2019:i:2:d:10.1007_s10898-019-00765-2
    DOI: 10.1007/s10898-019-00765-2
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    References listed on IDEAS

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    1. Daniel Kahneman & Amos Tversky, 2013. "Prospect Theory: An Analysis of Decision Under Risk," World Scientific Book Chapters, in: Leonard C MacLean & William T Ziemba (ed.), HANDBOOK OF THE FUNDAMENTALS OF FINANCIAL DECISION MAKING Part I, chapter 6, pages 99-127, World Scientific Publishing Co. Pte. Ltd..
    2. Aloysius, John A. & Davis, Fred D. & Wilson, Darryl D. & Ross Taylor, A. & Kottemann, Jeffrey E., 2006. "User acceptance of multi-criteria decision support systems: The impact of preference elicitation techniques," European Journal of Operational Research, Elsevier, vol. 169(1), pages 273-285, February.
    3. Kaisa Miettinen & Dmitry Podkopaev & Francisco Ruiz & Mariano Luque, 2015. "A new preference handling technique for interactive multiobjective optimization without trading-off," Journal of Global Optimization, Springer, vol. 63(4), pages 633-652, December.
    4. Richard Nielsen, 2009. "Varieties of Win–Win Solutions to Problems with Ethical Dimensions," Journal of Business Ethics, Springer, vol. 88(2), pages 333-349, August.
    5. Luque, Mariano & Miettinen, Kaisa & Eskelinen, Petri & Ruiz, Francisco, 2009. "Incorporating preference information in interactive reference point methods for multiobjective optimization," Omega, Elsevier, vol. 37(2), pages 450-462, April.
    6. Ravaja, Niklas & Korhonen, Pekka & Köksalan, Murat & Lipsanen, Jari & Salminen, Mikko & Somervuori, Outi & Wallenius, Jyrki, 2016. "Emotional–motivational responses predicting choices: The role of asymmetrical frontal cortical activity," Journal of Economic Psychology, Elsevier, vol. 52(C), pages 56-70.
    7. Hartikainen, Markus & Miettinen, Kaisa & Klamroth, Kathrin, 2019. "Interactive Nonconvex Pareto Navigator for multiobjective optimization," European Journal of Operational Research, Elsevier, vol. 275(1), pages 238-251.
    8. Kaisa Miettinen & Francisco Ruiz, 2016. "NAUTILUS framework: towards trade-off-free interaction in multiobjective optimization," Journal of Business Economics, Springer, vol. 86(1), pages 5-21, January.
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    10. Miettinen, Kaisa & Eskelinen, Petri & Ruiz, Francisco & Luque, Mariano, 2010. "NAUTILUS method: An interactive technique in multiobjective optimization based on the nadir point," European Journal of Operational Research, Elsevier, vol. 206(2), pages 426-434, October.
    11. Ruiz, Ana B. & Sindhya, Karthik & Miettinen, Kaisa & Ruiz, Francisco & Luque, Mariano, 2015. "E-NAUTILUS: A decision support system for complex multiobjective optimization problems based on the NAUTILUS method," European Journal of Operational Research, Elsevier, vol. 246(1), pages 218-231.
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    Cited by:

    1. Bhupinder Singh Saini & Michael Emmerich & Atanu Mazumdar & Bekir Afsar & Babooshka Shavazipour & Kaisa Miettinen, 2022. "Optimistic NAUTILUS navigator for multiobjective optimization with costly function evaluations," Journal of Global Optimization, Springer, vol. 83(4), pages 865-889, August.
    2. Maciej Nowak & Tadeusz Trzaskalik, 2022. "A trade-off multiobjective dynamic programming procedure and its application to project portfolio selection," Annals of Operations Research, Springer, vol. 311(2), pages 1155-1181, April.
    3. Korhonen, Pekka J. & Wallenius, Jyrki & Genc, Tolga & Xu, Peng, 2021. "On rational behavior in multi-attribute riskless choice," European Journal of Operational Research, Elsevier, vol. 288(1), pages 331-342.

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