Utopian point based decomposition for multi-objective optimization problems with complicated Pareto fronts

Multi-objective evolutionary algorithm based on decomposition (MOEA/D) has been considered as a promising method for solving multi-objective optimization problems (MOPs). It devotes most of its effort on convergence by optimizing a set of scalar optimization subproblems in a collaborative manner, while maintaining the diversity by using a set of uniformly distributed weight vectors. However, more recent studies illustrated that MOEA/D faces difficulties on MOPs with complicated Pareto fronts, mainly because the uniformity of weight vectors no longer lead to an evenly scattered approximation of the Pareto fronts in these cases. To remedy this, we suggest replacing the ideal point in the reciprocal Tchebycheff decomposition method with a more optimistic utopian point, with the aim of alleviating the sensitivity of MOEA/D to the Pareto front shape of MOPs. Experimental studies on benchmark and real-world problems have shown that such simple modification can significantly improve the performances of MOEA/D with reciprocal Tchebycheff decomposition on MOPs with complicated Pareto fronts.     

基于多目标进化算法的MOEA/D权重向量产生方法

在进化多目标优化研究领域,多目标优化是指对含有2个及以上目标的多目标问题的同时优化,其在近些年来受到越来越多的关注。随着MOEA/D的提出,基于聚合的多目标进化算法得到越来越多的研究,对MOEA/D算法的改进已有较多成果,但是很少有成果研究MOEA/D中权重的产生方法。提出一种使用多目标进化算法产生任意多个均匀分布的权重向量的方法,将其应用到MOEA/D,MSOPS和NSGA-III中,对这3个经典的基于聚合的多目标进化算法进行系统的比较研究。通过该类算法在DTLZ测试集、多目标旅行商问题MOTSP上的优化结果来分别研究该类算法在连续性问题、组合优化问题上的优化能力,以及使用矩形测试问题使得多目标进化算法的优化结果在决策空间可视化。实验结果表明,没有一个算法能适用于所有特性的问题。然而,MOEA/D采用不同聚合函数的两个算法MOEA/D_Tchebycheff和MOEA/D_PBI在多数情况下的性能比MSOPS和NSGA-III更好。     

A hybridized angle-encouragement-based decomposition approach for many-objective optimization problems

Due to the large objective space when handling many-objective optimization problems (MaOPs), it is a challenging work for multi-objective evolutionary algorithms (MOEAs) to balance convergence and diversity during the search process. Although a number of decomposition-based MOEAs have been designed for the above purpose, some difficulties are still encountered for tackling some difficult MaOPs. As inspired by the existing decomposition approaches, a new Hybridized Angle-Encouragement-based (HAE) decomposition approach is proposed in this paper, which is embedded into a general framework of decomposition-based MOEAs, called MOEA/D-HAE. Two classes of decomposition approaches, i.e., the angle-based decomposition and the proposed encouragement-based boundary intersection decomposition, are sequentially used in HAE. The first one selects appropriate solutions for association in the feasible region of each subproblem, which is expected to well maintain the diversity of associated solutions. The second one acts as a supplement for the angle-based one under the case that no solution is located in the feasible region of subproblem, which aims to ensure the convergence and explore the boundaries. By this way, HAE can effectively combine their advantages, which helps to appropriately balance convergence and diversity in evolutionary search. To study the effectiveness of HAE, two series of well-known test MaOPs (WFG and DTLZ) are used. The experimental results validate the advantages of HAE when compared to other classic decomposition approaches and also confirm the superiority of MOEA/D-HAE over seven recently proposed many-objective evolutionary algorithms.     

An adaptive evolutionary multi-objective approach based on simulated annealing

A multi-objective optimization problem can be solved by decomposing it into one or more single objective subproblems in some multi-objective metaheuristic algorithms. Each subproblem corresponds to one weighted aggregation function. For example, MOEA/D is an evolutionary multi-objective optimization (EMO) algorithm that attempts to optimize multiple subproblems simultaneously by evolving a population of solutions. However, the performance of MOEA/D highly depends on the initial setting and diversity of the weight vectors. In this paper, we present an improved version of MOEA/D, called EMOSA, which incorporates an advanced local search technique (simulated annealing) and adapts the search directions (weight vectors) corresponding to various subproblems. In EMOSA, the weight vector of each subproblem is adaptively modified at the lowest temperature in order to diversify the search toward the unexplored parts of the Pareto-optimal front. Our computational results show that EMOSA outperforms six other well established multi-objective metaheuristic algorithms on both the (constrained) multi-objective knapsack problem and the (unconstrained) multi-objective traveling salesman problem. Moreover, the effects of the main algorithmic components and parameter sensitivities on the search performance of EMOSA are experimentally investigated.     

