多目标优化 multi-objective optimization problem(MOP)

本文介绍了多目标优化问题(MOP),探讨了MOP的解,包括支配解、非支配解和帕累托前沿,并讨论了相关优化算法,如进化算法(EA)、非支配排序遗传算法(NSGA-II)和多协调代理协同演化算法(MCACEA)。

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目录:
一、什么是多目标优化问题
二、多目标问题的解
三、相关算法


一、multi-objective optimization problem(MOP)

Multi-objective optimization problems deals with conflicting objectives, i.e. while one objective increases the other decreases. There is no a unique global solution but a set of solutions.

Multi-objective Optimization Programming、Pareto Optimization等等都是这个问题。
通常用下面的问题来代表:在这里插入图片描述
求解时有多个条件需要服从。

得到的解在这里插入图片描述
满足所有constraint且变量都在上下界范围内的solution称为 feasible solution
所有可行解构成的集合称为 feasible region,有时也称为 search space
objective space 的定义有待补充……

MOP的目标可能是找到一组有代表性的帕累托最优解,和/或量化满足不同目标的权衡,和/或找到一个单一的解决方案,满足人类决策者的主观偏好。


二、MOP的解

Dominated Solution

x(1)x^{(1)}

K. Miettinen, Nonlinear Multiobjective Optimization. Norwell, A:Kluwer, 1999. Problems with multiple objectives and criteria are generally known as multiple criteria optimization or multiple criteria decision-making (MCDM) problems. So far, these types of problems have typically been modelled and solved by means of linear programming. However, many real-life phenomena are of a nonlinear nature, which is why we need tools for nonlinear programming capable of handling several conflicting or incommensurable objectives. In this case, methods of traditional single objective optimization and linear programming are not enough; we need new ways of thinking, new concepts, and new methods - nonlinear multiobjective optimization. Nonlinear Multiobjective Optimization provides an extensive, up-to-date, self-contained and consistent survey, review of the literature and of the state of the art on nonlinear (deterministic) multiobjective optimization, its methods, its theory and its background. The amount of literature on multiobjective optimization is immense. The treatment in this book is based on approximately 1500 publications in English printed mainly after the year 1980. Problems related to real-life applications often contain irregularities and nonsmoothnesses. The treatment of nondifferentiable multiobjective optimization in the literature is rather rare. For this reason, this book contains material about the possibilities, background, theory and methods of nondifferentiable multiobjective optimization as well. This book is intended for both researchers and students in the areas of (applied) mathematics, engineering, economics, operations research and management science; it is meant for both professionals and practitioners in many different fields of application. The intention has been to provide a consistent summary that may help in selecting an appropriate method for the problem to be solved. It is hoped the extensive bibliography will be of value to researchers.
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