Aimin Zhou

Multiobjective evolutionary algorithms: A survey of the state of the art

Abstract A multiobjective optimization problem involves several conflicting objectives and has a set of Pareto optimal solutions. By evolving a population of solutions, multiobjective evolutionary algorithms (MOEAs) are able to approximate the Pareto optimal set in a single run. MOEAs have attracted a lot of research effort during the last 20 years, and they are still one of the hottest research areas in the field of evolutionary computation. This paper surveys the development of MOEAs primarily during the last eight years. It covers algorithmic frameworks such as decomposition-based MOEAs (MOEA/Ds), memetic MOEAs, coevolutionary MOEAs, selection and offspring reproduction operators, MOEAs with specific search methods, MOEAs for multimodal problems, constraint handling and MOEAs, computationally expensive multiobjective optimization problems (MOPs), dynamic MOPs, noisy MOPs, combinatorial and discrete MOPs, benchmark problems, performance indicators, and applications. In addition, some future research issues are also presented.

RM-MEDA: A Regularity Model-Based Multiobjective Estimation of Distribution Algorithm

Under mild conditions, it can be induced from the Karush-Kuhn-Tucker condition that the Pareto set, in the decision space, of a continuous multiobjective optimization problem is a piecewise continuous (m - 1)-D manifold, where m is the number of objectives. Based on this regularity property, we propose a regularity model-based multiobjective estimation of distribution algorithm (RM-MEDA) for continuous multiobjective optimization problems with variable linkages. At each generation, the proposed algorithm models a promising area in the decision space by a probability distribution whose centroid is a (m - 1)-D piecewise continuous manifold. The local principal component analysis algorithm is used for building such a model. New trial solutions are sampled from the model thus built. A nondominated sorting-based selection is used for choosing solutions for the next generation. Systematic experiments have shown that, overall, RM-MEDA outperforms three other state-of-the-art algorithms, namely, GDE3, PCX-NSGA-II, and MIDEA, on a set of test instances with variable linkages. We have demonstrated that, compared with GDE3, RM-MEDA is not sensitive to algorithmic parameters, and has good scalability to the number of decision variables in the case of nonlinear variable linkages. A few shortcomings of RM-MEDA have also been identified and discussed in this paper.

Combining Model-based and Genetics-based Offspring Generation for Multi-objective Optimization Using a Convergence Criterion

In our previous work conducted by Aimin Zhou et. al., (2005), it has been shown that the performance of multi-objective evolutionary algorithms can be greatly enhanced if the regularity in the distribution of Pareto-optimal solutions is used. This paper suggests a new hybrid multi-objective evolutionary algorithm by introducing a convergence based criterion to determine when the model-based method and when the genetics-based method should be used to generate offspring in each generation. The basic idea is that the genetics-based method, i.e., crossover and mutation, should be used when the population is far away from the Pareto front and no obvious regularity in population distribution can be observed. When the population moves towards the Pareto front, the distribution of the individuals will show increasing regularity and in this case, the model-based method should be used to generate offspring. The proposed hybrid method is verified on widely used test problems and our simulation results show that the method is effective in achieving Pareto-optimal solutions compared to two state-of-the-art evolutionary multi-objective algorithms: NSGA-II and SPEA2, and our pervious method in Aimin Zhou et. al., (2005).

Prediction-based population re-initialization for evolutionary dynamic multi-objective optimization

Optimization in changing environment is a challenging task, especially when multiple objectives are to be optimized simultaneously. The basic idea to address dynamic optimization problems is to utilize history information to guide future search. In this paper, two strategies for population re-initialization are introduced when a change in the environment is detected. The first strategy is to predict the new location of individuals from the location changes that have occurred in the history. The current population is then partially or completely replaced by the new individuals generated based on prediction. The second strategy is to perturb the current population with a Gaussian noise whose variance is estimated according to previous changes. The prediction based population re-initialization strategies, together with the random re-initialization method, are then compared on two bi-objective test problems. Conclusions on the different re-initialization strategies are drawn based on the preliminary empirical results.

Approximating the Set of Pareto-Optimal Solutions in Both the Decision and Objective Spaces by an Estimation of Distribution Algorithm

Most existing multiobjective evolutionary algorithms aim at approximating the Pareto front (PF), which is the distribution of the Pareto-optimal solutions in the objective space. In many real-life applications, however, a good approximation to the Pareto set (PS), which is the distribution of the Pareto-optimal solutions in the decision space, is also required by a decision maker. This paper considers a class of multiobjective optimization problems (MOPs), in which the dimensionalities of the PS and the PF manifolds are different so that a good approximation to the PF might not approximate the PS very well. It proposes a probabilistic model-based multiobjective evolutionary algorithm, called MMEA, for approximating the PS and the PF simultaneously for an MOP in this class. In the modeling phase of MMEA, the population is clustered into a number of subpopulations based on their distribution in the objective space, the principal component analysis technique is used to estimate the dimensionality of the PS manifold in each subpopulation, and then a probabilistic model is built for modeling the distribution of the Pareto-optimal solutions in the decision space. Such a modeling procedure could promote the population diversity in both the decision and objective spaces. MMEA is compared with three other methods, KP1, Omni-Optimizer and RM-MEDA, on a set of test instances, five of which are proposed in this paper. The experimental results clearly suggest that, overall, MMEA performs significantly better than the three compared algorithms in approximating both the PS and the PF.

