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- Title
Local Search with Quadratic Approximations into Memetic Algorithms for Optimization with Multiple Criteria.
- Authors
Wanner, Elizabeth F.; Guimarães, Frederico G.; Takahashi, Ricardo H. C.; Fleming, Peter J.
- Abstract
This paper proposes a local search optimizer that, employed as an additional operator in multiobjective evolutionary techniques, can help to find more precise estimates of the Pareto-optimal surface with a smaller cost of function evaluation. The new operator employs quadratic approximations of the objective functions and constraints, which are built using only the function samples already produced by the usual evolutionary algorithm function evaluations. The local search phase consists of solving the auxiliary multiobjective quadratic optimization problem defined from the quadratic approximations, scalarized via a goal attainment formulation using an LMI solver. As the determination of the new approximated solutions is performed without the need of any additional function evaluation, the proposed methodology is suitable for costly black-box optimization problems.
- Subjects
SEARCH algorithms; MATHEMATICAL optimization; OPERATOR theory; APPROXIMATION theory; ALGORITHMS
- Publication
Evolutionary Computation, 2008, Vol 16, Issue 2, p185
- ISSN
1063-6560
- Publication type
Article
- DOI
10.1162/evco.2008.16.2.185