Approximation and Visualization of Pareto Frontier in the Framework of Classical Approach to Multi-Objective Optimization

This paper is devoted to a Pareto frontier generation technique, which is aimed at subsequent visualization of the Pareto frontier in an interaction with the user. This technique known as the Interactive Decision Maps technique was initiated about 30 years ago. Now it is applied for decision support in both convex and non-convex decision problems in various fields, from machinery design to environmental planning. The number of conflicting criteria explored with the help of the Interactive Decision Maps technique is usually between three and seven, but some users manage to apply the technique in the case of a larger number of criteria. Here we outline the main ideas of the technique, concentrating at nonlinear problems.