A Set Based Newton Method for the Averaged Hausdorff Distance for Multi-Objective Reference Set Problems

Multi-objective optimization problems (MOPs) naturally arise in many applications. Since for such problems one can expect an entire set of optimal solutions, a common task in set based multi-objective optimization is to compute <i>N</i> solutions along the Pareto set/front of a given MOP...

Full description

Bibliographic Details
Main Authors: Lourdes Uribe, Johan M Bogoya, Andrés Vargas, Adriana Lara, Günter Rudolph, Oliver Schütze
Format: Article
Language:English
Published: MDPI AG 2020-10-01
Series:Mathematics
Subjects:
Online Access:https://www.mdpi.com/2227-7390/8/10/1822
Description
Summary:Multi-objective optimization problems (MOPs) naturally arise in many applications. Since for such problems one can expect an entire set of optimal solutions, a common task in set based multi-objective optimization is to compute <i>N</i> solutions along the Pareto set/front of a given MOP. In this work, we propose and discuss the set based Newton methods for the performance indicators Generational Distance (GD), Inverted Generational Distance (IGD), and the averaged Hausdorff distance <inline-formula><math display="inline"><semantics><msub><mi>Δ</mi><mi>p</mi></msub></semantics></math></inline-formula> for reference set problems for unconstrained MOPs. The methods hence directly utilize the set based scalarization problems that are induced by these indicators and manipulate all <i>N</i> candidate solutions in each iteration. We demonstrate the applicability of the methods on several benchmark problems, and also show how the reference set approach can be used in a bootstrap manner to compute Pareto front approximations in certain cases.
ISSN:2227-7390