MOEA/D线性插入方向向量策略研究

MOEA/D具有良好的收敛性、均匀的分布性、求解效率高等优点,普遍应用于求解多目标优化问题.然而对于Pareto前端复杂的多目标优化问题,预先设定均匀的权重向量并不能够维持Pareto最优解集的良好分布性.本文,首先分析均匀分布的权重向量、均匀分布的搜索方向二者与均匀分布的解集之间的关系,提出一种新的权重向量设置方式;其次基于进化过程中解集的分布,提出线性插入搜索方向策略,并将其转换为对应的权重向量,同时在MOEA/D中周期性应用该策略调整搜索方向,获取分布均匀的解集;最后将该算法在WFG系列测试问题上进行性能测试,并采用世代距离指标(GD)、Spacing指标(S)、超体积指标(HV)对算法收敛性和多样性进行对比分析,实验结果表明,与原始的MOEA/D、使用均匀分布的搜索方向MOEA/D、使用预处理的M OEA/D、M OEA/D-DU相比,改进的算法求出解集的多样性极大提高,收敛性明显增强,解集的整体质量显著提高.     

A modified MOEA/D approach to the solution of multi-objective optimal power flow problem

This study presents a modified multi-objective evolutionary algorithm based decomposition (MOEA/D) approach to solve the optimal power flow (OPF) problem with multiple and competing objectives. The multi-objective OPF considers the total fuel cost, the emissions, the power losses and the voltage magnitude deviations as the objective functions. In the proposed MOEA/D, a modified Tchebycheff decomposition method is introduced as the decomposition approach in order to obtain uniformly distributed Pareto-Optimal solutions on each objective space. In addition, an efficiency mixed constraint handling mechanism is introduced to enhance the feasibility of the final Pareto solutions obtained. The mechanism employs both repair strategy and penalty function to handle the various complex constraints of the MOOPF problem. Furthermore, a fuzzy membership approach to select the best compromise solution from the obtained Pareto-Optimal solutions is also integrated. The standard IEEE 30-bus test system with seven different cases is considered to verify the performance of the proposed approach. The obtained results are compared with those in the literatures and the comparisons confirm the effectiveness and the performance of the proposed algorithm.     

Multiobjective memetic algorithm based on decomposition

In recent years, hybridization of multi-objective evolutionary algorithms (MOEAs) with traditional mathematical programming techniques have received significant attention in the field of evolutionary computing (EC). The use of multiple strategies with self-adaptation manners can further improve the algorithmic performances of decomposition-based evolutionary algorithms. In this paper, we propose a new multiobjective memetic algorithm based on the decomposition approach and the particle swarm optimization (PSO) algorithm. For brevity, we refer to our developed approach as MOEA/D-DE+PSO. In our proposed methodology, PSO acts as a local search engine and differential evolution works as the main search operator in the whole process of optimization. PSO updates the position of its solution with the help of the best information on itself and its neighboring solution. The experimental results produced by our developed memtic algorithm are more promising than those of the simple MOEA/D algorithm, on most test problems. Results on the sensitivity of the suggested algorithm to key parameters such as population size, neighborhood size and maximum number of solutions to be altered for a given subproblem in the decomposition process are also included.     

基于分解的多目标花朵授粉算法

在过去几十年里，许多多目标进化算法被广泛应用于解决多目标优化问题，其中一种比较流行的多目标进化算法是基于分解的多目标进化算法(MOEA/D)。花朵授粉算法是一种启发式优化算法，但迄今为止，花朵授粉算法在基于分解的多目标进化算法领域的研究还非常少。本文在基于分解的多目标进化算法的框架下，将花朵授粉算法拓展至多目标优化领域，提出一种基于分解的多目标花朵授粉算法(MOFPA/D)。此外，为了保证非支配解的多样性，本文提出一种基于网格的目标空间分割法，该方法从找到的Pareto最优解集中筛选出一定数量且分布均匀的Pareto最优解。实验结果表明，基于分解的多目标花朵授粉算法在收敛性与多样性方面均优于基于分解的多目标进化算法。     

A decomposition-based multiobjective evolutionary algorithm with angle-based adaptive penalty

