偏好信息融入分解多目标优化

Integration of Preferences in Decomposition Multiobjective Optimization

IEEE Transactions on Cybernetics · 2018
被引 75
ABS 3

中文导读

提出一种系统方法,将决策者的偏好信息融入基于分解的进化多目标优化中,通过非均匀映射将参考点移至偏好区域附近,从而高效搜索感兴趣区域,实验验证了其在2至10目标问题上的有效性。

Abstract

Rather than a whole Pareto-optimal front, which demands too many points (especially in a high-dimensional space), the decision maker (DM) may only be interested in a partial region, called the region of interest (ROI). In this case, solutions outside this region can be noisy to the decision-making procedure. Even worse, there is no guarantee that we can find the preferred solutions when tackling problems with complicated properties or many objectives. In this paper, we develop a systematic way to incorporate the DM's preference information into the decomposition-based evolutionary multiobjective optimization methods. Generally speaking, our basic idea is a nonuniform mapping scheme by which the originally evenly distributed reference points on a canonical simplex can be mapped to new positions close to the aspiration-level vector supplied by the DM. By this means, we are able to steer the search process toward the ROI either directly or interactively and also handle many objectives. Meanwhile, solutions lying on the boundary can be approximated as well given the DM's requirements. Furthermore, the extent of the ROI is intuitively understandable and controllable in a closed form. Extensive experiments on a variety of benchmark problems with 2 to 10 objectives, fully demonstrate the effectiveness of our proposed method for approximating the preferred solutions in the ROI.

多目标优化决策偏好进化算法分解方法