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arXiv · 0809.0753

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

Martin Josef Geiger
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Abstract

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.

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Martin Josef Geiger. 2008-09-04. Proposition of the Interactive Pareto Iterated Local Search Procedure - Elements and Initial Experiments. https://arxiv.org/abs/0809.0753

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