Progressive Preference Articulation for Decision Making in Multi-Objective Optimisation Problems

Date

2017-09

Advisors

Journal Title

Journal ISSN

ISSN

Volume Title

Publisher

IOS Press

Type

Article

Peer reviewed

Yes

Abstract

This paper proposes a novel algorithm for addressing multi-objective optimisation problems, by employing a progressive preference articulation approach to decision making. This enables the interactive incorporation of problem knowledge and decision maker preferences during the optimisation process. A novel progressive preference articulation mechanism, derived from a statistical technique, is herein proposed and implemented within a multi-objective framework based on evolution strategy search and hypervolume indicator selection. The proposed algorithm is named the Weighted Z-score Covariance Matrix Adaptation Pareto Archived Evolution Strategy with Hypervolume-sorted Adaptive Grid Algorithm (WZ-HAGA).

WZ-HAGA is based on a framework that makes use of evolution strategy logic with covariance matrix adaptation to perturb the solutions, and a hypervolume indicator driven algorithm to select successful solutions for the subsequent generation. In order to guide the search towards interesting regions, a preference articulation procedure composed of four phases and based on the weighted z-score approach is employed. The latter procedure cascades into the hypervolume driven algorithm to perform the selection of the solutions at each generation.

Numerical results against five modern algorithms representing the state-of-the-art in multi-objective optimisation demonstrate that the proposed WZ-HAGA outperforms its competitors in terms of both the hypervolume indicator and pertinence to the regions of interest.

Description

The file attached to this record is the author's final peer reviewed version. The Publisher's final version can be found by following the DOI link.

Keywords

multi-objective optimisation, many-objective optimisation, evolution strategy, selection mechanisms, preference articulation

Citation

Rostami, S., Neri, F. and Epitropakis, M. (2017) Progressive Preference Articulation for Decision Making in Multi-Objective Optimisation Problems. Integrated Computer-Aided Engineering, to appear

Rights

Research Institute

Institute of Artificial Intelligence (IAI)