Title
Obtaining Optimal Pareto Front Approximations using Scalarized Preference Information
Abstract
Scalarization techniques are a popular method for articulating preferences in solving multi-objective optimization problems. These techniques, however, have so far proven to be ill-suited in finding a preference-driven approximation that still captures the Pareto front in its entirety. Therefore, we propose a new concept that defines an optimal distribution of points on the front given a specific scalarization function. It is proven that such an approximation exists for every real-valued problem irrespective of the shape of the corresponding front under some very mild conditions. We also show that our approach works well in obtaining an equidistant approximation of the Pareto front if no specific preference is articulated. Our analysis is complemented by the presentation of a new algorithm that implements the aforementioned concept. We provide in-depth simulation results to demonstrate the performance of our algorithm. The analysis also reveals that our algorithm is able to outperform current state-of-the-art algorithms on many popular benchmark problems.
Year
DOI
Venue
2015
10.1145/2739480.2754674
Genetic and Evolutionary Computation Conference
Keywords
Field
DocType
multi-objective optimization, scalarization method, preference-based approximation, electromagnetism-like mechanism
Equidistant,Mathematical optimization,Computer science,Multi-objective optimization,Optimization problem
Conference
Citations 
PageRank 
References 
2
0.37
19
Authors
3
Name
Order
Citations
PageRank
Marlon Alexander Braun1353.82
Pradyumn Kumar Shukla227423.97
Hartmut Schmeck31034120.58