Reference Point Based NSGA-III for Preferred Solutions

The recent advances in evolutionary many-objective optimization (EMOs) have allowed for efficient ways of finding a number of diverse trade-off solutions in three to 15-objective problems. However, there are at least two reasons why the users are, in some occasions, interested in finding a part, instead of the entire Pareto-optimal front. First, after analyzing the obtained trade-off solutions by an EMO algorithm, the user may be interested in concentrating in a specific preferred region of the Pareto-optimal front, either to obtain additional solutions in the region of interest or to investigate the nature of solutions in the preferred region. Second, the user may already have a well-articulated preference among objectives and is straightaway interested in finding preferred solutions. In this paper, we suggest a reference point based evolutionary many-objective optimization procedure for achieving both of these purposes. Additionally, we suggest an extended version of a previously proposed reference-point based evolutionary multi-objective optimization method. Our proposed procedures are capable of handling more than one reference point simultaneously. We demonstrate the working of our proposed procedures on a number of test and real-world problems. The results are encouraging and suggest the use of the concept to other evolutionary many-objective optimization algorithms for further study.

[1]  Andrzej P. Wierzbicki,et al.  The Use of Reference Objectives in Multiobjective Optimization , 1979 .

[2]  Kalyanmoy Deb,et al.  Integrating User Preferences into Evolutionary Multi-Objective Optimization , 2005 .

[3]  Qingfu Zhang,et al.  MOEA/D: A Multiobjective Evolutionary Algorithm Based on Decomposition , 2007, IEEE Transactions on Evolutionary Computation.

[4]  Martin J. Oates,et al.  The Pareto Envelope-Based Selection Algorithm for Multi-objective Optimisation , 2000, PPSN.

[5]  Kalyanmoy Deb,et al.  An Evolutionary Many-Objective Optimization Algorithm Using Reference-Point Based Nondominated Sorting Approach, Part II: Handling Constraints and Extending to an Adaptive Approach , 2014, IEEE Transactions on Evolutionary Computation.

[6]  Marco Farina,et al.  A fuzzy definition of "optimality" for many-criteria optimization problems , 2004, IEEE Trans. Syst. Man Cybern. Part A.

[7]  Andrzej Jaszkiewicz,et al.  The Light Beam Search Over a Non-dominated Surface of a Multiple-objective Programming Problem , 1994 .

[8]  Kalyanmoy Deb,et al.  A fast and elitist multiobjective genetic algorithm: NSGA-II , 2002, IEEE Trans. Evol. Comput..

[9]  Marco Laumanns,et al.  SPEA2: Improving the Strength Pareto Evolutionary Algorithm For Multiobjective Optimization , 2002 .

[10]  Kalyanmoy Deb,et al.  Reference point based multi-objective optimization using evolutionary algorithms , 2006, GECCO.

[11]  John E. Dennis,et al.  Normal-Boundary Intersection: A New Method for Generating the Pareto Surface in Nonlinear Multicriteria Optimization Problems , 1998, SIAM J. Optim..

[12]  Kalyanmoy Deb,et al.  An Evolutionary Many-Objective Optimization Algorithm Using Reference-Point-Based Nondominated Sorting Approach, Part I: Solving Problems With Box Constraints , 2014, IEEE Transactions on Evolutionary Computation.

[13]  Gary B. Lamont,et al.  Evolutionary Algorithms for Solving Multi-Objective Problems , 2002, Genetic Algorithms and Evolutionary Computation.

[14]  R. K. Ursem Multi-objective Optimization using Evolutionary Algorithms , 2009 .

[15]  Pekka Korhonen,et al.  A Visual Interactive Method for Solving the Multiple-Criteria Problem , 1986 .

[16]  Kaisa Miettinen,et al.  Nonlinear multiobjective optimization , 1998, International series in operations research and management science.