用于约束多目标优化问题的双群体差分进化算法

首先给出一种改进的差分进化算法,然后提出一种基于双群体搜索机制的求解约束多目标优化问题的差分进化算法.该算法同时使用两个群体,其中一个用于保存搜索过程中找到的可行解,另一个用于记录在搜索过程中得到的部分具有某些优良特性的不可行解,避免了构造罚函数和直接删除不可行解.此外,文中算法、NSGA-Ⅱ和SPEA的时间复杂度的比较表明,NSGA-Ⅱ最优,文中算法与SPEA相当.对经典测试函数的仿真结果表明,与NSGA-Ⅱ相比较,文中算法在均匀性及逼近性方面均具有一定的优势.     

基于分解和多策略变异的多目标差分进化算法*

差分进化是一种有效的优化技术,已成功用于多目标优化问题。但也存在Pareto最优集合的收敛慢和多样性差等问题。针对上述不足,本文提出了一种基于分解和多策略变异的多目标差分进化算法(MODE/DMSM)。该算法利用基于分解的方法将多目标优化问题分解为多个单目标优化问题;通过高效的非支配排序方法选择具有良好收敛性和多样性的解来指导差分进化过程;采用了多策略变异方法来平衡进化过程中收敛性和多样性。在ZDT和DTLZ的10个测试函数上的仿真结果表明,本文算法在Parato最优集合的收敛性和多样性优于其他六种代表性多目标优化算法。     

多阶段多模型的改进微粒群优化算法

针对微粒群优化算法在解决复杂优化问题时易于出现早熟收敛现象,提出了一种多阶段多模型的改进微粒群优化算法。考虑寻优不同阶段的开发与探测能力需求的差异,算法将寻优过程分成3个阶段,各阶段采用不同的模型进行进化。第一阶段利用标准微粒群优化算法发现局部极值的邻域;第二阶段利用Cognition Only模型快速找到局部极值点,提高寻优效率;第三阶段,提出了一种改进的进化模型,利于粒子快速跳出局部极值点,寻找到全局最优点。4种复杂测试函数的实验结果表明：该算法比标准微粒群优化算法（PSO）和基于不同进化模型的两群优化算法（TSE-PSO）更容易找到全局最优解,相比两群微粒群优化算法,还能在一定程度上提高优化效率。     

一种组合粒子群和差分进化的多目标优化算法

在求解多目标优化问题时,针对粒子群优化算法容易陷入局部极值的现象,提出了一种组合粒子群和差分进化的多目标优化算法,使用粒子群优化算法和差分进化算法共同产生新粒子,通过一个判断因子控制两种算法的使用比例,并对粒子群优化算法的速度更新公式进行了改变,以提高搜索效率.通过三个测试函数进行了仿真,并同NSGA-Ⅱ、MOPSO-CD进行了比较.实验结果表明改进算法求得的Pareto解集收敛性和多样性好,并且算法稳定性高,运行速度快.     

基于多策略的多目标粒子群优化算法

针对目前多目标粒子群优化算法的收敛性能和非劣解的多样性不能同时得到满足等缺陷,提出一种基于多策略的多目标粒子群优化算法（Multi-Objective Particle Swarm Optimization algorithm for Multi-Strategy,MS-MOPSO）。采用非支配排序和拥挤距离排序相结合策略,重新划分外部种群和进化种群;采用小生境选择策略,在外部种群中选择最佳粒子作为领导粒子,用于领导进化种群中粒子的进化;在进化种群中利用多尺度高斯变异策略,平衡算法的全局搜索和局部精确搜索;采用邻域认知个体极值更新策略,不断更新个体极值。将该算法应用到典型的多目标测试函数,并与其他多目标优化算法进行对比分析,测试结果表明该算法中四个策略的有效性和互补性,同时验证了该算法不但具有较好的收敛性和收敛速度,而且该算法最优解的分布具有良好的均匀性和多样性。     

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。     

多模态函数优化的多种群进化策略

在一种使用单基因变异、精英繁殖、递减型策略参数的改进进化策略基础上，提出了一种求解多模态函数多个极值点的多种群协同进化策略，并给出了子种群进化概率、停止条件的确定和收敛到极值点的判断条件,在求多极值点的进化算法中，判别两个极值点是同峰还是异峰极值点是一个困难而关键的问题，为此引入了一种新的判别方法——山谷探索法，从而避免了确定小生境单径或峰半径,一组测试函数的仿真计算结果表明了所提出的算法能准确地找到全部极值点.     

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。     

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。     

动态多目标优化:测试函数和算法比较

生活中存在大量的动态多目标优化问题,应用进化算法求解动态多目标优化问题受到越来越多的关注,而动态多目标测试函数对算法的评估起着重要的作用.在已有动态多目标测试函数的基础上,设计一组新的动态多目标测试函数.Pareto最优解集和Pareto前沿面的不同变化形式影响着动态多目标测试函数的难易程度,通过引入Pareto最优解集形状的变化,结合已有的Pareto最优解集移动模式,设计一组测试函数集.基于提出的测试函数集,对3个算法进行测试,仿真实验结果表明,所设计的函数给3个算法带来了挑战,并展现出算法的优劣.     

