A fast multi-objective evolutionary algorithm based on a tree structure

This paper proposes a fast evolutionary algorithm based on a tree structure for multi-objective optimization. The tree structure, named dominating tree (DT), is able to preserve the necessary Pareto dominance relations among individuals effectively, contains the density information implicitly, and reduces the number of comparisons among individuals significantly. The evolutionary algorithm based on dominating tree (DTEA) integrates the convergence strategy and diversity strategy into the DT and employs a DT-based eliminating strategy that realizes elitism and preserves population diversity without extra time and space costs. Numerical experiments show that DTEA is much faster than SPEA2, NSGA-II and an improved version of NSGA-II, while its solution quality is competitive with those of SPEA2 and NSGA-II.     

An improved evolutionary algorithm for handling many-objective optimization problems

It has been shown that the multi-objective evolutionary algorithms (MOEAs) act poorly in solving many-objective optimization problems which include more than three objectives. The research emphasis, in recent years, has been put into improving the MOEAs to enable them to solve many-objective optimization problems efficiently. In this paper, we propose a new composite fitness evaluation function, in a novel way, to select quality solutions from the objective space of a many-objective optimization problem. Using this composite function, we develop a new algorithm on a well-known NSGA-II and call it FR-NSGA-II, a fast reference point based NSGA-II. The algorithm is evaluated for producing quality solutions measured in terms of proximity, diversity and computational time. The working logic of the algorithm is explained using a bi-objective linear programming problem. Then we test the algorithm using experiments with benchmark problems from DTLZ family. We also compare FR-NSGA-II with four competitive algorithms from the extant literature to show that FR-NSGA-II will produce quality solutions even if the number of objectives is as high as 20.     

Comparison of multi-objective evolutionary algorithms in hybrid Kansei engineering system for product form design

Understanding the affective needs of customers is crucial to the success of product design. Hybrid Kansei engineering system (HKES) is an expert system capable of generating products in accordance with the affective responses. HKES consists of two subsystems: forward Kansei engineering system (FKES) and backward Kansei engineering system (BKES). In previous studies, HKES was based primarily on single-objective optimization, such that only one optimal design was obtained in a given simulation run. The use of multi-objective evolutionary algorithm (MOEA) in HKES was only attempted using the non-dominated sorting genetic algorithm-II (NSGA-II), such that very little work has been conducted to compare different MOEAs. In this paper, we propose an approach to HKES combining the methodologies of support vector regression (SVR) and MOEAs. In BKES, we constructed predictive models using SVR. In FKES, optimal design alternatives were generated using MOEAs. Representative designs were obtained using fuzzy c-means algorithm for clustering the Pareto front into groups. To enable comparison, we employed three typical MOEAs: NSGA-II, the Pareto envelope-based selection algorithm-II (PESA-II), and the strength Pareto evolutionary algorithm-2 (SPEA2). A case study of vase form design was provided to demonstrate the proposed approach. Our results suggest that NSGA-II has good convergence performance and hybrid performance; in contrast, SPEA2 provides the strong diversity required by designers. The proposed HKES is applicable to a wide variety of product design problems, while providing creative design ideas through the exploration of numerous Pareto optimal solutions.     

二维目标下分布性与收敛性结合的种群维护策略

种群维护是多目标进化算法的重要组成部分。针对传统方法在维护过程中只考虑分布性的情况,提出一种分布性与收敛性结合的种群维护策略,该方法用一种邻近个体间的相对趋近关系来表示其适应值,弥补了单纯Pareto支配关系的“粗糙性”,并用一种可调邻域的方法对种群的密集程度进行控制。将其与NSGA-II和SPEA2进行对比,实验结果表明该算法在有效保持种群分布性的同时,拥有良好的收敛性和速度。     

Evaluating the epsilon-domination based multi-objective evolutionary algorithm for a quick computation of Pareto-optimal solutions

