Multiobjective ranking and selection based on hypervolume

Juergen Branke; Wen Zhang; Yang Tao

doi:10.1109/WSC.2016.7822148

Multiobjective ranking and selection based on hypervolume

Juergen Branke, Wen Zhang, Yang Tao

Research output: Chapter in Book/Report/Conference proceeding › Conference Contribution (Conference Proceeding)

19 Citations (Scopus)

Abstract

In this paper, we propose a myopic ranking and selection procedures for the multi-objective case. Whereas most publications for multi-objective problems aim at maximizing the probability of correctly selecting all Pareto optimal solutions, we suggest minimizing the difference in hypervolume between the observed means of the perceived Pareto front and the true Pareto front as a new performance measure. We argue that this hypervolume difference is often more relevant for a decision maker. Empirical tests show that the proposed method performs well with respect to the stated hypervolume objective.

Original language	English
Title of host publication	2016 Winter Simulation Conference
Subtitle of host publication	Simulating Complex Service Systems, WSC 2016
Editors	Theresa M. Roeder, Peter I. Frazier, Robert Szechtman, Enlu Zhou
Publisher	Institute of Electrical and Electronics Engineers (IEEE)
Pages	859-870
Number of pages	12
ISBN (Electronic)	9781509044863
DOIs	https://doi.org/10.1109/WSC.2016.7822148
Publication status	Published - 2 Jul 2016
Event	2016 Winter Simulation Conference, WSC 2016 - Arlington, United States Duration: 11 Dec 2016 → 14 Dec 2016

Publication series

Name	Proceedings - Winter Simulation Conference
Volume	0
ISSN (Print)	0891-7736

Conference

Conference	2016 Winter Simulation Conference, WSC 2016
Country/Territory	United States
City	Arlington
Period	11/12/16 → 14/12/16

Bibliographical note

Publisher Copyright:
© 2016 IEEE.

Access to Document

10.1109/WSC.2016.7822148

Handle.net

Persistent link

Cite this

Branke, J., Zhang, W., & Tao, Y. (2016). Multiobjective ranking and selection based on hypervolume. In T. M. Roeder, P. I. Frazier, R. Szechtman, & E. Zhou (Eds.), 2016 Winter Simulation Conference: Simulating Complex Service Systems, WSC 2016 (pp. 859-870). Article 7822148 (Proceedings - Winter Simulation Conference; Vol. 0). Institute of Electrical and Electronics Engineers (IEEE). https://doi.org/10.1109/WSC.2016.7822148

Branke, Juergen ; Zhang, Wen ; Tao, Yang. / Multiobjective ranking and selection based on hypervolume. 2016 Winter Simulation Conference: Simulating Complex Service Systems, WSC 2016. editor / Theresa M. Roeder ; Peter I. Frazier ; Robert Szechtman ; Enlu Zhou. Institute of Electrical and Electronics Engineers (IEEE), 2016. pp. 859-870 (Proceedings - Winter Simulation Conference).

@inproceedings{da504ba4b859482bafe51255842a0fda,

title = "Multiobjective ranking and selection based on hypervolume",

abstract = "In this paper, we propose a myopic ranking and selection procedures for the multi-objective case. Whereas most publications for multi-objective problems aim at maximizing the probability of correctly selecting all Pareto optimal solutions, we suggest minimizing the difference in hypervolume between the observed means of the perceived Pareto front and the true Pareto front as a new performance measure. We argue that this hypervolume difference is often more relevant for a decision maker. Empirical tests show that the proposed method performs well with respect to the stated hypervolume objective.",

author = "Juergen Branke and Wen Zhang and Yang Tao",

note = "Publisher Copyright: {\textcopyright} 2016 IEEE.; 2016 Winter Simulation Conference, WSC 2016 ; Conference date: 11-12-2016 Through 14-12-2016",

year = "2016",

month = jul,

day = "2",

doi = "10.1109/WSC.2016.7822148",

language = "English",

series = "Proceedings - Winter Simulation Conference",

publisher = "Institute of Electrical and Electronics Engineers (IEEE)",

pages = "859--870",

editor = "Roeder, \{Theresa M.\} and Frazier, \{Peter I.\} and Robert Szechtman and Enlu Zhou",

