Skip to main content

2014 | OriginalPaper | Buchkapitel

Efficient Identification of the Pareto Optimal Set

verfasst von : Ingrida Steponavičė, Rob J. Hyndman, Kate Smith-Miles, Laura Villanova

Erschienen in: Learning and Intelligent Optimization

Verlag: Springer International Publishing

Aktivieren Sie unsere intelligente Suche, um passende Fachinhalte oder Patente zu finden.

search-config
loading …

Abstract

In this paper, we focus on expensive multiobjective optimization problems and propose a method to predict an approximation of the Pareto optimal set using classification of sampled decision vectors as dominated or nondominated. The performance of our method, called EPIC, is demonstrated on a set of benchmark problems used in the multiobjective optimization literature and compared with state-of the-art methods, ParEGO and PAL. The initial results are promising and encourage further research in this direction.

Sie haben noch keine Lizenz? Dann Informieren Sie sich jetzt über unsere Produkte:

Springer Professional "Wirtschaft+Technik"

Online-Abonnement

Mit Springer Professional "Wirtschaft+Technik" erhalten Sie Zugriff auf:

  • über 102.000 Bücher
  • über 537 Zeitschriften

aus folgenden Fachgebieten:

  • Automobil + Motoren
  • Bauwesen + Immobilien
  • Business IT + Informatik
  • Elektrotechnik + Elektronik
  • Energie + Nachhaltigkeit
  • Finance + Banking
  • Management + Führung
  • Marketing + Vertrieb
  • Maschinenbau + Werkstoffe
  • Versicherung + Risiko

Jetzt Wissensvorsprung sichern!

Springer Professional "Technik"

Online-Abonnement

Mit Springer Professional "Technik" erhalten Sie Zugriff auf:

  • über 67.000 Bücher
  • über 390 Zeitschriften

aus folgenden Fachgebieten:

  • Automobil + Motoren
  • Bauwesen + Immobilien
  • Business IT + Informatik
  • Elektrotechnik + Elektronik
  • Energie + Nachhaltigkeit
  • Maschinenbau + Werkstoffe




 

Jetzt Wissensvorsprung sichern!

Springer Professional "Wirtschaft"

Online-Abonnement

Mit Springer Professional "Wirtschaft" erhalten Sie Zugriff auf:

  • über 67.000 Bücher
  • über 340 Zeitschriften

aus folgenden Fachgebieten:

  • Bauwesen + Immobilien
  • Business IT + Informatik
  • Finance + Banking
  • Management + Führung
  • Marketing + Vertrieb
  • Versicherung + Risiko




Jetzt Wissensvorsprung sichern!