A Population Prediction Strategy for Evolutionary Dynamic Multiobjective Optimization

This paper investigates how to use prediction strategies to improve the performance of multiobjective evolutionary optimization algorithms in dealing with dynamic environments. Prediction-based methods have been applied to predict some isolated points in both dynamic single objective optimization and dynamic multiobjective optimization. We extend this idea to predict a whole population by considering the properties of continuous dynamic multiobjective optimization problems. In our approach, called population prediction strategy (PPS), a Pareto set is divided into two parts: a center point and a manifold. A sequence of center points is maintained to predict the next center, and the previous manifolds are used to estimate the next manifold. Thus, PPS could initialize a whole population by combining the predicted center and estimated manifold when a change is detected. We systematically compare PPS with a random initialization strategy and a hybrid initialization strategy on a variety of test instances with linear or nonlinear correlation between design variables. The statistical results show that PPS is promising for dealing with dynamic environments.

A model-based evolutionary algorithm for bi-objective optimization

The Pareto optimal solutions to a multi-objective optimization problem often distribute very regularly in both the decision space and the objective space. Most existing evolutionary algorithms do not explicitly take advantage of such a regularity. This paper proposed a model-based evolutionary algorithm (M-MOEA) for bi-objective optimization problems. Inspired by the ideas from estimation of distribution algorithms, M-MOEA uses a probability model to capture the regularity of the distribution of the Pareto optimal solutions. The local principal component analysis (local PCA) and the least-squares method are employed for building the model. New solutions are sampled from the model thus built. At alternate generations, M-MOEA uses crossover and mutation to produce new solutions. The selection in M-MOEA is the same as in non-dominated sorting genetic algorithm-II (NSGA-II). Therefore, MOEA can be regarded as a combination of EDA and NSGA-II. The preliminary experimental results show that M-MOEA performs better than NSGA-II.

Adaptive Replacement Strategies for MOEA/D

Multiobjective evolutionary algorithms based on decomposition (MOEA/D) decompose a multiobjective optimization problem into a set of simple optimization subproblems and solve them in a collaborative manner. A replacement scheme, which assigns a new solution to a subproblem, plays a key role in balancing diversity and convergence in MOEA/D. This paper proposes a global replacement scheme which assigns a new solution to its most suitable subproblems. We demonstrate that the replacement neighborhood size is critical for population diversity and convergence, and develop an approach for adjusting this size dynamically. A steady-state algorithm and a generational one with this approach have been designed and experimentally studied. The experimental results on a number of test problems have shown that the proposed algorithms have some advantages.

A Multioperator Search Strategy Based on Cheap Surrogate Models for Evolutionary Optimization

It is well known that in evolutionary algorithms (EAs), different reproduction operators may be suitable for different problems or in different running stages. To improve the algorithm performance, the ensemble of multiple operators has become popular. Most ensemble techniques achieve this goal by choosing an operator according to a probability learned from the previous experience. In contrast to these ensemble techniques, in this paper we propose a cheap surrogate model-based multioperator search strategy for evolutionary optimization. In our approach, a set of candidate offspring solutions are generated by using the multiple offspring reproduction operators, and the best one according to the surrogate model is chosen as the offspring solution. Two major advantages of this approach are: 1) each operator can generate a solution for competition compared to the probability-based approaches and 2) the surrogate model building is relatively cheap compared to that in the surrogate-assisted EAs. The model is used to implement multioperator ensemble in two popular EAs, that is, differential evolution and particle swarm optimization. Thirty benchmark functions and the functions presented in the CEC 2013 are chosen as the test suite to evaluate our approach. Experimental results indicate that the new approach can improve the performance of single operator-based methods in the majority of the functions.

Are All the Subproblems Equally Important? Resource Allocation in Decomposition-Based Multiobjective Evolutionary Algorithms

Decomposition-based multiobjective evolutionary algorithms (MOEAs) decompose a multiobjective optimization problem into a set of scalar objective subproblems and solve them in a collaborative way. A naïve way to distribute computational effort is to treat all the subproblems equally and assign the same computational resource to each subproblem. This paper proposes a generalized resource allocation (GRA) strategy for decomposition-based MOEAs by using a probability of improvement vector. Each subproblem is chosen to invest according to this vector. An offline measurement and an online measurement of the subproblem hardness are used to maintain and update this vector. Utility functions are proposed and studied for implementing a reasonable and stable online resource allocation strategy. Extensive experimental studies on the proposed GRA strategy have been conducted.