Kalyanmoy Deb

A fast and elitist multiobjective genetic algorithm: NSGA-II

Multi-objective evolutionary algorithms (MOEAs) that use non-dominated sorting and sharing have been criticized mainly for: (1) their O(MN/sup 3/) computational complexity (where M is the number of objectives and N is the population size); (2) their non-elitism approach; and (3) the need to specify a sharing parameter. In this paper, we suggest a non-dominated sorting-based MOEA, called NSGA-II (Non-dominated Sorting Genetic Algorithm II), which alleviates all of the above three difficulties. Specifically, a fast non-dominated sorting approach with O(MN/sup 2/) computational complexity is presented. Also, a selection operator is presented that creates a mating pool by combining the parent and offspring populations and selecting the best N solutions (with respect to fitness and spread). Simulation results on difficult test problems show that NSGA-II is able, for most problems, to find a much better spread of solutions and better convergence near the true Pareto-optimal front compared to the Pareto-archived evolution strategy and the strength-Pareto evolutionary algorithm - two other elitist MOEAs that pay special attention to creating a diverse Pareto-optimal front. Moreover, we modify the definition of dominance in order to solve constrained multi-objective problems efficiently. Simulation results of the constrained NSGA-II on a number of test problems, including a five-objective, seven-constraint nonlinear problem, are compared with another constrained multi-objective optimizer, and the much better performance of NSGA-II is observed.

Muiltiobjective optimization using nondominated sorting in genetic algorithms

In trying to solve multiobjective optimization problems, many traditional methods scalarize the objective vector into a single objective. In those cases, the obtained solution is highly sensitive to the weight vector used in the scalarization process and demands that the user have knowledge about the underlying problem. Moreover, in solving multiobjective problems, designers may be interested in a set of Pareto-optimal points, instead of a single point. Since genetic algorithms (GAs) work with a population of points, it seems natural to use GAs in multiobjective optimization problems to capture a number of solutions simultaneously. Although a vector evaluated GA (VEGA) has been implemented by Schaffer and has been tried to solve a number of multiobjective problems, the algorithm seems to have bias toward some regions. In this paper, we investigate Goldbergs notion of nondominated sorting in GAs along with a niche and speciation method to find multiple Pareto-optimal points simultaneously. The proof-of-principle results obtained on three problems used by Schaffer and others suggest that the proposed method can be extended to higher dimensional and more difficult multiobjective problems. A number of suggestions for extension and application of the algorithm are also discussed.

Comparison of Multiobjective Evolutionary Algorithms: Empirical Results

In this paper, we provide a systematic comparison of various evolutionary approaches to multiobjective optimization using six carefully chosen test functions. Each test function involves a particular feature that is known to cause difficulty in the evolutionary optimization process, mainly in converging to the Pareto-optimal front (e.g., multimodality and deception). By investigating these different problem features separately, it is possible to predict the kind of problems to which a certain technique is or is not well suited. However, in contrast to what was suspected beforehand, the experimental results indicate a hierarchy of the algorithms under consideration. Furthermore, the emerging effects are evidence that the suggested test functions provide sufficient complexity to compare multiobjective optimizers. Finally, elitism is shown to be an important factor for improving evolutionary multiobjective search.

A Fast Elitist Non-dominated Sorting Genetic Algorithm for Multi-objective Optimisation: NSGA-II

Multi-objective evolutionary algorithms which use non-dominated sorting and sharing have been mainly criticized for their (i) O(MN3) computational complexity (where M is the number of objectives and N is the population size), (ii) non-elitism approach, and (iii) the need for specifying a sharing parameter. In this paper, we suggest a non-dominated sorting based multi-objective evolutionary algorithm (we called it the Non-dominated Sorting GA-II or NSGA-II) which alleviates all the above three difficulties. Specifically, a fast non-dominated sorting approach with O(MN2) computational complexity is presented. Second, a selection operator is presented which creates a mating pool by combining the parent and child populations and selecting the best (with respect to fitness and spread) N solutions. Simulation results on five difficult test problems show that the proposed NSGA-II, in most problems, is able to find much better spread of solutions and better convergence near the true Pareto-optimal front compared to PAES and SPEA--two other elitist multi-objective EAs which pay special attention towards creating a diverse Pareto-optimal front. Because of NSGA-IIs low computational requirements, elitist approach, and parameter-less sharing approach, NSGA-II should find increasing applications in the years to come.

