Pareto Front Interpolation Based on Parametric Sensitivity Analysis in a Bi‐Objective Setting

Abstract

This paper shows how a discrete approximation of a Pareto front can be refined with polynomial interpolation. For this we exploit the information given by the discrete samples of the Pareto front and in addition we use parametric sensitivity information from these samples. The pararmetric sensitivities are afterwards used to ensure feasibility of the obtained interpolated solutions by applying an iterative self correction algorithm. Results are shown for an bi-objective example.