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Nicola Wesner

Nicola Wesner

Mazars Actuiariat, France

Title: Multi-objective optimization via visualization

Biography

Biography: Nicola Wesner

Abstract

This paper presents a very simple and intuitive multi-objective optimization method that makes use of interactive visualization techniques. This approach stands mid-way between the brush and link technique, a visual method used in operational research for exploratory analysis of multidimensional data sets and interactive multi-criteria decision methods that use the concept of reference point. Multiple views of the potential solutions on scatterplots allow the user to directly search acceptable solutions in bi-objective spaces whereas a Venn diagram displays information about the relative scarcity of potential acceptable solutions under distinct criteria. Those very intuitive data visualization techniques allow for comprehensive interpretation and permit to communicate the results efficiently. More generally the combination of information visualization with data mining allows the user to specify what he is looking for, yields easily reportable results and respects human responsibility. An application to the visual steering of genetic algorithms in a multi-criteria strategic asset allocation optimization problem is presented.

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