The cross-entropy method in multi-objective optimisation: An assessment
dc.contributor.author | Bekker, J. | |
dc.contributor.author | Aldrich, Chris | |
dc.date.accessioned | 2017-01-30T12:07:35Z | |
dc.date.available | 2017-01-30T12:07:35Z | |
dc.date.created | 2012-02-29T20:00:43Z | |
dc.date.issued | 2011 | |
dc.identifier.citation | Bekker, James and Aldrich, Chris. 2011. The cross-entropy method in multi-objective optimisation: An assessment. European Journal of Operational Research. 211 (1): pp. 112-121. | |
dc.identifier.uri | http://hdl.handle.net/20.500.11937/18384 | |
dc.identifier.doi | 10.1016/j.ejor.2010.10.028 | |
dc.description.abstract |
Solving multi-objective problems requires the evaluation of two or more conflicting objective functions, which often demands a high amount of computational power. This demand increases rapidly when estimating values for objective functions of dynamic, stochastic problems, since a number of observations are needed for each evaluation set, of which there could be many. Computer simulation applications of real-world optimisations often suffer due to this phenomenon. Evolutionary algorithms are often applied to multi-objective problems. In this article, the cross-entropy method is proposed as an alternative, since it has been proven to converge quickly in the case of single-objective optimisation problems. We adapted the basic cross-entropy method for multi-objective optimisation and applied the proposed algorithm to known test problems. This was followed by an application to a dynamic, stochastic problem where a computer simulation model provides the objective function set. The results show that acceptable results can be obtained while doing relatively few evaluations. | |
dc.publisher | Elsevier BV * North-Holland | |
dc.subject | Simulation - Cross-entropy - Stochastic processes - Multi-objective optimisation - Pareto-optimal | |
dc.title | The cross-entropy method in multi-objective optimisation: An assessment | |
dc.type | Journal Article | |
dcterms.source.volume | 211 | |
dcterms.source.number | 1 | |
dcterms.source.startPage | 112 | |
dcterms.source.endPage | 121 | |
dcterms.source.issn | 0377-2217 | |
dcterms.source.title | European Journal of Operational Research | |
curtin.department | WASM Minerals Engineering and Extractive Metallurgy Teaching Area | |
curtin.accessStatus | Fulltext not available |