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Published 20 hours ago • verified publisher icon anriseth

Implement Eichfelder algorithm?

Open anriseth opened this issue 8 years ago • 3 comments

Moved from README.md.

References:

  • http://epubs.siam.org/doi/abs/10.1137/060672029
  • https://books.google.co.uk/books?id=IXsvG2DcbsAC

anriseth avatar Jan 18 '17 10:01 anriseth

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

matbesancon avatar Jan 10 '19 14:01 matbesancon

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

anriseth avatar Jan 10 '19 19:01 anriseth

ok interesting, I have to dig more into the paper #1 seems like a quicker win for the beginning I'll check it

matbesancon avatar Jan 10 '19 23:01 matbesancon