Search results for "multiple criteria optimization"
showing 10 items of 10 documents
ANOVA-MOP: ANOVA Decomposition for Multiobjective Optimization
2018
Real-world optimization problems may involve a number of computationally expensive functions with a large number of input variables. Metamodel-based optimization methods can reduce the computational costs of evaluating expensive functions, but this does not reduce the dimension of the search domain nor mitigate the curse of dimensionality effects. The dimension of the search domain can be reduced by functional anova decomposition involving Sobol' sensitivity indices. This approach allows one to rank decision variables according to their impact on the objective function values. On the basis of the sparsity of effects principle, typically only a small number of decision variables significantl…
LR-NIMBUS : an interactive algorithm for uncertain multiobjective optimization with lightly robust efficient solutions
2022
In this paper, we develop an interactive algorithm to support a decision maker to find a most preferred lightly robust efficient solution when solving uncertain multiobjective optimization problems. It extends the interactive NIMBUS method. The main idea underlying the designed algorithm, called LR-NIMBUS, is to ask the decision maker for a most acceptable (typical) scenario, find an efficient solution for this scenario satisfying the decision maker, and then apply the derived efficient solution to generate a lightly robust efficient solution. The preferences of the decision maker are incorporated through classifying the objective functions. A lightly robust efficient solution is generated …
DESMILS : a decision support approach for multi-item lot sizing using interactive multiobjective optimization
2023
AbstractWe propose a decision support approach, called DESMILS, to solve multi-item lot sizing problems with a large number of items by using single-item multiobjective lot sizing models. This approach for making lot sizing decisions considers multiple conflicting objective functions and incorporates a decision maker’s preferences to find the most preferred Pareto optimal solutions. DESMILS applies clustering, and items in one cluster are treated utilizing preferences that the decision maker has provided for a representative item of the cluster. Thus, the decision maker provides preferences to solve the single-item lot sizing problem for few items only and not for every item. The lot sizes …
Towards explainable interactive multiobjective optimization : R-XIMO
2022
AbstractIn interactive multiobjective optimization methods, the preferences of a decision maker are incorporated in a solution process to find solutions of interest for problems with multiple conflicting objectives. Since multiple solutions exist for these problems with various trade-offs, preferences are crucial to identify the best solution(s). However, it is not necessarily clear to the decision maker how the preferences lead to particular solutions and, by introducing explanations to interactive multiobjective optimization methods, we promote a novel paradigm of explainable interactive multiobjective optimization. As a proof of concept, we introduce a new method, R-XIMO, which provides …
Desirable properties of performance indicators for assessing interactive evolutionary multiobjective optimization methods
2022
Interactive methods support decision makers in finding the most preferred solution in multiobjective optimization problems. They iteratively incorporate the decision maker's preference information to find the best balance among conflicting objectives. Several interactive methods have been developed in the literature. However, choosing the most suitable interactive method for a given problem can prove challenging and appropriate indicators are needed to compare interactive methods. Some indicators exist for a priori methods, where preferences are provided at the beginning of the solution process. We present some numerical experiments that illustrate why these indicators are not suitable for …
E-NAUTILUS: A decision support system for complex multiobjective optimization problems based on the NAUTILUS method
2015
Interactive multiobjective optimization methods cannot necessarily be easily used when (industrial) multiobjective optimization problems are involved. There are at least two important factors to be considered with any interactive method: computationally expensive functions and aspects of human behavior. In this paper, we propose a method based on the existing NAUTILUS method and call it the Enhanced NAUTILUS (E-NAUTILUS) method. This method borrows the motivation of NAUTILUS along with the human aspects related to avoiding trading-off and anchoring bias and extends its applicability for computationally expensive multiobjective optimization problems. In the E-NAUTILUS method, a set of Pareto…
Interactive data-driven multiobjective optimization of metallurgical properties of microalloyed steels using the DESDEO framework
2023
Solving real-life data-driven multiobjective optimization problems involves many complicated challenges. These challenges include preprocessing the data, modelling the objective functions, getting a meaningful formulation of the problem, and supporting decision makers to find preferred solutions in the existence of conflicting objective functions. In this paper, we tackle the problem of optimizing the composition of microalloyed steels to get good mechanical properties such as yield strength, percentage elongation, and Charpy energy. We formulate a problem with six objective functions based on data available and support two decision makers in finding a solution that satisfies them both. To …
On the Extension of the DIRECT Algorithm to Multiple Objectives
2020
AbstractDeterministic global optimization algorithms like Piyavskii–Shubert, direct, ego and many more, have a recognized standing, for problems with many local optima. Although many single objective optimization algorithms have been extended to multiple objectives, completely deterministic algorithms for nonlinear problems with guarantees of convergence to global Pareto optimality are still missing. For instance, deterministic algorithms usually make use of some form of scalarization, which may lead to incomplete representations of the Pareto optimal set. Thus, all global Pareto optima may not be obtained, especially in nonconvex cases. On the other hand, algorithms attempting to produce r…
Data-driven Interactive Multiobjective Optimization : Challenges and a Generic Multi-agent Architecture
2020
In many decision making problems, a decision maker needs computer support in finding a good compromise between multiple conflicting objectives that need to be optimized simultaneously. Interactive multiobjective optimization methods have a lot of potential for solving such problems. However, the growth of complexity in problem formulations and the abundance of data bring new challenges to be addressed by decision makers and method developers. On the other hand, advances in the field of artificial intelligence provide opportunities in this respect. We identify challenges and propose directions of addressing them in interactive multiobjective optimization methods with the help of multiple int…
Task-based visual analytics for interactive multiobjective optimization
2020
We study how visual interaction techniques considered in visual analytics can be utilized when implementing interactive multiobjective optimization methods, where a decision maker iteratively participates in the solution process. We want to benefit from previous research and avoid re-inventing ideas. Our aim is to widen awareness and increase the applicability of interactive methods for solving real-world problems. As a concrete approach, we introduce seven high-level tasks that are relevant for interactive methods. These high-level tasks are based on low-level tasks proposed in the visual analytics literature. In addition, we give an example on how the high-level tasks can be implemented a…