A1 Journal article (refereed)
An interactive surrogate-based method for computationally expensive multiobjective optimisation (2019)

Tabatabaei, M., Hartikainen, M., Sindhya, K., Hakanen, J., & Miettinen, K. (2019). An interactive surrogate-based method for computationally expensive multiobjective optimisation. Journal of the Operational Research Society, 70(6), 898-914. https://doi.org/10.1080/01605682.2018.1468860

JYU authors or editors

Sindhya, Karthik
Hakanen, Jussi
Hartikainen, Markus
Miettinen, Kaisa
Tabatabaei, Mohammad

Publication details

All authors or editors: Tabatabaei, Mohammad; Hartikainen, Markus; Sindhya, Karthik; Hakanen, Jussi; Miettinen, Kaisa

Journal or series: Journal of the Operational Research Society

ISSN: 0160-5682

eISSN: 1476-9360

Publication year: 2019

Volume: 70

Issue number: 6

Pages range: 898-914

Publisher: Palgrave Macmillan Ltd.

Publication country: United Kingdom

Publication language: English

DOI: https://doi.org/10.1080/01605682.2018.1468860

Publication open access: Openly available

Publication channel open access: Partially open access channel

Publication is parallel published (JYX): https://jyx.jyu.fi/handle/123456789/64164

Abstract

Many disciplines involve computationally expensive multiobjective optimisation problems. Surrogate-based methods are commonly used in the literature to alleviate the computational cost. In this paper, we develop an interactive surrogate-based method called SURROGATE-ASF to solve computationally expensive multiobjective optimisation problems. This method employs preference information of a decision-maker. Numerical results demonstrate that SURROGATE-ASF efficiently provides preferred solutions for a decision-maker. It can handle different types of problems involving for example multimodal objective functions and nonconvex and/or disconnected Pareto frontiers.

Keywords: mathematical optimisation; multi-objective optimisation

Free keywords: multiple criteria decision-making (MCDM); interactive methods; computational cost; black-box functions; metamodeling techniques; achievement scalarising function

Fields of science: