Hybridizing Interactive Multiobjective and EMO Techniques. Some applications.

Francisco Ruiz, Ph.D.
Professor, Dpt. Applied Economics (Mathematics)
University of Málaga, Spain

Interactive methods have proved to be extremely useful multi-objective techniques, when it comes to solve real complex decision making problems. Their iterative schemes are especially suitable for the necessary learning process that has to be present in very decision making process. Many different interactive methods exist, and they vary both in the type of information that the decision maker (DM) has to provide at each iteration, and in the way the different solutions are obtained along the process.

With respect to the inner methodology, interactive methods imply the sequential resolution of single objective optimization problems, which, depending on the specific features of the model, can be very complex and time consuming. In many of these cases, traditional solvers are no longer applicable. For these reason, we have studied several hybridizations of interactive methods with Evolutionary Multi-Objective techniques, which have proved to be very useful, not only to solve the individual optimization problems, but to extract many useful information during a preliminary learning phase.

We have applied these hybrid methodologies to two real decision problems of one of the main Spanish electricity generation firms. In one of them, we studied the optimal dimensions of a solar thermal generation plant. In another one, we aimed in the decision of the actions to take in a coal thermal plant, in order to improve the efficiency of the auxiliary systems.