616
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RWTH Publication No: 949199 2022   |
TITLE |
Repulsion dynamics for uniform Pareto front approximation in multi-objective optimization problems |
AUTHORS |
Giacomo Borghi |
ABSTRACT |
Scalarization allows to solve a multi-objective optimization problem by solving many
single-objective sub-problems, uniquely determined by some parameters. In this work, we
propose several adaptive strategies to select such parameters in order to obtain a uniform
approximation of the Pareto front. This is done by introducing a heuristic dynamics where
the parameters interact through a binary repulsive potential. The approach aims to minimize
the associated energy potential which is used to quantify the diversity of the computed solutions. A stochastic component is also added to overcome non-optimal energy configurations.
Numerical experiments show the validity of the proposed approach for bi- and tri-objectives
problems with different Pareto front geometries. |
KEYWORDS |
multi-objective optimization, gradient-free methods, heuristic algorithms, potential based diversity measure, scalarization |
DOI |
10.1002/pamm.202200285 |
PUBLICATION |
PAMM, Vol. 23, Issue 1 e202200285 |