Lecture 3A: Introduction to Multi-criteria Decision Making and Pareto Optimality (2020-02-05)

In this lecture, we introduce the general topic of multi-criteria decision making and, more specifically, multi-objective optimization. The lecture starts with a discussion of Nash optimality (and Variational Inequalities), as formulated for the continuous variable case. We then conclude with an introduction of Pareto-efficient sets and Pareto optimality and how these set-based approaches may be more practically superior to more traditional point-based optimization approaches. This lecture sets up the background we will use in upcoming lectures to build evolutionary algorithms for discovering Pareto-efficient sets.

The whiteboard notes for this lecture can be found at:
https://www.dropbox.com/s/opseeleih8aakfk/IEE598-Lecture3A-Notes.pdf?dl=0