Abstract
This paper studies a class of mixed Pareto-Lexicographic multi-objective optimization problems where the preference among the objectives is available in different priority levels (PLs) before the start of the optimization process – akin to many practical problems involving domain experts. Each priority level (PL) is a group of objectives having an identical importance in terms of optimization, so that they must be optimized in the standard Pareto sense. However, between two PLs, a lexicographic preference structure exists. Clearly, finding the entire set of Pareto optimal solutions first and then choosing the lexicographic solutions using the given PL structure is not computationally efficient. A new efficient algorithm is presented here using a recent mathematical breakthrough in handling infinite and infinitesimal quantities: the Grossone methodology. The proposal has been implemented within a popular multi-objective optimization algorithm (NSGA-II), thereby obtaining its generalized version named PL-NSGA-II, although other EMO or EMaO algorithms could have also been used instead. A quantitative comparison of PL-NSGA-II performance against existing algorithms is made. Results clearly show the advantage of the proposed Grossone-based methodology in solving such priority-level many-objective problems.
Work partially supported by the Italian MIUR – CrossLab project (Departments of Excellence) and partially by the University of Pisa funded project PRA_2018_81 “Wearable sensor systems: personalized analysis and data security in healthcare”.
COIN Report Number 2020025.
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Lai, L., Fiaschi, L., Cococcioni, M., Deb, K. (2021). Handling Priority Levels in Mixed Pareto-Lexicographic Many-Objective Optimization Problems. In: Ishibuchi, H., et al. Evolutionary Multi-Criterion Optimization. EMO 2021. Lecture Notes in Computer Science(), vol 12654. Springer, Cham. https://doi.org/10.1007/978-3-030-72062-9_29
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