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Many-Objectives Optimization: A Machine Learning Approach for Reducing the Number of Objectives

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Author(s):
Gaspar-Cunha, Antonio ; Costa, Paulo ; Monaco, Francisco ; Delbem, Alexandre
Total Authors: 4
Document type: Journal article
Source: MATHEMATICAL AND COMPUTATIONAL APPLICATIONS; v. 28, n. 1, p. 19-pg., 2023-02-01.
Abstract

Solving real-world multi-objective optimization problems using Multi-Objective Optimization Algorithms becomes difficult when the number of objectives is high since the types of algorithms generally used to solve these problems are based on the concept of non-dominance, which ceases to work as the number of objectives grows. This problem is known as the curse of dimensionality. Simultaneously, the existence of many objectives, a characteristic of practical optimization problems, makes choosing a solution to the problem very difficult. Different approaches are being used in the literature to reduce the number of objectives required for optimization. This work aims to propose a machine learning methodology, designated by FS-OPA, to tackle this problem. The proposed methodology was assessed using DTLZ benchmarks problems suggested in the literature and compared with similar algorithms, showing a good performance. In the end, the methodology was applied to a difficult real problem in polymer processing, showing its effectiveness. The algorithm proposed has some advantages when compared with a similar algorithm in the literature based on machine learning (NL-MVU-PCA), namely, the possibility for establishing variable-variable and objective-variable relations (not only objective-objective), and the elimination of the need to define/chose a kernel neither to optimize algorithm parameters. The collaboration with the DM(s) allows for the obtainment of explainable solutions. (AU)

FAPESP's process: 13/07375-0 - CeMEAI - Center for Mathematical Sciences Applied to Industry
Grantee:Francisco Louzada Neto
Support Opportunities: Research Grants - Research, Innovation and Dissemination Centers - RIDC
FAPESP's process: 19/07665-4 - Center for Artificial Intelligence
Grantee:Fabio Gagliardi Cozman
Support Opportunities: Research Grants - Research Program in eScience and Data Science - Research Centers in Engineering Program