Hybrid approach for Pareto front expansion in heuristics

Heuristic search can be an effective multi-objective optimization tool; however, the required frequent function evaluations can exhaust computational sources. This paper explores using a hybrid approach with statistical interpolation methods to expand optimal solutions obtained by multiple criteria heuristic search. The goal is to significantly increase the number of Pareto optimal solutions while limiting computational effort. The interpolation approaches studied are kriging and general regression neural networks. This paper develops a hybrid methodology combining an interpolator with a heuristic, and examines performance on several non-linear bi-objective example problems. Computational experience shows this approach successfully expands and enriches the Pareto fronts of multi-objective optimization problems.

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