booktitle = "2016 Winter Simulation Conference",

address = "United States",

}

Branke, J, Zhang, W & Tao, Y 2016, Multiobjective ranking and selection based on hypervolume. in TM Roeder, PI Frazier, R Szechtman & E Zhou (eds), 2016 Winter Simulation Conference: Simulating Complex Service Systems, WSC 2016., 7822148, Proceedings - Winter Simulation Conference, vol. 0, Institute of Electrical and Electronics Engineers (IEEE), pp. 859-870, 2016 Winter Simulation Conference, WSC 2016, Arlington, United States, 11/12/16. https://doi.org/10.1109/WSC.2016.7822148

Multiobjective ranking and selection based on hypervolume. / Branke, Juergen; Zhang, Wen; Tao, Yang.
2016 Winter Simulation Conference: Simulating Complex Service Systems, WSC 2016. ed. / Theresa M. Roeder; Peter I. Frazier; Robert Szechtman; Enlu Zhou. Institute of Electrical and Electronics Engineers (IEEE), 2016. p. 859-870 7822148 (Proceedings - Winter Simulation Conference; Vol. 0).

Research output: Chapter in Book/Report/Conference proceeding › Conference Contribution (Conference Proceeding)

TY - GEN

T1 - Multiobjective ranking and selection based on hypervolume

AU - Branke, Juergen

AU - Zhang, Wen

AU - Tao, Yang

PY - 2016/7/2

Y1 - 2016/7/2

N2 - In this paper, we propose a myopic ranking and selection procedures for the multi-objective case. Whereas most publications for multi-objective problems aim at maximizing the probability of correctly selecting all Pareto optimal solutions, we suggest minimizing the difference in hypervolume between the observed means of the perceived Pareto front and the true Pareto front as a new performance measure. We argue that this hypervolume difference is often more relevant for a decision maker. Empirical tests show that the proposed method performs well with respect to the stated hypervolume objective.

AB - In this paper, we propose a myopic ranking and selection procedures for the multi-objective case. Whereas most publications for multi-objective problems aim at maximizing the probability of correctly selecting all Pareto optimal solutions, we suggest minimizing the difference in hypervolume between the observed means of the perceived Pareto front and the true Pareto front as a new performance measure. We argue that this hypervolume difference is often more relevant for a decision maker. Empirical tests show that the proposed method performs well with respect to the stated hypervolume objective.

UR - https://www.scopus.com/pages/publications/85014217097

U2 - 10.1109/WSC.2016.7822148

DO - 10.1109/WSC.2016.7822148

M3 - Conference Contribution (Conference Proceeding)

T3 - Proceedings - Winter Simulation Conference

SP - 859

EP - 870

BT - 2016 Winter Simulation Conference

A2 - Roeder, Theresa M.

A2 - Frazier, Peter I.

A2 - Szechtman, Robert

A2 - Zhou, Enlu

PB - Institute of Electrical and Electronics Engineers (IEEE)

T2 - 2016 Winter Simulation Conference, WSC 2016

Y2 - 11 December 2016 through 14 December 2016

ER -

Branke J, Zhang W, Tao Y. Multiobjective ranking and selection based on hypervolume. In Roeder TM, Frazier PI, Szechtman R, Zhou E, editors, 2016 Winter Simulation Conference: Simulating Complex Service Systems, WSC 2016. Institute of Electrical and Electronics Engineers (IEEE). 2016. p. 859-870. 7822148. (Proceedings - Winter Simulation Conference). doi: 10.1109/WSC.2016.7822148

Multiobjective ranking and selection based on hypervolume

Abstract

Publication series

Conference

Bibliographical note

Access to Document

Handle.net

Other files and links

Fingerprint

Winter simulation conference

Cite this

Multiobjective ranking and selection based on hypervolume

Abstract

Publication series

Conference

Bibliographical note

Access to Document

Handle.net

Other files and links

Fingerprint

Activities

Winter simulation conference

Cite this