Approximating Pareto frontier using a hybrid line search approach

  • Authors:
  • Crina Grosan;Ajith Abraham

  • Affiliations:
  • Department of Computer Science, Faculty of Mathematics and Computer Science, Babes-Bolyai University, Cluj-Napoca, Kogalniceanu 1, 400084 Cluj-Napoca, Romania;Machine Intelligence Research Labs, Scientific Network for Innovation and Research Excellence, P.O. Box 2259, Auburn, Washington, DC 98072-2259, USA

  • Venue:
  • Information Sciences: an International Journal
  • Year:
  • 2010

Quantified Score

Hi-index 0.07

Visualization

Abstract

The aggregation of objectives in multiple criteria programming is one of the simplest and widely used approach. But it is well known that this technique sometimes fail in different aspects for determining the Pareto frontier. This paper proposes a new approach for multicriteria optimization, which aggregates the objective functions and uses a line search method in order to locate an approximate efficient point. Once the first Pareto solution is obtained, a simplified version of the former one is used in the context of Pareto dominance to obtain a set of efficient points, which will assure a thorough distribution of solutions on the Pareto frontier. In the current form, the proposed technique is well suitable for problems having multiple objectives (it is not limited to bi-objective problems) and require the functions to be continuous twice differentiable. In order to assess the effectiveness of this approach, some experiments were performed and compared with two recent well known population-based metaheuristics namely ParEGO and NSGA II. When compared to ParEGO and NSGA II, the proposed approach not only assures a better convergence to the Pareto frontier but also illustrates a good distribution of solutions. From a computational point of view, both stages of the line search converge within a short time (average about 150ms for the first stage and about 20ms for the second stage). Apart from this, the proposed technique is very simple, easy to implement and use to solve multiobjective problems.