Wavelet multi-resolution approximation for multiobjective optimal control

Wen Zou, Qingbin Zhang, Qingyu Gao and Zhiwei Feng

PLOS ONE, 2018, vol. 13, issue 8, 1-13

Abstract: A new sequential method based on multi-resolution approximation is proposed for solving computationally expensive multi-objective optimization problems. A traditional strategy is to decompose a multi-objective optimization problem into a number of single-objective optimization problems, whereby the PF can be regarded as a function of weights. Therefore, it is very natural to use wavelet multi-resolution approximation techniques for setting weight vectors. In our framework, the sequential approach starts with sampling aggressive functions on the initial coarsest grid with a few collocation points; once a rough PF is obtained, new points are automatically added on the basis of an adaptive wavelet collocation method. Therefore, the PF can be approximated with a relatively small number of weights. The efficiency of our method is demonstrated on two examples: a typical multi-objective optimization problem and an expensive multi-objective control optimal problem.

Date: 2018
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Persistent link: https://EconPapers.repec.org/RePEc:plo:pone00:0201514

DOI: 10.1371/journal.pone.0201514

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