Literatur
1.
Zurück zum Zitat Jones, D.R., Schonlau, M., Welch, W.J.: Efficient global optimization of expensive black-box functions. J. Glob. Optim. 13(4), 455–492 (1998)CrossRefMATHMathSciNet Jones, D.R., Schonlau, M., Welch, W.J.: Efficient global optimization of expensive black-box functions. J. Glob. Optim. 13(4), 455–492 (1998)CrossRefMATHMathSciNet
2.
Zurück zum Zitat Santana-Quintero, L.V., Montaño, A.A., Coello, C.A.C.: A review of techniques for handling expensive functions in evolutionary multi-objective optimization. In: Tenne, Y., Goh, C.-K. (eds.) Computational Intel. in Expensive Opti. Prob. ALO, vol. 2, pp. 29–59. Springer, Heidelberg (2010) CrossRef Santana-Quintero, L.V., Montaño, A.A., Coello, C.A.C.: A review of techniques for handling expensive functions in evolutionary multi-objective optimization. In: Tenne, Y., Goh, C.-K. (eds.) Computational Intel. in Expensive Opti. Prob. ALO, vol. 2, pp. 29–59. Springer, Heidelberg (2010) CrossRef
3.
Zurück zum Zitat Sacks, J., Welch, W.J., Mitchell, T.J., Wynn, H.P.: Design and analysis of computer experiments. Stat. Sci. 4(4), 409–423 (1989)CrossRefMATHMathSciNet Sacks, J., Welch, W.J., Mitchell, T.J., Wynn, H.P.: Design and analysis of computer experiments. Stat. Sci. 4(4), 409–423 (1989)CrossRefMATHMathSciNet
4.
Zurück zum Zitat Martin, J.D., Simpson, T.W.: Use of kriging models to approximate deterministic computer models. AIAA J. 43(4), 853–863 (2005)CrossRef Martin, J.D., Simpson, T.W.: Use of kriging models to approximate deterministic computer models. AIAA J. 43(4), 853–863 (2005)CrossRef
5.
Zurück zum Zitat Box, G.E., Draper, N.R.: Empirical Model-building and Response Surfaces. Wiley, New York (1987)MATH Box, G.E., Draper, N.R.: Empirical Model-building and Response Surfaces. Wiley, New York (1987)MATH
6.
Zurück zum Zitat Fang, H., Horstemeyer, M.F.: Global response approximation with radial basis functions. Eng. Optim. 38(4), 407–424 (2006)CrossRefMathSciNet Fang, H., Horstemeyer, M.F.: Global response approximation with radial basis functions. Eng. Optim. 38(4), 407–424 (2006)CrossRefMathSciNet
7.
Zurück zum Zitat Forrester, A.I., Keane, A.J.: Recent advances in surrogate-based optimization. Prog. Aerosp. Sci. 45(1–3), 50–79 (2009)CrossRef Forrester, A.I., Keane, A.J.: Recent advances in surrogate-based optimization. Prog. Aerosp. Sci. 45(1–3), 50–79 (2009)CrossRef
8.
9.
Zurück zum Zitat Knowles, J.: Parego: a hybrid algorithm with on-line landscape approximation for expensive multiobjective optimization problems. IEEE Trans. Evol. Comput. 10(1), 50–66 (2006)CrossRef Knowles, J.: Parego: a hybrid algorithm with on-line landscape approximation for expensive multiobjective optimization problems. IEEE Trans. Evol. Comput. 10(1), 50–66 (2006)CrossRef
10.
Zurück zum Zitat Zuluaga, M., Krause, A., Sergent, G., Püschel, M.: Active learning for multi-objective optimization. In: Proceedings of the 30th International Conference on Machine Learning (2013) Zuluaga, M., Krause, A., Sergent, G., Püschel, M.: Active learning for multi-objective optimization. In: Proceedings of the 30th International Conference on Machine Learning (2013)
11.
Zurück zum Zitat Jin, R., Chen, W., Simpson, T.: Comparative studies of metamodelling techniques under multiple modelling criteria. Struct. Multi. Optim. 23(1), 1–13 (2001)CrossRef Jin, R., Chen, W., Simpson, T.: Comparative studies of metamodelling techniques under multiple modelling criteria. Struct. Multi. Optim. 23(1), 1–13 (2001)CrossRef
12.
Zurück zum Zitat Chinchuluun, A., Pardalos, P.M., Migdalas, A., Pitsoulis, L.: Pareto Optimality, Game Theory and Equilibria, 2nd edn. Springer, New York (2008)CrossRefMATH Chinchuluun, A., Pardalos, P.M., Migdalas, A., Pitsoulis, L.: Pareto Optimality, Game Theory and Equilibria, 2nd edn. Springer, New York (2008)CrossRefMATH
13.
Zurück zum Zitat Zitzler, E., Thiele, L.: Multiobjective optimization using evolutionary algorithms - a comparative case study. In: Eiben, A.E., Bäck, T., Schoenauer, M., Schwefel, H.-P. (eds.) PPSN 1998. LNCS, vol. 1498, pp. 292–301. Springer, Heidelberg (1998) CrossRef Zitzler, E., Thiele, L.: Multiobjective optimization using evolutionary algorithms - a comparative case study. In: Eiben, A.E., Bäck, T., Schoenauer, M., Schwefel, H.-P. (eds.) PPSN 1998. LNCS, vol. 1498, pp. 292–301. Springer, Heidelberg (1998) CrossRef
14.
