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

Autor(es)

Gaspar-Cunha, Antonio ; Costa, Paulo ; Monaco, Francisco ; Delbem, Alexandre

• Tipo de documento: Artigo Científico
• Fonte: MATHEMATICAL AND COMPUTATIONAL APPLICATIONS; v. 28, n. 1, p. 19-pg., 2023-02-01.

Resumo

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)

• Processo FAPESP: 13/07375-0 - CeMEAI - Centro de Ciências Matemáticas Aplicadas à Indústria
• Beneficiário: Francisco Louzada Neto
• Modalidade de apoio: Auxílio à Pesquisa - Centros de Pesquisa, Inovação e Difusão - CEPIDs
• Processo FAPESP: 19/07665-4 - Centro de Inteligência Artificial
• Beneficiário: Fabio Gagliardi Cozman
• Modalidade de apoio: Auxílio à Pesquisa - Programa eScience e Data Science - Centros de Pesquisa em Engenharia