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Nicolas Wesner
''Multi-objective optimization via visualization''
( 2017, Vol. 37 No.2 )
This paper presents a very simple and intuitive multi-objective optimization method that makes use of interactive visualization techniques. Multiple views of the potential solutions on scatterplots allow the user to directly search acceptable solutions in biobjective spaces whereas a Venn diagram displays information about the relative scarcity of potential acceptable solutions under distinct criteria. No heuristic search algorithm is used but as an option novelty and diversity in the search space can be created at the user demand. An application to a multi-criteria strategic asset allocation optimization problem is presented.
Keywords: Multi-objective optimization, interactive visualization, strategic asset allocation
JEL: C6 - Mathematical Methods and Programming: General
C8 - Data Collection and Data Estimation Methodology; Computer Programs: General
Manuscript Received : Feb 24 2017 Manuscript Accepted : Jun 05 2017

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