Abstract
Mainstream surrogate approaches for multi-objective problems build one approximation for each objective. Mono-surrogate approaches instead aim at characterizing the Pareto front with a single model. Such an approach has been recently introduced using a mixture of regression Support Vector Machine (SVM) to clamp the current Pareto front to a single value, and one-class SVM to ensure that all dominated points will be mapped on one side of this value. A new mono-surrogate EMO approach is introduced here, relaxing the previous approach and modelling Pareto dominance within the rank-SVM framework. The resulting surrogate model is then used as a filter for offspring generation in standard Evolutionary Multi-Objective Algorithms, and is comparatively validated on a set of benchmark problems.
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Loshchilov, I., Schoenauer, M., Sebag, M. (2010). Dominance-Based Pareto-Surrogate for Multi-Objective Optimization. In: Deb, K., et al. Simulated Evolution and Learning. SEAL 2010. Lecture Notes in Computer Science, vol 6457. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-17298-4_24
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DOI: https://doi.org/10.1007/978-3-642-17298-4_24
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