Zurück zum Zitat Azevedo, C., Araujo, A.: Correlation between diversity and hypervolume in evolutionary multiobjective optimization. In: IEEE Congress on Evolutionary Computation (CEC), pp. 2743–2750 (2011) Azevedo, C., Araujo, A.: Correlation between diversity and hypervolume in evolutionary multiobjective optimization. In: IEEE Congress on Evolutionary Computation (CEC), pp. 2743–2750 (2011)
15.
Zurück zum Zitat Okabe, T., Jin, Y., Olhofer, M., Sendhoff, B.: On test functions for evolutionary multi-objective optimization. In: Yao, X., et al. (eds.) PPSN 2004. LNCS, vol. 3242, pp. 792–802. Springer, Heidelberg (2004) CrossRef Okabe, T., Jin, Y., Olhofer, M., Sendhoff, B.: On test functions for evolutionary multi-objective optimization. In: Yao, X., et al. (eds.) PPSN 2004. LNCS, vol. 3242, pp. 792–802. Springer, Heidelberg (2004) CrossRef
16.
Zurück zum Zitat Kursawe, F.: A variant of evolution strategies for vector optimization. In: Schwefel, H.-P., Männer, R. (eds.) PPSN 1990. LNCS, vol. 496, pp. 193–197. Springer, Heidelberg (1991) CrossRef Kursawe, F.: A variant of evolution strategies for vector optimization. In: Schwefel, H.-P., Männer, R. (eds.) PPSN 1990. LNCS, vol. 496, pp. 193–197. Springer, Heidelberg (1991) CrossRef
17.
Zurück zum Zitat Zitzler, E., Deb, K., Thiele, L.: Comparison of multiobjective evolutionary algorithms: empirical results. Evol. Comput. 8(2), 173–195 (2000)CrossRef Zitzler, E., Deb, K., Thiele, L.: Comparison of multiobjective evolutionary algorithms: empirical results. Evol. Comput. 8(2), 173–195 (2000)CrossRef
18.
Zurück zum Zitat Viennet, R., Fonteix, C., Marc, I.: New multicriteria optimization method based on the use of a diploid genetic algorithm: example of an industrial problem. In: Alliot, J.-M., Ronald, E., Lutton, E., Schoenauer, M., Snyers, D. (eds.) AE 1995. LNCS, vol. 1063, pp. 120–127. Springer, Heidelberg (1996) CrossRef Viennet, R., Fonteix, C., Marc, I.: New multicriteria optimization method based on the use of a diploid genetic algorithm: example of an industrial problem. In: Alliot, J.-M., Ronald, E., Lutton, E., Schoenauer, M., Snyers, D. (eds.) AE 1995. LNCS, vol. 1063, pp. 120–127. Springer, Heidelberg (1996) CrossRef
19.
Zurück zum Zitat Deb, K., Thiele, L., Laumanns, M., Zitzler, E.: Scalable multi-objective optimization test problems. In: Congress on Evolutionary Computation (CEC 2002), pp. 825–830. IEEE Press (2002) Deb, K., Thiele, L., Laumanns, M., Zitzler, E.: Scalable multi-objective optimization test problems. In: Congress on Evolutionary Computation (CEC 2002), pp. 825–830. IEEE Press (2002)
20.
Zurück zum Zitat Vapnik, V.: The Nature of Statistical Learning Theory, 2nd edn. Springer, New York (1999) Vapnik, V.: The Nature of Statistical Learning Theory, 2nd edn. Springer, New York (1999)
21.
Zurück zum Zitat Bennett, K.P., Bredensteiner, E.J.: Duality and geometry in SVM classifiers. In: Proceedings of 17th International Conference on Machine Learning, pp. 57–64. Morgan Kaufmann (2000) Bennett, K.P., Bredensteiner, E.J.: Duality and geometry in SVM classifiers. In: Proceedings of 17th International Conference on Machine Learning, pp. 57–64. Morgan Kaufmann (2000)
22.
Zurück zum Zitat Platt, J.C.: Probabilistic outputs for support vector machines and comparisons to regularized likelihood methods. In: Smola, A.J., Bartlett, P.L., Schölkopf, B., Schurmans, D. (eds.) Advances in Large Margin Classifiers, pp. 61–74. MIT Press, Cambridge (1999) Platt, J.C.: Probabilistic outputs for support vector machines and comparisons to regularized likelihood methods. In: Smola, A.J., Bartlett, P.L., Schölkopf, B., Schurmans, D. (eds.) Advances in Large Margin Classifiers, pp. 61–74. MIT Press, Cambridge (1999)
23.
Zurück zum Zitat Zadrozny, B., Elkan, C.: Transforming classifier scores into accurate multiclass probability estimates. In: Proceedings of the International Conference on Knowledge Discovery and Data Mining, pp. 694–699 (2002) Zadrozny, B., Elkan, C.: Transforming classifier scores into accurate multiclass probability estimates. In: Proceedings of the International Conference on Knowledge Discovery and Data Mining, pp. 694–699 (2002)
24.
Zurück zum Zitat Chang, C.-C., Lin, C.-J.: LIBSVM: a library for support vector machines. ACM Trans. Intell. Syst. Technol. 2, 27:1–27:27 (2011)CrossRef Chang, C.-C., Lin, C.-J.: LIBSVM: a library for support vector machines. ACM Trans. Intell. Syst. Technol. 2, 27:1–27:27 (2011)CrossRef
Metadaten
Titel
Efficient Identification of the Pareto Optimal Set
verfasst von
Ingrida Steponavičė
Rob J. Hyndman
Kate Smith-Miles
Laura Villanova
Copyright-Jahr
2014
DOI
https://doi.org/10.1007/978-3-319-09584-4_29