An approximation algorithm for multi-objective optimization problems using a box-coverage

For a continuous multi-objective optimization problem, it is usually not a practical approach to compute all its nondominated points because there are infinitely many of them. For this reason, a typical approach is to compute an approximation of the nondominated set. A common technique for this approach is to generate a polyhedron which contains the nondominated set. However, often these approximations are used for further evaluations. For those applications a polyhedron is a structure that is not easy to handle. In this paper, we introduce an approximation with a simpler structure respecting the natural ordering. In particular, we compute a box-coverage of the nondominated set. To do so, we use an approach that, in general, allows us to update not only one but several boxes whenever a new nondominated point is found. The algorithm is guaranteed to stop with a finite number of boxes, each being sufficiently thin.

Detecting All Non-Dominated Points for Multi-Objective Multi-Index Transportation Problems

Multi-dimensional transportation problems denoted as multi-index are considered as the extension of classical transportation problems and are appropriate practical modeling for solving real–world problems with multiple supply, multiple demand, as well as different modes of transportation demands or delivering different kinds of commodities. This paper presents a method for detecting the complete nondominated set (efficient solutions) of multi-objective four-index transportation problems. The proposed approach implements weighted sum method to convert multi-objective four-index transportation problem into a single objective four-index transportation problem, that can then be decomposed into a set of two-index transportation sub-problems. For each two-index sub-problem, parametric analysis was investigated to determine the range of the weights values that keep the efficient solution unchanged, which enable the decision maker to detect the set of all nondominated solutions for the original multi-objective multi-index transportation problem, and also to find the stability set of the first kind for each efficient solution. Finally, an illustrative example is presented to illustrate the efficiency and robustness of the proposed approach. The results demonstrate the effectiveness and robustness for the proposed approach to detect the set of all nondominated solutions.

Enumeration of the Nondominated Set of Multiobjective Discrete Optimization Problems

In this paper, we propose a generic algorithm to compute exactly the set of nondominated points for multiobjective discrete optimization problems. Our algorithm extends the ε-constraint method, originally designed for the biobjective case only, to solve problems with two or more objectives. For this purpose, our algorithm splits the search space into zones that can be investigated separately by solving an integer program. We also propose refinements, which provide extra information on several zones, allowing us to detect, and discard, empty parts of the search space without checking them by solving the associated integer programs. This results in a limited number of calls to the integer solver. Moreover, we can provide a feasible starting solution before solving every program, which significantly reduces the time spent for each resolution. The resulting algorithm is fast and simple to implement. It is compared with previous state-of-the-art algorithms and is seen to outperform them significantly on the experimented problem instances.

CLUSTER BASED ENSEMBLE CLASSIFIER GENERATION BY JOINT OPTIMIZATION OF ACCURACY AND DIVERSITY

This paper presents an algorithm to generate ensemble classifier by joint optimization of accuracy and diversity. It is expected that the base classifiers in an ensemble are accurate and diverse (i.e., complementary in terms of errors) among each other for the ensemble classifier to be more accurate. We adopt a multi-objective evolutionary algorithm (MOEA) for joint optimization of accuracy and diversity on our recently developed nonuniform layered cluster oriented ensemble classifier (NULCOEC). In NULCOEC, the data set is partitioned into a variable number of clusters at different layers. Base classifiers are then trained on the clusters at different layers. The performance of NULCOEC is a function of the vector of the number of layers and clusters. The research presented in this paper investigates the implication of applying MOEA to generate NULCOEC. Accuracy and diversity of the ensemble classifier is expressed as a function of layers and clusters. A MOEA then searches for the combination of layers and clusters to obtain the nondominated set of (accuracy, diversity). We have obtained the results of single objective optimization (i.e., optimizing either accuracy or diversity) and compared them with the results of MOEA on sixteen UCI data sets. The results show that the MOEA can improve the performance of ensemble classifier.