A multiobjective evolutionary algorithm based on decomposition (MOEA/D) decomposes a multiobjective optimization problem (MOP) into a number of scalar optimization subproblems and optimizes them in a collaborative manner. In MOEA/D, decomposition mechanisms are used to push the population to approach the Pareto optimal front (POF), while a set of uniformly distributed weight vectors are applied to maintain the diversity of the population. Penalty-based boundary intersection (PBI) is one of the approaches used frequently in decomposition. In PBI, the penalty factor plays a crucial role in balancing convergence and diversity. However, the traditional PBI approach adopts a fixed penalty value, which will significantly degrade the performance of MOEA/D on some MOPs with complicated POFs. This paper proposes an angle-based adaptive penalty (AAP) scheme for MOEA/D, called MOEA/D-AAP, which can dynamically adjust the penalty value for each weight vector during the evolutionary process. Six newly designed benchmark MOPs and an MOP in the wastewater treatment process are used to test the effectiveness of the proposed MOEA/D-AAP. Comparison experiments demonstrate that the AAP scheme can significantly improve the performance of MOEA/D.     

MOEA/D + uniform design: A new version of MOEA/D for optimization problems with many objectives

To extend multiobjective evolutionary algorithm based on decomposition (MOEA/D) in higher dimensional objective spaces, this paper proposes a new version of MOEA/D with uniform design, named the uniform design multiobjective evolutionary algorithm based on decomposition (UMOEA/D), and compares the proposed algorithm with MOEA/D and NSGA-II on some scalable test problems with three to five objectives. UMOEA/D adopts the uniform design method to set the aggregation coefficient vectors of the subproblems. Compared with MOEA/D, distribution of the coefficient vectors is more uniform over the design space, and the population size neither increases nonlinearly with the number of objectives nor considers a formulaic setting. The experimental results indicate that UMOEA/D outperforms MOEA/D and NSGA-II on almost all these many-objective test instances, especially on problems with higher dimensional objectives and complicated Pareto set shapes. Experimental results also show that UMOEA/D runs faster than NSGA-II for the problems used in this paper. In additional, the results obtained are very competitive when comparing UMOEA/D with some other algorithm on the multiobjective knapsack problems.     

混合分解和强度帕累托多目标进化算法

在多目标进化优化中,使用分解策略的基于分解的多目标进化算法(MOEA/D)时间复杂度低,使用〖BP(〗强度帕累托策略的〖BP)〗强度帕累托进化算法-2(SPEA2)能得到分布均匀的解集。结合这两种策略,提出一种新的多目标进化算法用于求解具有复杂、不连续的帕累托前沿的多目标优化问题(MOP)。首先,利用分解策略快速逼近帕累托前沿;然后,利用强度帕累托策略使解集均匀分布在帕累托前沿,利用解集重置分解策略中的权重向量集,使其适配于特定的帕累托前沿;最后,利用分解策略进一步逼近帕累托前沿。使用的反向世代距离(IGD)作为度量标准,将新算法与MOEA/D、SPEA2和paλ-MOEA/D在12个基准问题上进行性能对比。实验结果表明该算法性能在7个基准问题上最优,在5个基准问题上接近于最优,且无论MOP的帕累托前沿是简单或复杂、连续或不连续的,该算法均能生成分布均匀的解集。     

MCEDA: A novel many-objective optimization approach based on model and clustering

To solve many-objective optimization problems (MaOPs) by evolutionary algorithms (EAs), the maintenance of convergence and diversity is essential and difficult. Improved multi-objective optimization evolutionary algorithms (MOEAs), usually based on the genetic algorithm (GA), have been applied to MaOPs, which use the crossover and mutation operators of GAs to generate new solutions. In this paper, a new approach, based on decomposition and the MOEA/D framework, is proposed: model and clustering based estimation of distribution algorithm (MCEDA). MOEA/D means the multi-objective evolutionary algorithm based on decomposition. The proposed MCEDA is a new estimation of distribution algorithm (EDA) framework, which is intended to extend the application of estimation of distribution algorithm to MaOPs. MCEDA was implemented by two similar algorithm, MCEDA/B (based on bits model) and MCEDA/RM (based on regular model) to deal with MaOPs. In MCEDA, the problem is decomposed into several subproblems. For each subproblem, clustering algorithm is applied to divide the population into several subgroups. On each subgroup, an estimation model is created to generate the new population. In this work, two kinds of models are adopted, the new proposed bits model and the regular model used in RM-MEDA (a regularity model based multi-objective estimation of distribution algorithm). The non-dominated selection operator is applied to improve convergence. The proposed algorithms have been tested on the benchmark test suite for evolutionary algorithms (DTLZ). The comparison with several state-of-the-art algorithms indicates that the proposed MCEDA is a competitive and promising approach.     

