在多目标进化优化中融入目标相对重要性的概念

Incorporating the Notion of Relative Importance of Objectives in Evolutionary Multiobjective Optimization

IEEE Transactions on Evolutionary Computation · 2010
被引 36
ABS 4

中文导读

本文提出一个公理模型来形式化目标相对重要性,并设计偏好获取算法,将决策者偏好融入NSGA-II,使算法聚焦于帕累托前沿的子集,在高维问题上收敛性更好。

Abstract

This paper describes the use of decision maker preferences in terms of the relative importance of objectives in evolutionary multiobjective optimization. A mathematical model of the relative importance of objectives and an elicitation algorithm are proposed, and three methods of incorporating explicated preference information are described and applied to standard test problems in an empirical study. The axiomatic model proposed here formalizes the notion of relative importance of objectives as a partial order that supports strict preference, equality of importance, and incomparability between objective pairs. Unlike most approaches, the proposed model does not encode relative importance as a set of real-valued parameters. Instead, the approach provides a functional correspondence between a coherent overall preference with a subset of the Pareto-optimal front. An elicitation algorithm is also provided to assist a human decision maker in constructing a coherent overall preference. Besides elicitation of <i xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink">a</i> priori preference, an interactive facility is also furnished to enable modification of overall preference while the search progresses. Three techniques of integrating explicated preference information into the well-known Non-dominated Sorting Genetic Algorithm (NSGA)-II are also described and validated in a set of empirical investigation. The approach allows a focus on a subset of the Pareto-front. Validations on test problems demonstrate that the preference-based algorithm gained better convergence as the dimensionality of the problems increased.

多目标优化偏好获取进化算法决策支持