Domination Measure: A New Metric for Solving Multiobjective Optimization

Joshua Q. Hale (), Helin Zhu () and Enlu Zhou ()
Additional contact information
Joshua Q. Hale: Intel Corporation, Chandler, Arizona 85226
Helin Zhu: Uber Technologies, Inc., San Francisco, California 94103
Enlu Zhou: H. Milton Stewart School of Industrial and Systems Engineering, Georgia Institute of Technology, Atlanta, Georgia 30332

INFORMS Journal on Computing, 2020, vol. 32, issue 3, 565-581

Abstract: For general multiobjective optimization problems, the usual goal is finding the set of solutions not dominated by any other solutions, that is, a set of solutions as good as any other solution in all objectives and strictly better in at least one objective. In this paper, we propose a novel performance metric called the domination measure to measure the quality of a solution, which can be intuitively interpreted as the probability that an arbitrary solution in the solution space dominates that solution with respect to a predefined probability measure. We then reformulate the original problem as a stochastic and single-objective optimization problem. We further propose a model-based approach to solve it, which leads to an ideal version algorithm and an implementable version algorithm. We show that the ideal version algorithm converges to a set representation of the global optima of the reformulated problem; we demonstrate the numerical performance of the implementable version algorithm by comparing it with numerous existing multiobjective optimization methods on popular benchmark test functions. The numerical results show that the proposed approach is effective in generating a finite and uniformly spread approximation of the Pareto optimal set of the original multiobjective problem and is competitive with the tested existing methods. The concept of domination measure opens the door for potentially many new algorithms, and our proposed algorithm is an instance that benefits from domination measure.

Keywords: multiobjective optimization; model-based optimization; domination measure; hypervolume (search for similar items in EconPapers)
Date: 2020
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Citations: View citations in EconPapers (1)

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