Since the suggestion of a computing procedure of multiple Pareto-optimal solutions in multi-objective optimization problems in the early Nineties, researchers have been on the look out for a procedure which is computationally fast and simultaneously capable of finding a well-converged and well-distributed set of solutions. Most multi-objective evolutionary algorithms (MOEAs) developed in the past decade are either good for achieving a well-distributed solutions at the expense of a large computational effort or computationally fast at the expense of achieving a not-so-good distribution of solutions. For example, although the Strength Pareto Evolutionary Algorithm or SPEA (Zitzler and Thiele, 1999) produces a much better distribution compared to the elitist non-dominated sorting GA or NSGA-II (Deb et al., 2002a), the computational time needed to run SPEA is much greater. In this paper, we evaluate a recently-proposed steady-state MOEA (Deb et al., 2003) which was developed based on the epsilon-dominance concept introduced earlier(Laumanns et al., 2002) and using efficient parent and archive update strategies for achieving a well-distributed and well-converged set of solutions quickly. Based on an extensive comparative study with four other state-of-the-art MOEAs on a number of two, three, and four objective test problems, it is observed that the steady-state MOEA is a good compromise in terms of convergence near to the Pareto-optimal front, diversity of solutions, and computational time. Moreover, the epsilon-MOEA is a step closer towards making MOEAs pragmatic, particularly allowing a decision-maker to control the achievable accuracy in the obtained Pareto-optimal solutions.     

DOPGA: a new fitness assignment scheme for multi-objective evolutionary algorithms

In this article, a new fitness assignment scheme to evaluate the Pareto-optimal solutions for multi-objective evolutionary algorithms is proposed. The proposed DOmination Power of an individual Genetic Algorithm (DOPGA) method can order the individuals in a form in which each individual (the so-called solution) could have a unique rank. With this new method, a multi-objective problem can be treated as if it were a single-objective problem without drastically deviating from the Pareto definition. In DOPGA, relative position of a solution is embedded into the fitness assignment procedures. We compare the performance of the algorithm with two benchmark evolutionary algorithms (Strength Pareto Evolutionary Algorithm (SPEA) and Strength Pareto Evolutionary Algorithm 2 (SPEA2)) on 12 unconstrained bi-objective and one tri-objective test problems. DOPGA significantly outperforms SPEA on all test problems. DOPGA performs better than SPEA2 in terms of convergence metric on all test problems. Also, Pareto-optimal solutions found by DOPGA spread better than SPEA2 on eight of 13 test problems.     

基于多点非均匀变异的多目标极值优化算法研究

多目标进化算法因其在解决含有多个矛盾目标函数的多目标优化问题中的强大处理能力,正受到越来越多的关注与研究。极值优化作为一种新型的进化算法,已在各种离散优化、连续优化测试函数以及工程优化问题中得到了较为成功的应用,但有关多目标EO算法的研究却十分有限。本文将采用Pareto优化的基本原理引入到极值优化算法中,提出一种求解连续多目标优化问题的基于多点非均匀变异的多目标极值优化算法。通过对六个国际公认的连续多目标优化测试函数的仿真实验结果表明：本文提出算法相比NSGA-II、 PAES、SPEA和SPEA2等经典多目标优化算法在收敛性和分布性方面均具有优势。     

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(MN³) 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(MN²) 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     

Reducing the run-time complexity of multiobjective EAs: The NSGA-II and other algorithms

The last decade has seen a surge of research activity on multiobjective optimization using evolutionary computation and a number of well performing algorithms have been published. The majority of these algorithms use fitness assignment based on Pareto-domination: Nondominated sorting, dominance counting, or identification of the nondominated solutions. The success of these algorithms indicates that this type of fitness is suitable for multiobjective problems, but so far the use of Pareto-based fitness has lead to program run times in O(GMN/sup 2/), where G is the number of generations, M is the number of objectives, and N is the population size. The N/sup 2/ factor should be reduced if possible, since it leads to long processing times for large population sizes. This paper presents a new and efficient algorithm for nondominated sorting, which can speed up the processing time of some multiobjective evolutionary algorithms (MOEAs) substantially. The new algorithm is incorporated into the nondominated sorting genetic algorithm II (NSGA-II) and reduces the overall run-time complexity of this algorithm to O(GN log/sup M-1/N), much faster than the O(GMN/sup 2/) complexity published by Deb et al. (2002). Experiments demonstrate that the improved version of the algorithm is indeed much faster than the previous one. The paper also points out that multiobjective EAs using fitness based on dominance counting and identification of nondominated solutions can be improved significantly in terms of running time by using efficient algorithms known from computer science instead of inefficient O(MN/sup 2/) algorithms.     

