An ACO-based Hyper-heuristic for Sequencing Many-objective Evolutionary Algorithms that Consider Different Ways to Incorporate the DM's Preferences

Abstract

Many-objective optimization is an area of interest common to researchers, professionals, and practitioners because of its real-world implications. Preference incorporation into Multi-Objective Evolutionary Algorithms (MOEAs) is one of the current approaches to treat Many-Objective Optimization Problems (MaOPs). Some recent studies have focused on the advantages of embedding preference models based on interval outranking into MOEAs; several models have been proposed to achieve it. Since there are many factors influencing the choice of the best outranking model, there is no clear notion of which is the best model to incorporate the preferences of the decision maker into a particular problem. This paper proposes a hyper-heuristic algorithm—named HyperACO—that searches for the best combination of several interval outranking models embedded into MOEAs to solve MaOPs. HyperACO is able not only to select the most appropriate model but also to combine the already existing models to solve a specific MaOP correctly. The results obtained on the DTLZ and WFG test suites corroborate that HyperACO can hybridize MOEAs with a combined preference model that is suitable to the problem being solved. Performance comparisons with other state-of-the-art MOEAs and tests for statistical significance validate this conclusion.