pareto_dp 0.1.7

Multi-objective optimization using dynamic programming to find Pareto-optimal solutions

pareto_dp

Simple multi-objective optimization using dynamic programming to approximate the Pareto frontier.

Written in Rust, published as a Python PyPI package with PyO3 and maturin.

Problem specification

This library solves a multi-objective multiple-choice combinatorial optimization problem with additive separable objectives, designed for scenarios with precomputed data for independent decision points.

Here's an introductory blogpost that provides more motivation for the problem.

Core user-facing properties

• Independent groups: The problem consists of n independent groups (e.g., decision stages, components) with no interdependencies.
• Additive objective aggregation: The total objective vector for a configuration is the sum of per-group contributions. For a configuration x (one scenario chosen per group), the v-dimensional objective is: $$ F(x) = \sum_{i=1}^n a_{i,x_i} \in \mathbb{R}^v $$ where a_{i,j} is the precomputed objective vector for group i, scenario j.
• Precomputed lookup table: All per-group, per-scenario objective values are precomputed (table-lookup/black-box). The library takes this 3D lookup table as direct input.

Formal structure

• n independent groups
• Each group i has m_i scenarios
• Multiple-choice constraint: A configuration selects exactly one scenario per group
• v objectives, precomputed as a_{i,j} ∈ ℝᵛ
• Goal: Compute the Pareto-optimal frontier in the v-dimensional objective space

Scale challenge

The configuration space size is |X| = ∏_{i=1}^n m_i, which grows exponentially with n. Exhaustive search is infeasible for large n, so the library uses dynamic programming with epsilon-dominance pruning to efficiently approximate the Pareto front.

Installation

pip install pareto-dp

Usage

from pareto_dp import find_pareto_front

# Define your multi-objective optimization problem
# Each stand has multiple scenarios, each scenario has objective values
data = [
    [[3.0, 2.1], [2.0, 1.0]],  # Stand 0: 2 scenarios, 2 objectives
    [[1.0, 1.0], [2.0, 0.5]],  # Stand 1: 2 scenarios, 2 objectives
]

# Find Pareto-optimal solutions with epsilon precision
solutions = find_pareto_front(data, epsilon=0.01)

for sol in solutions:
    print(f"Design: {sol.design_vector}, Objectives: {sol.target_vector}")

API

find_pareto_front(data, epsilon)

Finds all Pareto-optimal solutions for a multi-objective optimization problem.

Parameters:

• data (List[List[List[float]]]): A 3D list where:
  • First dimension: decision points
  • Second dimension: options for each decision point
  • Third dimension: objective variable values (e.g., [cost, time, quality])
• epsilon (float): Precision parameter for epsilon-dominance pruning

(Note: the context in which this problem originated is forestry land-use, so decision points are called stands in the code, and options are called scenarios).

Returns:

• List of ParetoFrontSolution objects, each with:
  • design_vector (List[int]): Which scenario to pick for each stand
  • target_vector (List[float]): The summed objective values for that design

Raises:

• ValueError: If data is empty, has only one stand, or has inconsistent dimensions

Algorithm

The algorithm uses dynamic programming to efficiently find the Pareto front:

1. Data Validation: Validates input structure and dimensions
2. Shift to Positive Space: Shifts all objective values to positive space for numerical stability
3. DP Tree Construction: Builds partial Pareto fronts iteratively for each stand
4. Epsilon-Dominance Pruning: Uses logarithmic binning to prune dominated solutions
5. Solution Reconstruction: Traces back through parent pointers to reconstruct full solutions

Requirements

• Python >= 3.9
• Compatible with CPython and PyPy

License

MIT License - see LICENSE file for details.

Repository

https://github.com/Txart/pareto_dp