基于个体密集距离的多目标进化算法

外部种群维护和适应度赋值是多目标进化算法（MOEA）的两个重要部分,该文首先对这两个问题目前已有的处理方法进行了分析,然后提出了基于个体密集距离的外部种群维护方法,并在将所有个体根据Pareto支配关系分成四个层次的基础上,给出了一种由个体密集距离定义的适应度函数,最后将基于个体密集距离的多目标进化算法CMOEA应用于几个常用的测试函数,并和SPEA,SPEA-2进行了比较,计算结果表明CMOEA具有良好的搜索性能．     

一种改进的基于差分进化的多目标进化算法

近年来运用进化算法（EAs）解决多目标优化问题（Multi-objective Optimization Problems MOPs）引起了各国学者们的关注。作为一种基于种群的优化方法,EAs提供了一种在一次运行后得到一组优化的解的方法。差分进化（DE）算法是EA的一个分支,最开始是用来解决连续函数空间的问题。提出了一种改进的基于差分进化的多目标进化算法（CDE）,并且将它与另外两个经典的多目标进化算法（MOEAs）NSGA-II和SPEA2进行了对比实验。     

嵌入式系统动态数据结构优化的并行进化算法

为了更好地解决现代多媒体嵌入式系统动态数据结构优化问题,结合NSGA-II和SPEA2两个多目标进化算法,引入岛屿模型和多线程机制,提出了一种并行多目标进化算法--PMOEA-NS。基于多核计算机系统,使用PMOEA-NS具体的3个不同并行算法和串行NSGA-II、SPEA2,对一个实际动态嵌入式应用程序进行优化实验和计算,结果表明:与串行算法NSGA-II和SPEA2相比,并行算法不但提高了优化过程的速度,而且改善了解的质量和多样性。     

基于正交设计的多目标演化算法

提出一种基于正交设计的多目标演化算法以求解多目标优化问题(MOPs)．它的特点在于：(1)用基于正交数组的均匀搜索代替经典EA的随机性搜索,既保证了解分布的均匀性,又保证了收敛的快速性;(2)用统计优化方法繁殖后代,不仅提高了解的精度,而且加快了收敛速度;(3)实验结果表明,对于双目标的MOPs,新算法在解集分布的均匀性、多样性与解精确性及算法收敛速度等方面均优于SPEA;(4)用于求解一个带约束多目标优化工程设计问题,它得到了最好的结果——Pareto最优解,在此之前,此问题的Pareto最优解是未知的．     

An efficient non-dominated sorting method for evolutionary algorithms

We present a new non-dominated sorting algorithm to generate the non-dominated fronts in multi-objective optimization with evolutionary algorithms, particularly the NSGA-II. The non-dominated sorting algorithm used by NSGA-II has a time complexity of O(MN(2)) in generating non-dominated fronts in one generation (iteration) for a population size N and M objective functions. Since generating non-dominated fronts takes the majority of total computational time (excluding the cost of fitness evaluations) of NSGA-II, making this algorithm faster will significantly improve the overall efficiency of NSGA-II and other genetic algorithms using non-dominated sorting. The new non-dominated sorting algorithm proposed in this study reduces the number of redundant comparisons existing in the algorithm of NSGA-II by recording the dominance information among solutions from their first comparisons. By utilizing a new data structure called the dominance tree and the divide-and-conquer mechanism, the new algorithm is faster than NSGA-II for different numbers of objective functions. Although the number of solution comparisons by the proposed algorithm is close to that of NSGA-II when the number of objectives becomes large, the total computational time shows that the proposed algorithm still has better efficiency because of the adoption of the dominance tree structure and the divide-and-conquer mechanism.     

