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Splitting for Multi-objective Optimization

  • Qibin Duan
  • Dirk P. Kroese
Article
  • 61 Downloads

Abstract

We introduce a new multi-objective optimization (MOO) methodology based the splitting technique for rare-event simulation. The method generalizes the elite set selection of the traditional splitting framework, and uses both local and global sampling to sample in the decision space. In addition, an 𝜖-dominance method is employed to maintain good solutions. The algorithm was compared with state-of-the art MOO algorithms using a prevailing set of benchmark problems. Numerical experiments demonstrate that the new algorithm is competitive with the well-established MOO algorithms and that it can outperform the best of them in various cases.

Keywords

Splitting method Multi-objective optimization Pareto front Pareto set Benchmarking Inverted generational distance 

Mathematics Subject Classification (2010)

68W20 90C29 

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Notes

Acknowledgements

This work was supported by the Australian Research Council Centre of Excellence for Mathematical and Statistical Frontiers, under grant number CE140100049. Qibin Duan would also like to acknowledge the support from the University of Queensland through the UQ International Scholarships scheme.

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Copyright information

© Springer Science+Business Media New York 2017

Authors and Affiliations

  1. 1.School of Mathematics and PhysicsThe University of QueenslandBrisbaneAustralia

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