Abstract
In this paper, an interactive version of the ParEGO algorithm is introduced for identifying most preferred solutions for computationally expensive multiobjective optimization problems. It enables a decision maker to guide the search with her preferences and change them in case new insight is gained about the feasibility of the preferences. At each interaction, the decision maker is shown a subset of non-dominated solutions and she is assumed to provide her preferences in the form of preferred ranges for each objective. Internally, the algorithm samples reference points within the hyperbox defined by the preferred ranges in the objective space and uses a DACE model to approximate an achievement (scalarizing) function as a single objective to scalarize the problem. The resulting solution is then evaluated with the real objective functions and used to improve the DACE model in further iterations. The potential of the proposed algorithm is illustrated via a four-objective optimization problem related to water management with promising results.
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Acknowledgment
This work was supported by the FiDiPro project DeCoMo funded by TEKES, The Finnish Funding Agency for Innovation. The authors want to thank Mr. Tinkle Chugh, Prof. Yaochu Jin, Prof. Kaisa Miettinen, and Dr. Karthik Sindhya for discussions related to the ideas presented in the paper. In addition, the authors would like to acknowledge Prof. Patrick Reed’s group Decision Analytics for Complex Systems (Cornell University) related to their parallel coordinate plotting tool.
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Hakanen, J., Knowles, J.D. (2017). On Using Decision Maker Preferences with ParEGO. In: Trautmann, H., et al. Evolutionary Multi-Criterion Optimization. EMO 2017. Lecture Notes in Computer Science(), vol 10173. Springer, Cham. https://doi.org/10.1007/978-3-319-54157-0_20
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DOI: https://doi.org/10.1007/978-3-319-54157-0_20
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