Robust optimization over time : a critical review

Robust optimization over time (ROOT) is the combination of robust optimization and dynamic optimization. In ROOT, frequent changes to deployed solutions are undesirable, which can be due to the high cost of switching between deployed solutions, limitations on the resources required to deploy new solutions, and/or the system’s inability to tolerate frequent changes in the deployed solutions. ROOT is dedicated to the study and development of algorithms capable of dealing with the implications of deploying or maintaining solutions over longer time horizons involving multiple environmental changes. This paper presents an in-depth review of the research on ROOT. The overarching aim of this survey is to help researchers gain a broad perspective on the current state of the field, what has been achieved so far, and the existing challenges and pitfalls. This survey also aims to improve accessibility and clarity by standardizing terminology and unifying mathematical notions used across the field, providing explicit mathematical formulations of definitions, and improving many existing mathematical descriptions. Moreover, we classify ROOT problems based on two ROOT-specific criteria: the requirements for changing or keeping deployed solutions and the number of deployed solutions. This classification helps researchers gain a better understanding of the characteristics and requirements of ROOT problems, which is crucial to systematic algorithm design and benchmarking. Additionally, we classify ROOT methods based on the approach they use for finding robust solutions and provide a comprehensive review of them. This survey also reviews ROOT benchmarks and performance indicators. Finally, we identify several future research directions

A New Performance Metric for User-preference Based Multi-objective Evolutionary Algorithms

Abstract—In this paper, we propose a metric for evaluating the performance of user-preference based evolutionary multiobjective algorithms by defining a preferred region based on the location of a user-supplied reference point. This metric uses a composite front which is a type of reference set and is used as a replacement for the Pareto-optimal front. This composite front is constructed by extracting the non-dominated solutions from the merged solution sets of all algorithms that are to be compared. A preferred region is then defined on the composite front based on the location of a reference point. Once the preferred region is defined, existing evolutionary multi-objective performance metrics can be applied with respect to the preferred region. In this paper the performance of a cardinality-based metric, a distance-based metric, and a volume-based metric are compared against a baseline which relies on knowledge of the Pareto-optimal front. The experimental results show that the distance-based and the volume-based metrics are consistent with the baseline, showing meaningful comparisons. However, the cardinality-based approach shows some inconsistencies and is not suitable for comparing the algorithms. I