一种用于多目标组合优化的贪婪超体积多分方案

A greedy hypervolume polychotomic scheme for multiobjective combinatorial optimization

Computers and Operations Research · 2025
被引 3
ABS 3

中文导读

提出一种贪婪方法,通过求解一系列超体积标量化问题,快速获得多目标组合优化问题非支配集的简洁表示,并近似最大化支配超体积。

Abstract

The usual goal in multiobjective combinatorial optimization is to find the complete set of nondominated points. However, in general, the nondominated set may be too large to be enumerated under a tight time budget. In these cases, it is preferable to rapidly obtain a concise representation of the nondominated set that satisfies a given property of interest. This work describes a generic greedy approach to compute a representation of the nondominated set for multi-objective combinatorial optimization problems that approximately maximizes the dominated hypervolume. The representation is built iteratively by solving a sequence of hypervolume scalarized problems, each of which with respect to k reference points, which is a parameter of our approach. We present a mixed-integer formulation of the hypervolume scalarization function for k reference points as well as a combinatorial branch-and-bound for the m -objective knapsack problem. We empirically analyse the functional relationship between k and its running-time and representation quality. Our results indicate that the branch-and-bound is a much more efficient approach and that increasing k does not directly translate into much better representation quality.

多目标优化组合优化贪婪算法超体积