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Differential Evolution For Solving Multiobjective Optimization Problems

Author

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  • RUHUL SARKER

    (School of Information Technology and Electrical Engineering, University of New South Wales, ADFA Campus, Northcott Drive, Canberra, ACT, 2600, Australia)

  • HUSSEIN A. ABBASS

    (School of Information Technology and Electrical Engineering, University of New South Wales, ADFA Campus, Northcott Drive, Canberra, ACT, 2600, Australia)

Abstract

The use of evolutionary strategies (ESs) to solve problems with multiple objectives [known as vector optimization problems (VOPs)] has attracted much attention recently. Being population-based approaches, ESs offer a means to find a set of Pareto-optimal solutions in a single run. Differential evolution (DE) is an ES that was developed to handle optimization problems over continuous domains. The objective of this paper is to introduce a novel Pareto-frontier differential evolution (PDE) algorithm to solve VOPs. The solutions provided by the proposed algorithm for two standard test problems, outperform the "strength Pareto evolutionary algorithm", one of the state-of-the-art evolutionary algorithm for solving VOPs.

Suggested Citation

  • Ruhul Sarker & Hussein A. Abbass, 2004. "Differential Evolution For Solving Multiobjective Optimization Problems," Asia-Pacific Journal of Operational Research (APJOR), World Scientific Publishing Co. Pte. Ltd., vol. 21(02), pages 225-240.
  • Handle: RePEc:wsi:apjorx:v:21:y:2004:i:02:n:s0217595904000217
    DOI: 10.1142/S0217595904000217
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    Cited by:

    1. Thiemo Krink & Sandra Paterlini, 2008. "Differential Evolution for Multiobjective Portfolio Optimization," Center for Economic Research (RECent) 021, University of Modena and Reggio E., Dept. of Economics "Marco Biagi".
    2. Thiemo Krink & Sandra Paterlini, 2008. "Differential Evolution for Multiobjective Portfolio Optimization," Center for Economic Research (RECent) 021, University of Modena and Reggio E., Dept. of Economics "Marco Biagi".

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