Dominance-based pareto-surrogate for multi-objective optimization

  • Authors:
  • Ilya Loshchilov;Marc Schoenauer;Michèle Sebag

  • Affiliations:
  • INRIA Saclay, Île-de-France and Laboratoire de Recherche en Informatique, UMR CNRS, Université Paris-Sud, Orsay Cedex, France;INRIA Saclay, Île-de-France and Laboratoire de Recherche en Informatique, UMR CNRS, Université Paris-Sud, Orsay Cedex, France;Laboratoire de Recherche en Informatique, UMR CNRS, Université Paris-Sud, Orsay Cedex, France and INRIA Saclay, Île-de-France

  • Venue:
  • SEAL'10 Proceedings of the 8th international conference on Simulated evolution and learning
  • Year:
  • 2010

Quantified Score

Hi-index 0.00

Visualization

Abstract

Mainstream surrogate approaches for multi-objective problems build one approximation for each objective. Mono-surrogate approaches instead aim at characterizing the Pareto front with a single model. Such an approach has been recently introduced using a mixture of regression Support VectorMachine (SVM) to clamp the current Pareto front to a single value, and one-class SVM to ensure that all dominated points will be mapped on one side of this value. A new mono-surrogate EMO approach is introduced here, relaxing the previous approach and modelling Pareto dominance within the rank-SVM framework. The resulting surrogate model is then used as a filter for offspring generation in standard Evolutionary Multi-Objective Algorithms, and is comparatively validated on a set of benchmark problems.