A preference-based evolutionary algorithm for multi-objective optimization

  • Authors:

  • Lothar Thiele;Kaisa Miettinen;Pekka J. Korhonen;Julian Molina

  • Affiliations:

  • ETH-Zurich, Department of Information Technology and Electrical Engineering, Gloriastrasse 35, CH-8092 Zürich, Switzerland. thiele@tik.ee.ethz.ch;Department of Mathematical Information Technology, P.O. Box 35 (Agora), FI-40014 University of Jyväskylä, Finland. kaisa.miettinen@jyu.fi;Helsinki School of Economics, Department of Business Technology, P.O. Box 1210, FI-00101 Helsinki, Finland. pekka.korhonen@hse.fi;Department of Applied Economics, University of Malaga, E-29071 Malaga, Spain. julian.molina@uma.es

  • Venue:
  • Evolutionary Computation
  • Year:
  • 2009

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Abstract

In this paper, we discuss the idea of incorporating preference information into evolutionary multi-objective optimization and propose a preference-based evolutionary approach that can be used as an integral part of an interactive algorithm. One algorithm is proposed in the paper. At each iteration, the decision maker is asked to give preference information in terms of his or her reference point consisting of desirable aspiration levels for objective functions. The information is used in an evolutionary algorithm to generate a new population by combining the fitness function and an achievement scalarizing function. In multi-objective optimization, achievement scalarizing functions are widely used to project a given reference point into the Pareto optimal set. In our approach, the next population is thus more concentrated in the area where more preferred alternatives are assumed to lie and the whole Pareto optimal set does not have to be generated with equal accuracy. The approach is demonstrated by numerical examples.