Sliding Window 3-Objective Pareto Optimization for Problems with Chance Constraints

Frank Neumann; Carsten Witt

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arXiv · 2406.04899

Sliding Window 3-Objective Pareto Optimization for Problems with Chance Constraints

Frank Neumann·Carsten Witt

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Abstract

Constrained single-objective problems have been frequently tackled by evolutionary multi-objective algorithms where the constraint is relaxed into an additional objective. Recently, it has been shown that Pareto optimization approaches using bi-objective models can be significantly sped up using sliding windows (Neumann and Witt, ECAI 2023). In this paper, we extend the sliding window approach to $3$-objective formulations for tackling chance constrained problems. On the theoretical side, we show that our new sliding window approach improves previous runtime bounds obtained in (Neumann and Witt, GECCO 2023) while maintaining the same approximation guarantees. Our experimental investigations for the chance constrained dominating set problem show that our new sliding window approach allows one to solve much larger instances in a much more efficient way than the 3-objective approach presented in (Neumann and Witt, GECCO 2023).

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Frank Neumann, Carsten Witt. 2024-06-07. Sliding Window 3-Objective Pareto Optimization for Problems with Chance Constraints. https://arxiv.org/abs/2406.04899

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