基于差异化邻域策略的分解多目标进化算法*

子问题邻域对基于分解的多目标进化算法性能影响较大.当邻域过大时,种群繁殖产生的新解偏离Pareto解集,在更新子问题时,新解与邻域内旧解的比较次数增多,算法的计算复杂度增加;当邻域过小时,算法容易陷入局部最优.为了解决上述问题,文中提出基于差异化邻域策略的分解多目标进化算法(MOEA/D-DN),通过分析不同大小的邻域对算法性能的影响,选择合适的参数.并根据每个子问题的权重向量与中心向量的偏角,为各子问题设置不同大小的邻域,合理分配算法资源,提高算法搜索全局最优解的速率.在2维ZDT系列和3维、5维DTLZ系列测试函数上的实验表明,MOEA/D-DN 的收敛速度与收敛性能均有明显提高,算法的计算资源分配更合理,所获解集整体质量更优.     

全局替换的自适应权重调整MOEA/D

当多目标问题的帕累托前沿形状较为复杂时,基于分解的多目标进化算法MOEA/D的解的均匀性将受到很大的影响. MOEA/D利用相邻子问题的信息来优化,但早期因为种群中的个体与子问题的关联是随机分配的,仅在邻居间更新会浪费优秀解的信息,影响收敛速度.针对这些问题,本文提出一种MOEA/D的改进算法(MOEA/DGUAW).该算法使用种群全局更新的策略,来提高收敛速度;使用自适应调整权重向量的策略来获得更均匀分布的解集.将MOEA/D-GUAW算法与现有的MOEA/D, MOEA/D-AWA, RVEA和NSGA-III算法在10个广泛应用的测试问题上进行了实验比较.实验结果表明,提出的算法在大部分问题上,反转世代距离评价指标IGD优于其他算法,收敛速度也快于其他算法.     

基于幂变换的多目标进化算法MOEA?D权重设计方法

在多目标最优化问题中,如何求解一组均匀散布在前沿界面上的有效解具有重要意义.MOEA?D是最近出现的一种杰出的多目标进化算法,当前沿界面的形状是某种已知的类型时,MOEA?D使用高级分解的方法容易求出均匀散布在前沿界面上的有效解.然而,多目标优化问题的前沿界面的形状通常是未知的.为了使MOEA?D能求出一般多目标优化问题的均匀散布的有效解,利用幂函数对目标进行数学变换,使变换后的多目标优化问题的前沿界面在算法的进化过程中逐渐接近希望得到的形状,提出了一种求解一般的多目标优化问题的MOEA?D算法的权重设计方法,并且讨论了经过数学变换后前沿界面的保距性问题.采用建议的权重设计方法,MOEA?D更容易求出一般的多目标优化问题均匀散布的有效解.数值结果验证了算法的有效性.     

An effective model of multiple multi-objective evolutionary algorithms with the assistance of regional multi-objective evolutionary algorithms: VIPMOEAs

Division of the evolutionary search among multiple multi-objective evolutionary algorithms (MOEAs) is a recent advantage in MOEAs design, particularly in effective parallel and distributed MOEAs. However, most these algorithms rely on such a central (re) division that affects the algorithms’ efficiency. This paper first proposes a local MOEA that searches on a particular region of objective space with its novel evolutionary selections. It effectively searches for Pareto Fronts (PFs) inside the given polar-based region, while nearby the region is also explored, intelligently. The algorithm is deliberately designed to adjust its search direction to outside the region – but nearby – in the case of a region with no Pareto Front. With this contribution, a novel island model is proposed to run multiple forms of the local MOEA to improve a conventional MOEA (e.g. NSGA-II or MOEA/D) running along – in another island. To dividing the search, a new division technique is designed to give particular regions of objective space to the local MOEAs, frequently and effectively. Meanwhile, the islands benefit from a sophisticated immigration strategy without any central (re) collection, (re) division and (re) distribution acts. Results of three experiments have confirmed that the proposed island model mostly outperforms to the clustering MOEAs with similar division technique and similar island models on DTLZs. The model is also used and evaluated on a real-world combinational problem, flexible logistic network design problem. The model definitely outperforms to a similar island model with conventional MOEA (NSGA-II) used in each island.     

