Hybridisation of Swarm Intelligence Algorithms with Multi-Criteria Ordinal Classification: A Strategy to Address Many-Objective Optimisation

This paper introduces a strategy to enrich swarm intelligence algorithms with the preferences of the Decision Maker (DM) represented in an ordinal classifier based on interval outranking. Ordinal classification is used to bias the search toward the Region of Interest (RoI), the privileged zone of the Pareto frontier containing the most satisfactory solutions according to the DM's preferences. We applied this hybridising strategy to two swarm intelligence algorithms, i.e., Multi-objective Grey Wolf Optimisation and Indicator-based Multi-objective Ant Colony Optimisation for continuous domains. The resulting hybrid algorithms were called GWO-InClass and ACO-InClass. To validate our strategy, we conducted experiments on the DTLZ problems, the most widely studied test suit in the framework of multi-objective optimisation. According to the results, our approach is suitable when many objective functions are treated. GWO-InClass and ACO-InClass demonstrated the capacity of reaching the RoI better than the original metaheuristics that approximate the complete Pareto frontier.