Integrating Pareto Optimization into Dynamic Programming

Abstract

Pareto optimization combines independent objectives by computing the Pareto front of the search space, yielding a set of optima where none scores better on all objectives than any other. Recently, it was shown that Pareto optimization seamlessly integrates with algebraic dynamic programming: when scoring schemes A and B can correctly evaluate the search space via dynamic programming, then so can Pareto optimization with respect to A and B. However, the integration of Pareto optimization into dynamic programming opens a wide range of algorithmic alternatives, which we study in substantial detail in this article, using real-world applications in biosequence analysis, a field where dynamic programming is ubiquitous. Our results are two-fold: (1) We introduce the operation of a "Pareto algebra product" in the dynamic programming framework of Bellman's GAP. Users of this framework can now ask for Pareto optimization with a single keystroke. Careful evaluation of the implementation alternatives by means of an extended Bellman's GAP compiler demonstrates the dependence of the best implementation choice on the application at hand. (2) We extract from our experiments several pieces of advice to programmers who do not use a system such as Bellman's GAP, but who choose to hand-craft their dynamic programming recurrences, incorporating Pareto optimization from scratch.

Dynamic Programming Multi-Objective Combinatorial Optimization

“…Later, lexicographic optimization was added to ADP [36] (see also [37]). The construction of the set of Pareto optimal points for bi-criteria optimization problems was incorporated into ADP in [38,39,40]. Besides clear differences, ADP and our approach have some common features.…”

Dynamic programming bi-criteria combinatorial optimization

“…Initially, ADP included optimization relative to one criterion. In 2014, the construction of the set of Pareto optimal points for bi-criteria optimization problems was incorporated into ADP [15,29,30]. Besides clear differences, ADP and our approach have some common features.…”