A novel multi-objective immune algorithm with a decomposition-based clonal selection

In recent years, a number of multi-objective immune algorithms (MOIAs) have been proposed as inspired by the information processing in biologic immune system. Since most MOIAs encourage to search around some boundary and less-crowded areas using the clonal selection principle, they have been validated to show the effectiveness on tackling various kinds of multi-objective optimization problems (MOPs). The crowding distance metric is often used in MOIAs as a diversity metric to reflect the status of population’s diversity, which is employed to clone less-crowded individuals for evolution. However, this kind of cloning may encounter some difficulties when tackling some complicated MOPs (e.g., the UF problems with variable linkages). To alleviate the above difficulties, a novel MOIA with a decomposition-based clonal selection strategy (MOIA-DCSS) is proposed in this paper. Each individual is associated to one subproblem using the decomposition approach and then the performance enhancement on each subproblem can be easily quantified. Then, a novel decomposition-based clonal selection strategy is designed to clone the solutions with the larger improvements for the subproblems, which encourages to search around these subproblems. Moreover, differential evolution is employed in MOIA-DCSS to strength the exploration ability and also to improve the population’s diversity. To evaluate the performance of MOIA-DCSS, twenty-eight test problems are used with the complicated Pareto-optimal sets and fronts. The experimental results validate the superiority of MOIA-DCSS over four state-of-the-art multi-objective algorithms (i.e., NSLS, MOEA/D-M2M, MOEA/D-DRA and MOEA/DD) and three competitive MOIAs (i.e., NNIA, HEIA, and AIMA).     

Decomposing the user-preference in multiobjective optimization

Preference information (such as the reference point) of the decision maker (DM) is often used in multiobjective optimization; however, the location of the specified reference point has a detrimental effect on the performance of multiobjective evolutionary algorithms (MOEAs). Inspired by multiobjective evolutionary algorithm-based decomposition (MOEA/D), this paper proposes an MOEA to decompose the preference information of the reference point specified by the DM into a number of scalar optimization subproblems and deals with them simultaneously (called MOEA/D-PRE). This paper presents an approach of iterative weight to map the desired region of the DM, which makes the algorithm easily obtain the desired region. Experimental results have demonstrated that the proposed algorithm outperforms two popular preference-based approaches, g-dominance and r-dominance, on continuous multiobjective optimization problems (MOPs), especially on many-objective optimization problems. Moreover, this study develops distinct models to satisfy different needs of the DM, thus providing a new way to deal with preference-based multiobjective optimization. Additionally, in terms of the shortcoming of MOEA/D-PRE, an improved MOEA/D-PRE that dynamically adjusts the size of the preferred region is proposed and has better performance on some problems.     

基于在线感知Pareto前沿划分目标空间的多目标进化优化

多目标进化优化是求解多目标优化问题的可行方法.但是, 由于没有准确感知并充分利用问题的Pareto前沿, 已有方法难以高效求解复杂的多目标优化问题.本文提出一种基于在线感知Pareto前沿划分目标空间的多目标进化优化方法, 以利用感知的结果, 采用有针对性的进化优化方法求解多目标优化问题.首先, 根据个体之间的拥挤距离与给定阈值的关系感知优化问题的Pareto前沿上的间断点, 并基于此将目标空间划分为若干子空间; 然后, 在每一子空间中采用MOEA/D (Multi-objective evolutionary algorithm based on decomposition)得到一个外部保存集; 最后, 基于所有外部保存集生成问题的Pareto解集.将提出的方法应用于15个基准数值函数优化问题, 并与NSGA-Ⅱ、RPEA、MOEA/D、MOEA/DPBI、MOEA/D-STM和MOEA/D-ACD等比较.结果表明, 提出的方法能够产生收敛和分布性更优的Pareto解集, 是一种非常有竞争力的方法.     

A polar-based guided multi-objective evolutionary algorithm to search for optimal solutions interested by decision-makers in a logistics network design problem

In practical multi-objective optimization problems, respective decision-makers might be interested in some optimal solutions that have objective values closer to their specified values. Guided multi-objective evolutionary algorithms (guided MOEAs) have been significantly used to guide their evolutionary search direction toward these optimal solutions using by decision makers. However, most guided MOEAs need to be iteratively and interactively evaluated and then guided by decision-makers through re-formulating or re-weighting objectives, and it might negatively affect the algorithms performance. In this paper, a novel guided MOEA that uses a dynamic polar-based region around a particular point in objective space is proposed. Based on the region, new selection operations are designed such that the algorithm can guide the evolutionary search toward optimal solutions that are close to the particular point in objective space without the iterative and interactive efforts. The proposed guided MOEA is tested on the multi-criteria decision-making problem of flexible logistics network design with different desired points. Experimental results show that the proposed guided MOEA outperforms two most effective guided and non-guided MOEAs, R-NSGA-II and NSGA-II.