Abstract
We consider the problem of exploration of the set of all global optima (Pareto-points) or an approximation thereof in the context of multi-objective function optimization. Up to now, set oriented techniques assume that the evaluation of the m-dimensional vector of objectives can be done exactly which is important to steer the search process towards global optima. Here, we extend such techniques to allow objectives to be uncertain, i.e., vary within intervals. This may be often the case if the exact computation of objectives is computationally too expensive such that only estimates on the objective values of a design point may be derived. For objective values that are constrained by intervals, we derive a theory of probabilistic dominance, an extension of the definition of Pareto-dominance. Also, we show how this theory may be used in order to guide the selection process to approximate the Pareto-set.
This work was supported by the Deutsche Forschungsgemeinschaft (DFG) under grant Te 163/5
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Teich, J. (2001). Pareto-Front Exploration with Uncertain Objectives. In: Zitzler, E., Thiele, L., Deb, K., Coello Coello, C.A., Corne, D. (eds) Evolutionary Multi-Criterion Optimization. EMO 2001. Lecture Notes in Computer Science, vol 1993. Springer, Berlin, Heidelberg. https://doi.org/10.1007/3-540-44719-9_22
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DOI: https://doi.org/10.1007/3-540-44719-9_22
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