Progressive Multi-Objective Optimization

This paper introduces progressive multi-objective optimization (PMOO), a novel technique to include the decision maker's preferences into the multi-objective optimization process. PMOO integrates a well-known method for multi-criteria decision making (PROMETHEE) into a simple multi-objective metaheuristic by maintaining and updating a small reference archive of nondominated solutions throughout the search. By applying this novel technique to a set of instances of the multi-objective knapsack problem, the superiority of PMOO over the commonly accepted sequential approach of generating a Pareto set approximation first and selecting a single solution afterwards is demonstrated.