多目标优化的剪枝算法

S. Sudeng, N. Wattanapongsakorn
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引用次数: 1

摘要

由于多目标优化框架中不存在理想的单一解,因此要求最优解集分布良好,且均匀地覆盖帕累托前沿的广大区域。决策者(DM)仍然努力根据他/她的偏好来折衷折衷的解决方案。在本文中,我们提出了一种剪枝算法,可以过滤掉不希望的解,并为DM提供更鲁棒的权衡解。我们的算法被称为基于自适应角度的剪枝算法与偏置强度调谐(ADA)。修剪的基本原理是增加支配区域,目的是删除在某些目标中只略微改进而在其他目标中明显更差的解决方案。额外的角度从常规的主导区域扩展。引入偏置强度参数(W)是为了根据DM的意见来近似理想解的部分。我们选择了几个具有不同难度的基准问题,包括二目标和三目标问题。实验结果表明,我们的剪枝算法在若干基准问题上提供了帕累托最优解的鲁棒子集。剪枝后的帕累托最优解分布并覆盖多个区域,而不是帕累托前沿的单个区域。此外,在双目标问题中可以清楚地看到,经过修剪的Pareto最优解位于Pareto前沿的膝盖区域。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
Pruning algorithm for Multi-objective optimization
Because of non-existence of an ideal single solution in Multi-objective optimization frameworks, the set of optimal solutions is required to be well spread and uniformly covering wide area of Pareto front. The decision maker (DM) still work hard to compromise the trade-offs solutions based on his/her preferences. In this paper, we proposed a pruning algorithm that can filter out undesired solutions and provides more robust trade-offs solutions to the DM. Our algorithm is called adaptive angle based pruning algorithm with bias intensity tuning (ADA). The pruning rationale is increasing the dominated area for the purpose of removing solutions that only marginally improves in some objectives while being significantly worse in other objectives. The extra angles are expanded from the regular dominated area. The bias intensity parameter (W) is introduced in order to approximate the portions of desirable solutions based on DM's opinions. We chose several benchmark problems with different difficulties including two and three objectives problems. The experimental result has shown that our pruning algorithm provides robust sub-set of Pareto-optimal solutions on several benchmark problems. The pruned Pareto-optimal solutions distributed and covered multiple regions instead of single region of Pareto front. In addition, it's clearly shown in bi-objective problems that the pruned Pareto-optimal solutions are located at knee regions of the Pareto front.
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