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Statistics of partial minima

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E Ben-Naim1, M B Hastings1 and D Izraelevitz2

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We 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−(dk)/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, {P(y_j)\sim (y_j)^{-\alpha_j-1}} , with {\alpha_j=j\frac{d-k}{k-j}} for 1 ≤ jk − 1. The average number of partial minima grows logarithmically, {A\simeq \frac{1}{(d-1)!}(\ln N)^{d-1}} , when k = d. The full distribution of the number of minima is obtained in closed form in two dimensions.


PACS

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

02.50.Ng Distribution theory and Monte Carlo studies

02.50.Cw Probability theory

MSC

60G15 Gaussian processes

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)

91B60 General economic models, trade models

Subjects

Computational physics

Statistical physics and nonlinear systems

Dates

Issue 47 (23 November 2007)

Received 19 September 2007, in final form 10 October 2007

Published 6 November 2007



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