Multi-objective optimization problems require simultaneously optimizing two or more objective functions. Many studies have reported that the solution set of an M -objective optimization problem often forms an (M − 1)-dimensional topological simplex (a curved line for M = 2, a curved triangle for M = 3, a curved tetrahedron for M = 4, etc.). Since the dimensionality of the solution set increases as the number of objectives grows, an exponentially large sample size is needed to cover the solution set. To reduce the required sample size, this paper proposes a Bézier simplex model and its fitting algorithm. These techniques can exploit the simplex structure of the solution set and decompose a high-dimensional surface fitting task into a sequence of low-dimensional ones. An approximation theorem of Bézier simplices is proven. Numerical experiments with synthetic and real-world optimization problems demonstrate that the proposed method achieves an accurate approximation of high-dimensional solution sets with small samples. In practice, such an approximation will be conducted in the postoptimization process and enable a better trade-off analysis.
PreliminariesLet us introduce notations for defining simplicial problems and review an existing method of Bézier curve fitting.
Simplicial ProblemA multi-objective optimization problem is denoted by its objective map f = (f 1 , . . . , f M ) : X → R M . Let I := { 1, . . . , M } be the index set of objective functions and ∆ M −1 := (t 1 , . . . , t M ) ∈ R M 0 ≤ t m , m∈M t m = 1 be the standard simplex in R M . For each non-empty subset J ⊆ I, we call∆ J := (t 1 , . . . , t M ) ∈ ∆ M −1 t m = 0 (m ∈ J) the J-face of ∆ M −1 andThe problem class we are interested in is as follows:We call such φ and f • φ a triangulation of the Pareto set X * (f ) and the Pareto front f X * (f ), respectively. For each non-empty subset J ⊆ I, we call X * (f J ) the J-face of X * (f ) and f X * (f J ) the J-face of f X * (f ). For each 0 ≤ m ≤ M − 1, we callthe m-skeleton of X * (f ) and f X * (f ), respectively.By definition, any subproblem of a simplicial problem is again simplicial. As shown in Figure 1b, the Pareto sets forms a simplex. The second condition asserts that f | X * (f ) : X * (f ) → R M is a C 0 -embedding. This means that the Pareto front of each subproblem is homeomorphic to its Pareto set as shown in Figure 1c. Therefore, the Pareto set/front of an M -objective simplicial problem can be identified with a curved (M − 1)-simplex. We can find its J-face by solving the J-subproblem.