Title
A continuum limit for non-dominated sorting.
Abstract
Non-dominated sorting is an important combinatorial problem in multi-objective optimization, which is ubiquitous in many fields of science and engineering. In this paper, we overview the results of some recent work by the authors on a continuum limit for non-dominated sorting. In particular, we have discovered that in the (random) large sample size limit, the non-dominated fronts converge almost surely to the level sets of a function that satisfies a Hamilton-Jacobi partial differential equation (PDE). We show how this PDE can be used to design a fast, potentially sublinear, approximate non-dominated sorting algorithm, and we show the results of applying the algorithm to real data from an anomaly detection problem.
Year
DOI
Venue
2014
10.1109/ITA.2014.6804207
ITA
Keywords
Field
DocType
combinatorial mathematics,optimisation,partial differential equations,sorting,Hamilton-Jacobi partial differential equation,PDE,anomaly detection problem,approximate nondominated sorting algorithm,combinatorial problem,continuum limit,multiobjective optimization,nondominated fronts,Hamilton-Jacobi equations,Non-dominated sorting,Pareto-optimality,antichain partition,longest chain problem,multi-objective optimization,numerical schemes,partial differential equations
Sublinear function,Discrete mathematics,Anomaly detection,Mathematical optimization,Combinatorics,Computer science,Level set,Multi-objective optimization,Sorting,Almost surely,Partial differential equation,Sorting algorithm
Conference
Citations 
PageRank 
References 
1
0.35
16
Authors
3
Name
Order
Citations
PageRank
Jeff Calder16511.47
Selim Esedoglu2100049.59
Alfred O. Hero III32600301.12