An Investigation on Preference Order Ranking Scheme for Multiobjective Evolutionary Optimization

It may be generalized that all Evolutionary Algorithms (EA) draw their strength from two sources: exploration and exploitation. Surprisingly, within the context of multiobjective (MO) optimization, the impact of fitness assignment on the exploration-exploitation balance has drawn little attention. The vast majority of multiobjective evolutionary algorithms (MOEAs) presented to date resort to Pareto dominance classification as a fitness assignment methodology. However, the proportion of Pareto optimal elements in a set P grows with the dimensionality of P. Therefore, when the number of objectives of a multiobjective problem (MOP) is large, Pareto dominance-based ranking procedures become ineffective in sorting out the quality of solutions. This paper investigates the potential of using preference order-based approach as an optimality criterion in the ranking stage of MOEAs. A ranking procedure that exploits the definition of preference ordering (PO) is proposed, along with two strategies that make different use of the conditions of efficiency provided, and it is compared with a more traditional Pareto dominance-based ranking scheme within the framework of NSGA-II. A series of extensive experiments is performed on seven widely applied test functions, namely, DTLZ1, DTLZ2, DTLZ3, DTLZ4, DTLZ5, DTLZ6, and DTLZ7, for up to eight objectives. The results are analyzed through a suite of five performance metrics and indicate that the ranking procedure based on PO enables NSGA-II to achieve better scalability properties compared with the standard ranking scheme and suggest that the proposed methodology could be successfully extended to other MOEAs     

一种基于相似个体的多目标进化算法

分布性保持是多目标进化算法研究的一个重要方面,一个好的分布性能给决策者提供更多合理有效的选择。Pareto最优解的分布性主要体现在分布广度与均匀性两个方面。提出一种基于相似个体的多目标进化算法（SMOEA）。在种群维护中删除相似程度最大的个体;在进化操作中,选取了相似程度最大的个体进行进化。与目前经典算法NSGA-II和ε-MOEA进行比较,结果表明新算法拥有良好的分布性,同时也较好的改善了收敛性。     

The mean–variance cardinality constrained portfolio optimization problem: An experimental evaluation of five multiobjective evolutionary algorithms

This paper compares the effectiveness of five state-of-the-art multiobjective evolutionary algorithms (MOEAs) together with a steady state evolutionary algorithm on the mean–variance cardinality constrained portfolio optimization problem (MVCCPO). The main computational challenges of the model are due to the presence of a nonlinear objective function and the discrete constraints. The MOEAs considered are the Niched Pareto genetic algorithm 2 (NPGA2), non-dominated sorting genetic algorithm II (NSGA-II), Pareto envelope-based selection algorithm (PESA), strength Pareto evolutionary algorithm 2 (SPEA2), and e-multiobjective evolutionary algorithm (e-MOEA). The computational comparison was performed using formal metrics proposed by the evolutionary multiobjective optimization community on publicly available data sets which contain up to 2196 assets.     

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.     

一种基于云模型的多目标进化算法

在多目标进化算法的基础上,提出了一种基于云模型的多目标进化算法(CMOEA).算法设计了一种新的变异算子来自适应地调整变异概率,使得算法具有良好的局部搜索能力.算法采用小生境技术,其半径按X条件云发生器非线性动态地调整以便于保持解的多样性,同时动态计算个体的拥挤距离并采用云模型参数来估计个体的拥挤度,逐个删除种群中超出的非劣解以保持解的分布性.将该算法用于多目标0/1背包问题来测试CMOEA的性能,并与目前最流行且有效的多目标进化算法NSGA-II及SPEA2进行了比较.结果表明,CMOEA具有良好的搜索性能,并能很好地维持种群的多样性,快速收敛到Pareto前沿,所获得的Pareto最优解集具有更好的收敛性与分布性.     

提高MOEAs解集的分布性 ——一种基于∞范数的逐步方法

解集的分布性是多目标优化中最重要的研究工作之一,解集的分布性主要体现在两个方面,一是解集的分布广度;二是解集的均匀性。在多目标进化算法（MOEAs）中,解集分布性的保持放在种群维护中实现,提出一种基于∞范数的逐步方法（INS）来提高MOEAs解集的分布性,INS用∞范数来衡量个体的分布性,用逐步的方法来裁剪个体。通过与目前最流行的两个MOEAs——NSGA-II和ε-MOEA,在9个测试函数上进行实验,结果表明INS能很好地提高解集的分布性。