Exploring Lorenz Dominance

Multicriteria optimization based on Pareto dominance becomes ineffective as the number of objectives increases. We analyze an alternative offered by Lorenz dominance for multiobjective optimization. Our aim is to study whether Lorenz dominance improves the scalability of evolutionary techniques. The set of Lorenz-optimal solutions is a subset of Pareto-optimal solutions. Experiments indicate that the Lorenz-optimal set contains only those optimal solutions that equally optimize all criteria. Evolutionary optimization algorithms based on Lorenz dominance usually are able to detect optimal solutions even when the number of objectives is large (m > 3).