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Hybrid approach for Pareto front expansion in heuristics

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Journal of the Operational Research Society

Abstract

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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Correspondence to H Yapicioglu.

Appendices

Appendix A

Test functions

Test Problem 1

Where d(·) is the Euclidean distance between the fixed point a i and point X.

Test Problems 2 and 3

where

Where d(·) is the distance (Euclidean for test Problem 2 and rectilinear for test Problem 3) between fixed point a i and a facility located at point X. M=200, m=1, d 1 =10 and d 2 =30.

Test Problems 4 and 5

Where d(·) is the distance that is Euclidean for test Problem 4 and rectilinear for test Problem 5 between the fixed point a i and a facility located at point X.

Test Problem 6

Where d(·) is the Euclidean distance between the fixed point a i and a facility located at point X and b=−2.

The data for the first five test problems are given in Table A1.

Table A1 Data for the first five test problems

Appendix B

Pareto set and Pareto front figures

Figures B1, B2, B3, B4, B5, B6, B7, B8, B9, B10, B11, B12, B13, B14, B15, B16, B17, B18.

Figure B1
figure 3

Pareto front obtained by PSO (Problem 1).

Figure B2
figure 4

Merged Pareto front obtained by kriging and PSO (Problem 1).

Figure B3
figure 5

Merged Pareto front obtained by GRNN and PSO (Problem 1).

Figure B4
figure 6

Pareto front obtained by PSO (Problem 2).

Figure B5
figure 7

Merged Pareto front obtained by kriging and PSO (Problem 2).

Figure B6
figure 8

Merged Pareto front obtained by GRNN and PSO (Problem 2).

Figure B7
figure 9

Pareto front obtained by PSO (Problem 3).

Figure B8
figure 10

Merged Pareto front obtained by kriging and PSO (Problem 3).

Figure B9
figure 11

Merged Pareto front obtained by GRNN and PSO (Problem 3).

Figure B10
figure 12

Pareto front obtained by PSO (Problem 4).

Figure B11
figure 13

Merged Pareto front obtained by kriging and PSO (Problem 4).

Figure B12
figure 14

Merged Pareto front obtained by GRNN and PSO (Problem 4).

Figure B13
figure 15

Pareto front obtained by PSO (Problem 5).

Figure B14
figure 16

Merged Pareto front obtained by kriging and PSO (Problem 5).

Figure B15
figure 17

Merged Pareto front obtained by GRNN and PSO (Problem 5).

Figure B16
figure 18

Pareto front obtained by PSO (Problem 6).

Figure B17
figure 19

Merged Pareto front obtained by kriging and PSO (Problem 6).

Figure B18
figure 20

Merged Pareto front obtained by GRNN and PSO (Problem 6).

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Yapicioglu, H., Liu, H., Smith, A. et al. Hybrid approach for Pareto front expansion in heuristics. J Oper Res Soc 62, 348–359 (2011). https://doi.org/10.1057/jors.2010.151

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