Learning to project in a criterion space search algorithm: an application to multi-objective binary linear programming

In this paper, we investigate the possibility of improving the performance of multi-objective optimization solution approaches using machine learning techniques. Specifically, we focus on multi-objective binary linear programs and employ one of the most effective and recently developed criterion spa...

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Vydané v:Optimization letters Ročník 18; číslo 9; s. 2051 - 2078
Hlavní autori: Sierra-Altamiranda, Alvaro, Charkhgard, Hadi, Dayarian, Iman, Eshragh, Ali, Javadi, Sorna
Médium: Journal Article
Jazyk:English
Vydavateľské údaje: Berlin/Heidelberg Springer Berlin Heidelberg 01.12.2024
Predmet:
Computational Intelligence
Mathematics
Mathematics and Statistics
Numerical and Computational Physics
Operations Research/Decision Theory
Optimization
Original Paper
Simulation
Binary linear program
Learning to project
Criterion space search algorithm
Multiple objective programming
Machine learning
ISSN:1862-4472, 1862-4480
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Popis
Shrnutí:In this paper, we investigate the possibility of improving the performance of multi-objective optimization solution approaches using machine learning techniques. Specifically, we focus on multi-objective binary linear programs and employ one of the most effective and recently developed criterion space search algorithms, the so-called KSA, during our study. This algorithm computes all nondominated points of a problem with p objectives by searching on a projected criterion space, i.e., a ( p - 1 ) -dimensional criterion apace. We present an effective and fast learning approach to identify on which projected space the KSA should work. We also present several generic features/variables that can be used in machine learning techniques for identifying the best projected space. Finally, we present an effective bi-objective optimization-based heuristic for selecting the subset of the features to overcome the issue of overfitting in learning. Through an extensive computational study over 2000 instances of tri-objective knapsack and assignment problems, we demonstrate that an improvement of up to 18% in time can be achieved by the proposed learning method compared to a random selection of the projected space. To show that the performance of our algorithm is not limited to instances of knapsack and assignment problems with three objective functions, we also report similar performance results when the proposed learning approach is used for solving random binary integer program instances with four objective functions.
ISSN:1862-4472
1862-4480
DOI:10.1007/s11590-024-02100-5