SPAM: Set Preference Algorithm for Multiobjective Optimization

This paper pursues the idea of a general multiobjective optimizer that can be flexibly adapted to arbitrary user preferences--assuming that the goal is to approximate the Pareto-optimal set. It proposes the Set Preference Algorithm for Multiobjective Optimization (SPAM) the working principle of which is based on two observations: (i) current multiobjective evolutionary algorithms (MOEAs) can be regarded as hill climbers on set problems and (ii) specific user preferences are often (implicitly) expressed in terms of a binary relation on Pareto set approximations. SPAM realizes a (1 + 1)-strategy on the space of Pareto set approximations and can be used with any type of set preference relations, i.e., binary relations that define a total preorder on Pareto set approximations. The experimental results demonstrate for a range of set preference relations that SPAM provides full flexibility with respect to user preferences and is effective in optimizing according to the specified preferences. It thereby offers a new perspective on preference-guided multiobjective search.

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