616 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