Surrogate-Assisted Multicriteria Optimization: Complexities, Prospective Solutions, and Business Case

Richard Allmendinger, Michael Emmerich, Jussi Hakanen, Yaochu Jin, Enrico Rigoni

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Abstract

Complexity in solving real-world multicriteria optimization problems often stems from the fact that complex, expensive, and/or time-consuming simulation tools or physical experiments are used to evaluate solutions to a problem. In such settings, it is common to use efficient computational models, often known as surrogates or metamodels, to approximate the outcome (objective or constraint function value) of a simulation or physical experiment. The presence of multiple objective functions poses an additional layer of complexity for surrogate-assisted optimization. For example, complexities may relate to the appropriate selection of metamodels for the individual objective functions, extensive training time of surrogate models, or the optimal use of many-core computers to approximate efficiently multiple objectives simultaneously. Thinking out of the box, complexity can also be shifted from approximating the individual objective functions to approximating the entire Pareto front. This leads to further complexities, namely, how to validate statistically and apply the techniques developed to real-world problems. In this paper, we discuss emerging complexity-related topics in surrogate-assisted multicriteria optimization that may not be prevalent in nonsurrogate-assisted single-objective optimization. These complexities are motivated using several real-world problems in which the authors were involved. We then discuss several promising future research directions and prospective solutions to tackle emerging complexities in surrogate-assisted multicriteria optimization. Finally, we provide insights from an industrial point of view into how surrogate-assisted multicriteria optimization techniques can be developed and applied within a collaborative business environment to tackle real-world problems.
Original languageEnglish
JournalJournal of Multi-Criteria Decision Analysis
Volume24
Issue number1-2
Early online date31 Jan 2017
DOIs
Publication statusPublished - 2017

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