Estimating the Adequacy of a Multi-Objective Optimization
- Sandia National Lab. (SNL-NM), Albuquerque, NM (United States)
- Sandia National Laboratories (SNL), Albuquerque, NM, and Livermore, CA (United States)
Multi-objective optimization methods can be criticized for lacking a statistically valid measure of the quality and representativeness of a solution. This stance is especially relevant to metaheuristic optimization approaches but can also apply to other methods that typically might only report a small representative subset of a Pareto frontier. Here we present a method to address this deficiency based on random sampling of a solution space to determine, with a specified level of confidence, the fraction of the solution space that is surpassed by an optimization. The Superiority of Multi-Objective Optimization to Random Sampling, or SMORS method, can evaluate quality and representativeness using dominance or other measures, e.g., a spacing measure for high-dimensional spaces. SMORS has been tested in a combinatorial optimization context using a genetic algorithm but could be useful for other optimization methods.
- Research Organization:
- Sandia National Laboratories (SNL-NM), Albuquerque, NM (United States)
- Sponsoring Organization:
- USDOE National Nuclear Security Administration (NNSA)
- DOE Contract Number:
- NA0003525
- OSTI ID:
- 1833178
- Report Number(s):
- SAND2021-15040; 702064
- Country of Publication:
- United States
- Language:
- English
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