[APDIO] Seminário CEG-IST, 12 de Março de 2012, 14:00-15:00 (IST, Campus da Alameda, Lisboa)

[João Lourenço <joao.lourenco@ist.utl.pt>]

Caros colegas,

No âmbito do Ciclo de Seminários do CEG-IST, temos o prazer de anunciar o
seguinte seminário:

Segunda-feira, 12 de Março de 2012, 14:00-15:00

Tema: "On return and risk in evolutionary multiobjective optimization"

Palestrante: Carlos M. Fonseca (Professor Associado do Departamento de
Engenharia Informática da Universidade de Coimbra e membro do Centro de
Informática e Sistemas da Universidade de Coimbra)

Local: Anfiteatro QA1.3 (IST, Campus Alameda, Lisboa)


Joint work with: Iryna Yevseyeva and Michael Emmerich


Abstract: In this work, the task of selecting a diverse subset of
(non-dominated) solutions from a larger set of candidate solutions
according to Decision Maker (DM) preference information in evolutionary
algorithms is reinterpreted as a (financial) portfolio selection
problem.Fitness assignment may then be performed by finding an
optimal,risk-adjusted portfolio of candidate solutions, e.g., based on the
Sharpe-ratio performance index, which amounts to solving a convex
quadratic programming problem in the simplest case.
One particular instance of this general paradigm combines Fonseca and
Fleming's preferability relation with the hypervolume indicator in order
to arrive at a goal-driven, diversity-promoting, combined
fitness-assignment and bounded-archiving procedure for evolutionary
multiobjective optimization (EMO) algorithms. The resulting evolutionary
multiobjective optimizer is then evaluated against two existing
optimizers, namely NSGA II and SMS-EMOA, on a number of multiobjective
knapsack problem instances. Experimental results show that the proposed
approach is highly competitive on the problems studied, and motivate
further research on the connection between risk modelling and diversity
promotion in EMO.


Os seminários do CEG-IST são de acesso livre.

Cumprimentos,
João Lourenço
CEG-IST