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PGA/MOEAD: a preference-guided evolutionary algorithm for multi-objective decision-making problems with interval-valued fuzzy preferences

Bin Luo, Lin Lin and ShiSheng Zhong

International Journal of Systems Science, 2018, vol. 49, issue 3, 595-616

Abstract: In this research, we propose a preference-guided optimisation algorithm for multi-criteria decision-making (MCDM) problems with interval-valued fuzzy preferences. The interval-valued fuzzy preferences are decomposed into a series of precise and evenly distributed preference-vectors (reference directions) regarding the objectives to be optimised on the basis of uniform design strategy firstly. Then the preference information is further incorporated into the preference-vectors based on the boundary intersection approach, meanwhile, the MCDM problem with interval-valued fuzzy preferences is reformulated into a series of single-objective optimisation sub-problems (each sub-problem corresponds to a decomposed preference-vector). Finally, a preference-guided optimisation algorithm based on MOEA/D (multi-objective evolutionary algorithm based on decomposition) is proposed to solve the sub-problems in a single run. The proposed algorithm incorporates the preference-vectors within the optimisation process for guiding the search procedure towards a more promising subset of the efficient solutions matching the interval-valued fuzzy preferences. In particular, lots of test instances and an engineering application are employed to validate the performance of the proposed algorithm, and the results demonstrate the effectiveness and feasibility of the algorithm.

Date: 2018
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DOI: 10.1080/00207721.2017.1412537

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