Computing a Finite Size Representation of the Set of Approximate Solutions of an MOPReport as inadecuate

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1 DOLPHIN - Parallel Cooperative Multi-criteria Optimization LIFL - Laboratoire d-Informatique Fondamentale de Lille, Inria Lille - Nord Europe 2 LIFIA - Laboratoire d-Informatique Fondamentale et d-Intelligence Artificielle 3 LGI - IMAG - Laboratoire de Génie Informatique 4 LIFL - Laboratoire d-Informatique Fondamentale de Lille

Abstract : Recently, a framework for the approximation of the entire set of $\epsilon$-efficient solutions denote by $E \epsilon$ of a multi-objective optimization problem with stochastic search algorithms has been proposed. It was proven that such an algorithm produces - under mild assumptions on the process to generate new candidate solutions -a sequence of archives which converges to $E {\epsilon}$ in the limit and in the probabilistic sense. The result, though satisfactory for most discrete MOPs, is at least from the practical viewpoint not sufficient for continuous models: in this case, the set of approximate solutions typically forms an $n$-dimensional object, where $n$ denotes the dimension of the parameter space, and thus, it may come to perfomance problems since in practise one has to cope with a finite archive.\\ Here we focus on obtaining finite and tight approximations of $E \epsilon$, the latter measured by the Hausdorff distance. We propose and investigate a novel archiving strategy theoretically and empirically. For this, we analyze the convergence behavior of the algorithm, yielding bounds on the obtained approximation quality as well as on the cardinality of the resulting approximation, and present some numerical results.

Keywords : multi-objective optimization convergence epsilon-efficient solutions approximate solutions stochastic search algorithms

Author: Oliver Schuetze - Carlos A. Coello Coello - Emilia Tantar - El-Ghazali Talbi -



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