“Whatever Works Best for You”- A New Method for a Priori and Progressive Multi-objective Optimisation


Various multi-objective evolutionary algorithms (MOEAs) have been developed to help a decision maker (DM) search for his/her preferred solutions to multi-objective problems. However, none of these approaches has catered simultaneously for the two fundamental ways that DM can specify his/ her preferences: weights and aspiration levels. In this paper, we propose an approach named iPICEA-g that allows the DM to specify his preference in either format. iPICEA-g is based on the preference-inspired co-evolutionary algorithm (PICEA-g). Solutions are guided toward regions of interest (ROIs) to the DM by co-evolving sets of goal vectors exclusively generated in the ROIs. Moreover, a friendly decision making technique is developed for interaction with the optimization process: the DM specifies his preferences easily by interactively brushing his preferred regions in the objective space. No direct elicitation of numbers is required, reducing the cognitive burden on DM. The performance of iPICEA-g is tested on a set of benchmark problems and is shown to be good.