[Solomonov Seminar] 289. solomonov seminar

[Mateja Skraba]

V torek, 23. aprila 2019 bo ob 9h v Oranzni predavalnici (drugo 
nadstropje glavne stavbe) 289. Solomonov seminar. Oranzna predavalnica 
je v drugem nadstropju glavne stavbe IJS na Jamovi 39. Posnetki 
preteklih seminarjev so na http://videolectures.net/solomon/

~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~

Title: Quality Indicator Maximization in Multiobjective Optimization Via 
Single-Objective Solvers: Unflattened Hypervolume Improvement in the 
Sofomore Framework

Lecturer: Dimo Brockhoff, Inria and École Polytechnique, Palaiseau, France

Multiobjective Optimization problems appear frequently in practice when 
multiple objective functions need to be optimized simultaneously. Often, 
a multiobjective problem is approached by aiming to find a set of p 
solutions that maximizes a given quality, for example as defined by the 
hypervolume indicator.

In this talk, I will present a new multiobjective framework which 
attacks the optimization of p solutions in a search space of dimension n 
towards the maximum of a quality indicator by successive dynamic 
(single-objective) subspace optimization of an n times p dimensional 
problem. When instantiated as the COMO-CMA-ES with an "unflattened" 
version of the hypervolume improvement and the well-known CMA-ES as 
single-objective solver, we observe linear convergence to the optimal 
placement of p solutions with respect to the hypervolume indicator on 
various bi-objective convex-quadratic problems. In addition to the 
general idea of the framework and details on the concrete COMO-CMA-ES, I 
will present in particular the intuition why the choice of the 
"unflattened" hypervolume is crucial to the performance of the 
algorithm. The presentation of benchmarking data from comparisons with 
other well-known multiobjective algorithms on the bbob-biobj suite of 
the COCO platform will top off the presentation.

This presentation is based on work with Cheikh Touré, Anne Auger, and 
Nikolaus Hansen: "Unflattened Hypervolume Improvement for Multiobjective 
Problems: COMO-CMA-ES and the Sofomore framework", accepted at GECCO-2019

Short bio of the lecturer:

Dimo Brockhoff received his diploma in computer science from University 
of Dortmund, Germany in 2005 and his PhD (Dr. sc. ETH) from ETH Zurich, 
Switzerland in 2009. After two postdocs at Inria Saclay Ile-de-France 
(2009-2010) and at Ecole Polytechnique (2010-2011), he joined Inria in 
November 2011 as a permanent researcher (first in its Lille - Nord 
Europe research center and since October 2016 in the Saclay - 
Ile-de-France one). His research interests are focused on evolutionary 
multiobjective optimization (EMO), in particular on theoretical aspects 
of indicator-based search and on the benchmarking of blackbox algorithms 
in general.


-------------- next part --------------
An HTML attachment was scrubbed...
URL: <https://mailman.ijs.si/pipermail/solomonov-seminar/attachments/20190419/0a0c4f24/attachment.htm>