Preference representation using Gaussian functions on a hyperplane in evolutionary multi-objective optimization

Many-objective optimization has attracted much attention in evolutionary multi-objective optimization (EMO). This is because EMO algorithms developed so far often degrade their search ability for optimization problems with four or more objectives, which are frequently referred to as many-objective problems. One of promising approaches to handle many objectives is to incorporate the preference of a decision maker (DM) into EMO algorithms. With the preference, EMO algorithms can focus the search on regions preferred by the DM, resulting in solutions close to the Pareto front around the preferred regions. Although a number of preference-based EMO algorithms have been proposed, it is not trivial for the DM to reflect his/her actual preference in the search. We previously proposed to represent the preference of the DM using Gaussian functions on a hyperplane. The DM specifies the center and spread vectors of the Gaussian functions so as to represent his/her preference. The preference handling is integrated into the framework of NSGA-II. This paper extends our previous work so that obtained solutions follow the distribution of Gaussian functions specified. The performance of our proposed method is demonstrated mainly for benchmark problems and real-world applications with a few objectives in this paper. We also show the applicability of our method to many-objective problems.

[1]  Yujia Wang,et al.  Particle swarm optimization with preference order ranking for multi-objective optimization , 2009, Inf. Sci..

[2]  Marco Laumanns,et al.  Performance assessment of multiobjective optimizers: an analysis and review , 2003, IEEE Trans. Evol. Comput..

[3]  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.

[4]  Yaochu Jin,et al.  A Critical Survey of Performance Indices for Multi-Objective Optimisation , 2003 .

[5]  Hisao Ishibuchi,et al.  Evolutionary many-objective optimization , 2008, 2008 3rd International Workshop on Genetic and Evolving Systems.

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

[7]  Andrzej Jaszkiewicz,et al.  The 'Light Beam Search' approach - an overview of methodology and applications , 1999, Eur. J. Oper. Res..

[8]  Riccardo Poli,et al.  Genetic and Evolutionary Computation , 2006, Intelligenza Artificiale.

[9]  Joshua D. Knowles,et al.  'Hang On a Minute': Investigations on the Effects of Delayed Objective Functions in Multiobjective Optimization , 2013, EMO.

[10]  Eckart Zitzler,et al.  Indicator-Based Selection in Multiobjective Search , 2004, PPSN.

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

[12]  Nicola Beume,et al.  SMS-EMOA: Multiobjective selection based on dominated hypervolume , 2007, Eur. J. Oper. Res..

[13]  Marco Laumanns,et al.  Scalable multi-objective optimization test problems , 2002, Proceedings of the 2002 Congress on Evolutionary Computation. CEC'02 (Cat. No.02TH8600).

[14]  Carlos A. Coello Coello,et al.  Handling preferences in evolutionary multiobjective optimization: a survey , 2000, Proceedings of the 2000 Congress on Evolutionary Computation. CEC00 (Cat. No.00TH8512).

[15]  Shigeru Obayashi,et al.  Knowledge Extraction for Structural Design of Regional Jet Horizontal Tail Using Multi-Objective Design Exploration (MODE) , 2013, EMO.

[16]  Yacov Y. Haimes,et al.  Multiobjective Decision Making: Theory and Methodology , 1983 .

[17]  Jyrki Wallenius,et al.  Visualization in the Multiple Objective Decision-Making Framework , 2008, Multiobjective Optimization.

[18]  Hisao Ishibuchi,et al.  Comparison of evolutionary multiobjective optimization with rference solution-based single-objective approach , 2005, GECCO '05.

[19]  Kiyoshi Tanaka,et al.  Controlling Dominance Area of Solutions and Its Impact on the Performance of MOEAs , 2007, EMO.

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

[21]  Ricardo H. C. Takahashi,et al.  Decision-Maker Preference Modeling in Interactive Multiobjective Optimization , 2013, EMO.

[22]  Peter C. Fishburn,et al.  LEXICOGRAPHIC ORDERS, UTILITIES AND DECISION RULES: A SURVEY , 1974 .

