The centrality of the decision maker (DM) is widely recognized in the Multiple Criteria Decision Making community. This translates into emphasis on seamless human-computer interaction, and adaptation of the solution technique to the knowledge which is progressively acquired from the DM. This paper adopts the methodology of Reactive Optimization(RO) for evolutionary interactive multi-objective optimization. RO follows to the paradigm of "learning while optimizing", through the use of online machine learning techniques as an integral part of a self-tuning optimization scheme. User judgments of couples of solutions are used to build robust incremental models of the user utility function, with the objective to reduce the cognitive burden required from the DM to identify a satisficing solution. The technique of support vector ranking is used together with a k-fold cross-validation procedure to select the best kernel for the problem at hand, during the utility function training procedure. Experimental results are presented for a series of benchmark problems.
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