Convergence of Stochastic Search Algorithms to Gap-Free Pareto Front Approximations

 

Convergence of Stochastic Search Algorithms to Gap-Free Pareto Front Approximations

Dr. Oliver Schütze

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Abstract
In this presentation we address the convergence of generic stochastic search algorithms (such as EMO algorithms) toward the Pareto front of continuous multi-objective optimization problems. The focus is on obtaining a finite size and gap-free approximation that should capture the entire solution set in a suitable sense, which will be defined using the concept of ε-dominance. Under mild assumptions about the process to generate new candidate solutions, the limit approximation set will be determined entirely by the archiving strategy. We investigate in this talk such a strategy theoretically (convergence, upper bound of the archive) as well as with respect to its practical relevance. (See also http://paradiseo.gforge.inria.fr/)
 

 


 

Esbozo Curricular

PhD in Mathematics in 2004 at the University of Paderborn, Paderborn, Germany.
Afterwards the following postdoc positions:
2005 - 2006:    Institute for Industrial Mathematics (IFIM), Paderborn, Germany
2006 - 2007:    INRIA Futurs, Lille, France.
2007 - present: CINVESTAV-IPN, Mexico City, Mexico
Main research topic: multi-objective optimization