Abstract. Multi-objective evolutionary algorithms (MOEAs) have proven to be a powerful tool for global optimization purposes of deterministic problem functions. Yet, in many real-world problems, uncertainty about the correctness of the system model and environmental factors does not allow to determine clear objective values. Stochastic sampling as applied in noisy EAs neglects that this so-called epistemic uncertainty is not an inherent property of the system and cannot be reduced by sampling methods. Therefore, some extensions for MOEAs to handle epistemic uncertainty in objective functions are proposed. The extensions are generic and applicable to most common MOEAs. A density measure for uncertain objectives is proposed to maintain diversity in the nondominated set. The approach is demonstrated to the reliability optimization problem, where uncertain component failure rates are usual and exhaustive tests are often not possible due to time and budget reasons.
During the last decades, numerous heuristic search methods for solving multi-objective optimization problems have been developed. Population oriented approaches such as evolutionary algorithms and particle swarm optimization can be distinguished into the class of archive-based algorithms and algorithms without archive. While the latter may lose the hest solutions found so far, archive based algorithms keep track of these solutions. In this article a new particle swarm nptimization technique, called DOPS, for multi-objective optimization problems is proposed. DOPS integrates well-known archiving techniques from evolutionary algorithms into particle swarm optimization. Modifications and extensions of the archiving techniques are empirically analyzed and several test functions are used to illustrate the usability of the proposed approach. A statistical analysis of the obtained results is presented. The article concludes with a discussion of the obtained results as well as ideas for further research.
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