Using objective reduction and interactive procedure to handle many-objective optimization problems


Abstract

A number of practical optimization problems are posed as many-objective (more than three objectives) problems. Most of the existing evolutionary multi-objective optimization algorithms, which target the entire Pareto-front are not equipped to handle many-objective problems. Though there have been copious efforts to overcome the challenges posed by such problems, there does not exist a generic procedure to effectively handle them. This paper presents a simplify and solve framework for handling many-objective optimization problems. In that, a given problem is simplified by identification and elimination of the redundant objectives, before interactively engaging the decision maker to converge to the most preferred solution on the Pareto-optimal front. The merit of performing objective reduction before interacting with the decision maker is two fold. Firstly, the revelation that certain objectives are redundant, significantly reduces the complexity of the optimization problem, implying lower computational cost and higher search efficiency. Secondly, it is well known that human beings are not efficient in handling several factors (objectives in the current context) at a time. Hence, simplifying the problem a priori addresses the fundamental issue of cognitive overload for the decision maker, which may help avoid inconsistent preferences during the different stages of interactive engagement. The implementation of the proposed framework is first demonstrated on a three-objective problem, followed by its application on two real-world engineering problems.