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Identifying stochastically non-dominated solutions using evolutionary computation
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Singh, Hemant Kumar and Branke, Juergen (2022) Identifying stochastically non-dominated solutions using evolutionary computation. In: 17th International Conference, PPSN 2022, Dortmund, Germany, 10-14 Sep 2022. Published in: Parallel Problem Solving from Nature – PPSN XVII, 13399 pp. 193-206. ISBN 9783031147203. doi:10.1007/978-3-031-14721-0_14 ISSN 0302-9743.
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WRAP-identifying-stochastically-non-dominated-solutions-evolutionary-computation-Branke-2022.pdf - Accepted Version - Requires a PDF viewer. Download (1665Kb) | Preview |
Official URL: http://dx.doi.org/10.1007/978-3-031-14721-0_14
Abstract
We consider the problem of finding a solution robust to disturbances of its decision variables, and explain why this should be framed as problem to identify all stochastically non-dominated solutions. Then we show how this can be formulated as an unconventional multi-objective optimization problem and solved using evolutionary computation. Because evaluating stochastic dominance in a black-box setting is computationally very expensive, we also propose more efficient algorithm variants that utilize surrogate models and re-use historical data. Empirical results on several test problems demonstrate that the algorithm indeed finds the stochastically non-dominated solutions, and that the proposed efficiency enhancements are able to drastically cut the number of required function evaluations while maintaining good solution quality.
| Item Type: | Conference Item (Paper) | ||||||
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| Subjects: | Q Science > QA Mathematics > QA76 Electronic computers. Computer science. Computer software | ||||||
| Divisions: | Faculty of Social Sciences > Warwick Business School | ||||||
| Library of Congress Subject Headings (LCSH): | Evolutionary programming (Computer science), Genetic algorithms, Robust optimization | ||||||
| Series Name: | Lecture Notes in Computer Science | ||||||
| Journal or Publication Title: | Parallel Problem Solving from Nature – PPSN XVII | ||||||
| Publisher: | Springer | ||||||
| ISBN: | 9783031147203 | ||||||
| ISSN: | 0302-9743 | ||||||
| Book Title: | Parallel Problem Solving from Nature – PPSN XVII | ||||||
| Official Date: | 15 August 2022 | ||||||
| Dates: |
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| Volume: | 13399 | ||||||
| Page Range: | pp. 193-206 | ||||||
| DOI: | 10.1007/978-3-031-14721-0_14 | ||||||
| Status: | Not Peer Reviewed | ||||||
| Publication Status: | Published | ||||||
| Reuse Statement (publisher, data, author rights): | This version of the article has been accepted for publication, after peer review (when applicable) and is subject to Springer Nature’s AM terms of use, but is not the Version of Record and does not reflect post-acceptance improvements, or any corrections. The Version of Record is available online at: http://dx.doi.org/10.1007/978-3-031-14721-0_14 | ||||||
| Access rights to Published version: | Restricted or Subscription Access | ||||||
| Date of first compliant deposit: | 15 September 2022 | ||||||
| Date of first compliant Open Access: | 15 August 2023 | ||||||
| RIOXX Funder/Project Grant: |
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| Conference Paper Type: | Paper | ||||||
| Title of Event: | 17th International Conference, PPSN 2022 | ||||||
| Type of Event: | Conference | ||||||
| Location of Event: | Dortmund, Germany | ||||||
| Date(s) of Event: | 10-14 Sep 2022 |
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