An Efficient Constraint Handling Method for Genetic Algorithms

Many real-world search and optimization problems involve inequality and/or equality constraints and are thus posed as constrained optimization problems. In trying to solve constrained optimization problems using genetic algorithms (GAs) or classical optimization methods, penalty function methods have been the most popular approach, because of their simplicity and ease of implementation. However, since the penalty function approach is generic and applicable to any type of constraint (linear or nonlinear), their performance is not always satisfactory. Thus, researchers have developed sophisticated penalty functions specific to the problem at hand and the search algorithm used for optimization. However, the most difficult aspect of the penalty function approach is to find appropriate penalty parameters needed to guide the search towards the constrained optimum. In this paper, GAs population-based approach and ability to make pair-wise comparison in tournament selection operator are exploited to devise a penalty function approach that does not require any penalty parameter. Careful comparisons among feasible and infeasible solutions are made so as to provide a search direction towards the feasible region. Once sufficient feasible solutions are found, a niching method (along with a controlled mutation operator) is used to maintain diversity among feasible solutions. This allows a real-parameter GAs crossover operator to continuously find better feasible solutions, gradually leading the search near the true optimum solution. GAs with this constraint handling approach have been tested on nine problems commonly used in the literature, including an engineering design problem. In all cases, the proposed approach has been able to repeatedly find solutions closer to the true optimum solution than that reported earlier.

Genetic and Evolutionary Computation - GECCO 2004

Charged particle swarm optimization (CPSO) is well suited to the dynamic search problem since inter-particle repulsion maintains population diversity and good tracking can be achieved with a simple algorithm. This work extends the application of CPSO to the dynamic problem by considering a bi-modal parabolic environment of high spatial and temporal severity. Two types of charged swarms and an adapted neutral swarm are compared for a number of different dynamic environments which include extreme ‘needle-inthe-haystack’ cases. The results suggest that charged swarms perform best in the extreme cases, but neutral swarms are better optimizers in milder environments.

Multi-objective genetic algorithms: Problem difficulties and construction of test problems

In this paper, we study the problem features that may cause a multi-objective genetic algorithm (GA) difficulty in converging to the true Pareto-optimal front. Identification of such features helps us develop difficult test problems for multi-objective optimization. Multi-objective test problems are constructed from single-objective optimization problems, thereby allowing known difficult features of single-objective problems (such as multi-modality, isolation, or deception) to be directly transferred to the corresponding multi-objective problem. In addition, test problems having features specific to multi-objective optimization are also constructed. More importantly, these difficult test problems will enable researchers to test their algorithms for specific aspects of multi-objective optimization.

Scalable multi-objective optimization test problems

After adequately demonstrating the ability to solve different two-objective optimization problems, multi-objective evolutionary algorithms (MOEAs) must show their efficacy in handling problems having more than two objectives. In this paper, we suggest three different approaches for systematically designing test problems for this purpose. The simplicity of construction, scalability to any number of decision variables and objectives, knowledge of exact shape and location of the resulting Pareto-optimal front, and ability to control difficulties in both converging to the true Pareto-optimal front and maintaining a widely distributed set of solutions are the main features of the suggested test problems. Because of these features, they should be useful in various research activities on MOEAs, such as testing the performance of a new MOEA, comparing different MOEAs, and having a better understanding of the working principles of MOEAs.

Combining convergence and diversity in evolutionary multiobjective optimization

Over the past few years, the research on evolutionary algorithms has demonstrated their niche in solving multiobjective optimization problems, where the goal is to find a number of Pareto-optimal solutions in a single simulation run. Many studies have depicted different ways evolutionary algorithms can progress towards the Pareto-optimal set with a widely spread distribution of solutions. However, none of the multiobjective evolutionary algorithms (MOEAs) has a proof of convergence to the true Pareto-optimal solutions with a wide diversity among the solutions. In this paper, we discuss why a number of earlier MOEAs do not have such properties. Based on the concept of -dominance, new archiving strategies are proposed that overcome this fundamental problem and provably lead to MOEAs that have both the desired convergence and distribution properties. A number of modifications to the baseline algorithm are also suggested. The concept of -dominance introduced in this paper is practical and should make the proposed algorithms useful to researchers and practitioners alike.

An Evolutionary Many-Objective Optimization Algorithm Using Reference-Point-Based Nondominated Sorting Approach, Part I: Solving Problems With Box Constraints

Having developed multiobjective optimization algorithms using evolutionary optimization methods and demonstrated their niche on various practical problems involving mostly two and three objectives, there is now a growing need for developing evolutionary multiobjective optimization (EMO) algorithms for handling many-objective (having four or more objectives) optimization problems. In this paper, we recognize a few recent efforts and discuss a number of viable directions for developing a potential EMO algorithm for solving many-objective optimization problems. Thereafter, we suggest a reference-point-based many-objective evolutionary algorithm following NSGA-II framework (we call it NSGA-III) that emphasizes population members that are nondominated, yet close to a set of supplied reference points. The proposed NSGA-III is applied to a number of many-objective test problems with three to 15 objectives and compared with two versions of a recently suggested EMO algorithm (MOEA/D). While each of the two MOEA/D methods works well on different classes of problems, the proposed NSGA-III is found to produce satisfactory results on all problems considered in this paper. This paper presents results on unconstrained problems, and the sequel paper considers constrained and other specialties in handling many-objective optimization problems.