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Progressive Multi-Objective Optimization

Author

Listed:
  • Kenneth Sörensen

    (University of Antwerp, Faculty of Applied Economics, ANT/OR – University of Antwerp Operations Research Group, Prinsstraat 13, B–2000 Antwerp, Belgium)

  • Johan Springael

    (University of Antwerp, Faculty of Applied Economics, ANT/OR – University of Antwerp Operations Research Group, Prinsstraat 13, B–2000 Antwerp, Belgium)

Abstract

This paper introducesprogressive multi-objective optimization(PMOO), a novel technique to include the decision maker's preferences into the multi-objective optimization process. PMOO integrates a well-known method for multi-criteria decision making (PROMETHEE) into a simple multi-objective metaheuristic by maintaining and updating a small reference archive of nondominated solutions throughout the search. By applying this novel technique to a set of instances of the multi-objective knapsack problem, the superiority of PMOO over the commonly accepted sequential approach of generating a Pareto set approximation first and selecting a single solution afterwards is demonstrated.

Suggested Citation

  • Kenneth Sörensen & Johan Springael, 2014. "Progressive Multi-Objective Optimization," International Journal of Information Technology & Decision Making (IJITDM), World Scientific Publishing Co. Pte. Ltd., vol. 13(05), pages 917-936.
    • Handle: RePEc:wsi:ijitdm:v:13:y:2014:i:05:n:s0219622014500308
    DOI: 10.1142/S0219622014500308
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    References listed on IDEAS

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    1. JosÉ Figueira & Salvatore Greco & Matthias Ehrogott, 2005. "Multiple Criteria Decision Analysis: State of the Art Surveys," International Series in Operations Research and Management Science, Springer, number 978-0-387-23081-8, April.
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