1. Multiobjective optimization using an adaptive weighting scheme.
- Author
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Deshpande, Shubhangi, Watson, Layne T., and Canfield, Robert A.
- Subjects
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PROCESS optimization , *SIMULATION methods & models , *MICROSIMULATION modeling (Statistics) , *PROBLEM solving , *APPROXIMATION theory , *FUNCTIONAL analysis - Abstract
A new Pareto front approximation method is proposed for multiobjective optimization problems (MOPs) with bound constraints. The method employs a hybrid optimization approach using two derivative-free direct search techniques, and intends to solve black box simulation-based MOPs where the analytical form of the objectives is not known and/or the evaluation of the objective function(s) is very expensive. A new adaptive weighting scheme is proposed to convert a multiobjective optimization problem to a single objective optimization problem. Another contribution of this paper is the generalization of the star discrepancy-based performance measure for problems with more than two objectives. The method is evaluated using five test problems from the literature, and a realistic engineering problem. Results show that the method achieves an arbitrarily close approximation to the Pareto front with a good collection of well-distributed nondominated points for all six test problems. [ABSTRACT FROM AUTHOR]
- Published
- 2016
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