MONSS: A multi-objective nonlinear simplex search approach.

Autor: Zapotecas-Martínez, Saúl, Coello, Carlos A. Coello
Předmět:
Zdroj: Engineering Optimization; Jan2016, Vol. 48 Issue 1, p16-38, 23p
Abstrakt: This article presents a novel methodology for dealing with continuous box-constrained multi-objective optimization problems (MOPs). The proposed algorithm adopts a nonlinear simplex search scheme in order to obtain multiple elements of the Pareto optimal set. The search is directed by a well-distributed set of weight vectors, each of which defines a scalarization problem that is solved by deforming a simplex according to the movements described by Nelder and Mead's method. Considering an MOP withndecision variables, the simplex is constructed usingn+1 solutions which minimize different scalarization problems defined byn+1 neighbor weight vectors. All solutions found in the search are used to update a set of solutions considered to be the minima for each separate problem. In this way, the proposed algorithm collectively obtains multiple trade-offs among the different conflicting objectives, while maintaining a proper representation of the Pareto optimal front. In this article, it is shown that a well-designed strategy using just mathematical programming techniques can be competitive with respect to the state-of-the-art multi-objective evolutionary algorithms against which it was compared. [ABSTRACT FROM PUBLISHER]
Databáze: Complementary Index