from Calculation of Pareto points by Eduard Polityko
Function is intended for detecting Pareto points.

Pareto points computation

Pareto points computation

Function prtp(B) is intended for detecting Pareto points.

Contents

DEFINITION

Let Fi(X), i=1...n, are objective functions for minimization. A point X* is said to be Pareto optimal one if there is no X such that Fi(X)<=Fi(X*) for all i=1...n, with at least one strict inequality.

DESCRIPTION

A=prtp(B) ,

   B - m x n input matrix: B=
                  [F1(X1) F2(X1) ... Fn(X1);
                   F1(X2) F2(X2) ... Fn(X2);
                   .......................
                   F1(Xm) F2(Xm) ... Fn(Xm)]
   A - an output matrix with rows which are Pareto
points (rows) of input matrix B.

[A,b]=prtp(B) . b is a vector which contains serial numbers of matrix B Pareto points (rows).

EXAMPLE

 B=[0 1 2; 1 2 3; 3 2 1; 4 0 2; 2 2 1;...
    1 1 2; 2 1 1; 0 2 2]
 [A b]=prtp(B)
B =
     0     1     2
     1     2     3
     3     2     1
     4     0     2
     2     2     1
     1     1     2
     2     1     1
     0     2     2
A =
     0     1     2
     4     0     2
     2     1     1
b =
     1     4     7

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