Incorporation of region of interest in a decomposition-based multi-objective evolutionary algorithm

Abstract

Preference-based Multi-Objective Evolutionary Algorithm (MOEA) restrict the search to a given region of the Pareto front preferred by the Decision Maker (DM), called the Region of Interest (ROI). In this paper, a new preference-guided MOEA is proposed. In this method, we define the ROI as a preference cone in the objective space. The preferential direction and the aperture of the cone are parameters that the DM has to provide to define the ROI. Given the preference cone, we employ a weight vector generation method that is based on a steady-state evolutionary algorithm. The main idea of our method is to evolve a population of weight vectors towards the characteristics that are desirable for a set of weight vectors in a decomposition-based MOEA framework. The main advantage is that the DM can define the number of weight vectors and thus can control the population size. Once the ROI is defined and the set of weight vectors are generated within the preference cone, we start a decomposition-based MOEA using the provided set of weights in its initialization. Therefore, this enforces the algorithm to converge to the ROI. The results show the benefit and adequacy of the preference cone MOEA/D for preference-guided many-objective optimization.