arXivDaily arXiv每日学术速递 周一至周五更新
arXiv 0809.0753cs.AIcs.HC
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交互式Pareto迭代局部搜索过程的提出--原理与初步实验

Proposition of the Interactive Pareto Iterated Local Search Procedure - Elements and Initial Experiments

University of Hohenheim(霍恩海姆大学)

Martin Josef Geiger

摘要:

提出了一种交互式求解多目标优化问题的方法。虽然有效的解决方案的识别支持的计算智能技术的基础上,局部搜索,搜索是直接从决策者获得的部分偏好信息。应用的方法来双目标投资组合优化,建模为著名的背包问题,报告和实验结果报告的基准实例从文献中。简而言之,我们得到了令人鼓舞的结果,表明所描述的问题的方法的适用性。

英文摘要:

The article presents an approach to interactively solve multi-objective optimization problems. While the identification of efficient solutions is supported by computational intelligence techniques on the basis of local search, the search is directed by partial preference information obtained from the decision maker. An application of the approach to biobjective portfolio optimization, modeled as the well-known knapsack problem, is reported, and experimental results are reported for benchmark instances taken from the literature. In brief, we obtain encouraging results that show the applicability of the approach to the described problem.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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