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A Preference-Based Evolutionary Algorithm for Multi-Objective Optimization
ETH-Zurich, Department of Information Technology and Electrical Engineering.
University of Jyväskylä.
University of Malaga, Spain.
2009 (English)In: Evolutionary Computation, ISSN 1063-6560, Vol. 17, no 3, 411-436 p.Article in journal (Refereed) Published
Abstract [en]

In this paper, we discuss the idea of incorporating preference information into evolutionary multi-objective optimization and propose a preference-based evolutionary approach that can be used as an integral part of an interactive algorithm. One algorithm is proposed in the paper. At each iteration, the decision maker is asked to give preference information in terms of his or her reference point consisting of desirable aspiration levels for objective functions. The information is used in an evolutionary algorithm to generate a new population by combining the fitness function and an achievement scalarizing function. In multi-objective optimization, achievement scalarizing functions are widely used to project a given reference point into the Pareto optimal set. In our approach, the next population is thus more concentrated in the area where more preferred alternatives are assumed to lie and the whole Pareto optimal set does not have to be generated with equal accuracy. The approach is demonstrated by numerical examples.

Place, publisher, year, edition, pages
2009. Vol. 17, no 3, 411-436 p.
Keyword [en]
Multiple objectives, multiple criteria decision making, preference information, reference point, achievement scalarizing function, Pareto optimality, fitness evaluation
National Category
Computer and Information Science Mathematics
URN: urn:nbn:se:kth:diva-82890DOI: 10.1162/evco.2009.17.3.411ISI: 000269811300005OAI: diva2:498559
QC 20120213Available from: 2012-02-12 Created: 2012-02-12 Last updated: 2012-02-13Bibliographically approved

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