MVMOO: Mixed variable multi-objective optimisation
AbstractIn many real-world problems there is often the requirement to optimise multiple conflicting objectives in an efficient manner. In such problems there can be the requirement to optimise a mixture of continuous and discrete variables. Herein, we propose a new multi-objective algorithm capable of optimising both continuous and discrete bounded variables in an efficient manner. The algorithm utilises Gaussian processes as surrogates in combination with a novel distance metric based upon Gower similarity. The MVMOO algorithm was compared to an existing mixed variable implementation of NSGA-II and random sampling for three test problems. MVMOO shows competitive performance on all proposed problems with efficient data acquisition and approximation of the Pareto fronts for the selected test problems.