E Ben-Naim et al 2007 J. Phys. A: Math. Theor. 40 F1021 doi:10.1088/1751-8113/40/47/F02
E Ben-Naim1, M B Hastings1 and D Izraelevitz2
Show affiliationsWe study pseudo-optimal solutions to multi-objective optimization problems by introducing partial minima defined as follows. Point x k-dominates x' when at least k of the coordinates of x are smaller than the corresponding coordinates of x'. A point not k-dominated by any other point in the set is a k-minimum or a partial minimum, generalizing the global minimum. We study statistical properties of partial minima for a set of N points independently distributed inside the d-dimensional unit hypercube using exact probabilistic methods and heuristic scaling techniques. The average number of partial minima, A, decays algebraically with the total number of points, A ~ N−(d−k)/k, when 1 ≤ k < d. Interestingly, there are k − 1 distinct scaling laws characterizing the largest coordinates: the distribution P(yj) of the jth largest coordinate, yj, decays algebraically,
, with
for 1 ≤ j ≤ k − 1. The average number of partial minima grows logarithmically,
, when k = d. The full distribution of the number of minima is obtained in closed form in two dimensions.
05.40.-a Fluctuation phenomena, random processes, noise, and Brownian motion
89.65.Gh Economics; econophysics, financial markets, business and management
02.60.Pn Numerical optimization
46N10 Applications in optimization, convex analysis, mathematical programming, economics
91B82 Statistical methods; economic indices and measures
65K10 Optimization and variational techniques (See also 49Mxx, 93B40)
Issue 47 (23 November 2007)
Received 19 September 2007, in final form 10 October 2007
Published 6 November 2007
E Ben-Naim et al 2007 J. Phys. A: Math. Theor. 40 F1021
B. F. Lane et al 2001 ApJ 551 L81
J Podolský and M Belán 2004 Class. Quantum Grav. 21 2811
L. Ofman and B. J. Thompson 2002 ApJ 574 440
Meghmalhar Manekar et al 2006 J. Phys.: Condens. Matter 18 6017
Alessandro Pelizzola 2005 J. Phys. A: Math. Gen. 38 R309
Neil J Cornish and Shane L Larson 2003 Class. Quantum Grav. 20 S163
M. R. Hayashi et al 1996 ApJ 468 L37
Teiji Nishio et al 2006 Phys. Med. Biol. 51 5409
Q A Pankhurst et al 2003 J. Phys. D: Appl. Phys. 36 R167