Abstract
The field of many-objective optimization has grown out of infancy and a number of contemporary algorithms can deliver well converged and diverse sets of solutions close to the Pareto optimal front. Concurrently, the studies in cognitive science have highlighted the pitfalls of imprecise decision-making in presence of a large number of alternatives. Thus, for effective decision-making, it is important to devise methods to identify a handful (7 ± 2) of solutions from a potentially large set of tradeoff solutions. Existing measures such as reflex/bend angle, expected marginal utility (EMU), maximum convex bulge/distance from hyperplane, hypervolume contribution, and local curvature are inadequate for the purpose as: 1) they may not create complete ordering of the solutions; 2) they cannot deal with large number of objectives and/or solutions; and 3) they typically do not provide any insight on the nature of selected solutions (internal, peripheral, and extremal). In this letter, we introduce a scheme to identify solutions of interest based on recursive use of the EMU measure. The nature of the solutions (internal or peripheral) is then characterized using reference directions generated via systematic sampling and the top ${K}$ solutions with the largest relative EMU measure are presented to the decision maker. The performance of the approach is illustrated using a number of benchmarks and engineering problems. In our opinion, the development of such methods is necessary to bridge the gap between theoretical development and real-world adoption of many-objective optimization algorithms.
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