Songs of Doom

Dominance measures for multi-objective simulated annealing

Dominance measures for multi-objective simulated annealing

K.I. Smith, R.M. Everson and J.E. Fieldsend

Appearing in: Proceedings of Congress on Evolutionary Computation, CEC04, 23-30, 2004.

Abstract

Simulated annealing (SA) is a provably convergent optimiser for single-objective (SO) problems. Previously proposed MO extensions have mostly taken the form of an SO SA optimising a composite function of the objectives. We propose an MO SA utilising the relative dominance of a solution as the system energy for optimisation, eliminating problems associated with composite objective functions. We also propose a method for choosing perturbation scalings promoting search both towards and across the Pareto front.

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