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

[24]  Lily Rachmawati,et al.  Multiobjective Evolutionary Algorithm With Controllable Focus on the Knees of the Pareto Front , 2009, IEEE Transactions on Evolutionary Computation.

[25]  Gary B. Lamont,et al.  Evolutionary Algorithms for Solving Multi-Objective Problems (Genetic and Evolutionary Computation) , 2006 .

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

[27]  Kaisa Miettinen,et al.  Visualizing the Pareto Frontier , 2008, Multiobjective Optimization.

[28]  Kaname Narukawa,et al.  Examining the Performance of Evolutionary Many-Objective Optimization Algorithms on a Real-World Application , 2012, 2012 Sixth International Conference on Genetic and Evolutionary Computing.

[29]  Kalyanmoy Deb,et al.  Finding Knees in Multi-objective Optimization , 2004, PPSN.

[30]  Lothar Thiele,et al.  Multiobjective evolutionary algorithms: a comparative case study and the strength Pareto approach , 1999, IEEE Trans. Evol. Comput..

[31]  Xiaodong Li,et al.  Integrating user preferences with particle swarms for multi-objective optimization , 2008, GECCO '08.

[32]  Hisao Ishibuchi,et al.  Evolutionary many-objective optimization: A short review , 2008, 2008 IEEE Congress on Evolutionary Computation (IEEE World Congress on Computational Intelligence).

[33]  Joshua D. Knowles,et al.  Evidence Accumulation in Multiobjective Data Clustering , 2013, EMO.

[34]  Hisao Ishibuchi,et al.  Preference-based NSGA-II for many-objective knapsack problems , 2014, 2014 Joint 7th International Conference on Soft Computing and Intelligent Systems (SCIS) and 15th International Symposium on Advanced Intelligent Systems (ISIS).

[35]  Y. Censor Pareto optimality in multiobjective problems , 1977 .

[36]  A. Wierzbicki A Mathematical Basis for Satisficing Decision Making , 1982 .

[37]  Hisao Ishibuchi,et al.  Evolutionary many-objective optimization using preference on hyperplane , 2014, GECCO.

[38]  David W. Corne,et al.  Approximating the Nondominated Front Using the Pareto Archived Evolution Strategy , 2000, Evolutionary Computation.

[39]  Hisao Ishibuchi,et al.  Indicator-based evolutionary algorithm with hypervolume approximation by achievement scalarizing functions , 2010, GECCO '10.

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

[41]  Marco Laumanns,et al.  Scalable Test Problems for Evolutionary Multiobjective Optimization , 2005, Evolutionary Multiobjective Optimization.

[42]  Kalyanmoy Deb,et al.  Light beam search based multi-objective optimization using evolutionary algorithms , 2007, 2007 IEEE Congress on Evolutionary Computation.

[43]  L. Lasdon,et al.  On a bicriterion formation of the problems of integrated system identification and system optimization , 1971 .

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

[45]  Anne Auger,et al.  Articulating user preferences in many-objective problems by sampling the weighted hypervolume , 2009, GECCO.

[46]  Ricardo H. C. Takahashi,et al.  Modeling Decision-Maker Preferences through Utility Function Level Sets , 2011, EMO.

[47]  Piotr Woniak,et al.  Preferences in multi-objective evolutionary optimisation of electric motor speed control with hardware in the loop , 2011 .

[48]  Marco Laumanns,et al.  Scalable test problems for evolutionary multi-objective optimization , 2001 .

[49]  Xiaodong Li,et al.  A Distance Metric for Evolutionary Many-Objective Optimization Algorithms Using User-Preferences , 2009, Australasian Conference on Artificial Intelligence.

[50]  Kaname Narukawa Effect of Dominance Balance in Many-Objective Optimization , 2013, EMO.

[51]  Carlos A. Coello Coello,et al.  g-dominance: Reference point based dominance for multiobjective metaheuristics , 2009, Eur. J. Oper. Res..

[52]  Nicola Beume,et al.  Pareto-, Aggregation-, and Indicator-Based Methods in Many-Objective Optimization , 2007, EMO.