Multiobjective evolutionary algorithm based on multimethod with dynamic resources allocation

In the last two decades, multiobjective optimization has become main stream and various multiobjective evolutionary algorithms (MOEAs) have been suggested in the field of evolutionary computing (EC) for solving hard combinatorial and continuous multiobjective optimization problems. Most MOEAs employ single evolutionary operators such as crossover, mutation and selection for population evolution. In this paper, we suggest a multiobjective evolutionary algorithm based on multimethods (MMTD) with dynamic resource allocation for coping with continuous multi-objective optimization problems (MOPs). The suggested algorithm employs two well known population based stochastic algorithms namely MOEA/D and NSGA-II as constituent algorithms for population evolution with a dynamic resource allocation scheme. We have examined the performance of the proposed MMTD on two different MOPs test suites: the widely used ZDT problems and the recently formulated test instances for the special session on MOEAs competition of the 2009 IEEE congress on evolutionary computation (CEC’09). Experimental results obtained by the suggested MMTD are more promising than those of some state-of-the-art MOEAs in terms of the inverted generational distance (IGD)-metric on most test problems.     

正交设计的E占优策略求解高维多目标优化问题研究

在实际应用中,传统多目标演化算法面临着高维多目标优化问题。针对这一缺陷,提出正交E占优(Orthogo-nality E-dominant,OE)策略。在OE策略的理论优越性设计的基础上,改进了当前5种具有代表性的演化多目标优化算法。改进前后的算法求解DTLZ1-6(20)测试问题的数值对比试验显示,OE策略改进后的算法在不同程度上提高了算法求解高维多目标优化问题的效果,从而证实了OE策略对演化多目标优化算法改进的有效性。     

C-PSA: Constrained Pareto simulated annealing for constrained multi-objective optimization

In recent years, evolutionary algorithms (EAs) have been extensively developed and utilized to solve multi-objective optimization problems. However, some previous studies have shown that for certain problems, an approach which allows for non-greedy or uphill moves (unlike EAs), can be more beneficial. One such approach is simulated annealing (SA). SA is a proven heuristic for solving numerical optimization problems. But owing to its point-to-point nature of search, limited efforts has been made to explore its potential for solving multi-objective problems. The focus of the presented work is to develop a simulated annealing algorithm for constrained multi-objective problems. The performance of the proposed algorithm is reported on a number of difficult constrained benchmark problems. A comparison with other established multi-objective optimization algorithms, such as infeasibility driven evolutionary algorithm (IDEA), Non-dominated sorting genetic algorithm II (NSGA-II) and multi-objective Scatter search II (MOSS-II) has been included to highlight the benefits of the proposed approach.     

A Multi-Objective Integer Melody Search Algorithm

There are a number of algorithms for the solution of continuous optimization problems. However, many practical design optimization problems use integer design variables instead of continuous. These types of problems cannot be handled by using continuous design variables-based algorithms. In this paper, we present a multi-objective integer melody search optimization algorithm (MO-IMS) for solving multi-objective integer optimization problems, which take design variables as integers. The proposed algorithm is a modified version of single-objective melody search (MS) algorithm, which is an innovative optimization algorithm, inspired by basic concepts applied in harmony search (HS) algorithm. Results show that MO-IMS has better performance in solving multi-objective integer problems than the existing multi-objective integer harmony search algorithm (MO-IHS). Performance of proposed algorithm is evaluated by using various performance metrics on test functions. The simulation results show that the proposed MO-IMS can be a better technique for solving multi-objective problems having integer decision variables.     

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。     

Memetic algorithm with Preferential Local Search using adaptive weights for multi-objective optimization problems

Evolutionary multi-objective optimization algorithms are generally employed to generate Pareto optimal solutions by exploring the search space. To enhance the performance, exploration by global search can be complemented with exploitation by combining it with local search. In this paper, we address the issues in integrating local search with global search such as: how to select individuals for local search; how deep the local search is performed; how to combine multiple objectives into single objective for local search. We introduce a Preferential Local Search mechanism to fine tune the global optimal solutions further and an adaptive weight mechanism for combining multi-objectives together. These ideas have been integrated into NSGA-II to arrive at a new memetic algorithm for solving multi-objective optimization problems. The proposed algorithm has been applied on a set of constrained and unconstrained multi-objective benchmark test suite. The performance was analyzed by computing different metrics such as Generational distance, Spread, Max spread, and HyperVolume Ratio for the test suite functions. Statistical test applied on the results obtained suggests that the proposed algorithm outperforms the state-of-art multi-objective algorithms like NSGA-II and SPEA2. To study the performance of our algorithm on a real-world application, Economic Emission Load Dispatch was also taken up for validation. The performance was studied with the help of measures such as Hypervolume and Set Coverage Metrics. Experimental results substantiate that our algorithm has the capability to solve real-world problems like Economic Emission Load Dispatch and is able to produce better solutions, when compared with NSGA-II, SPEA2, and traditional memetic algorithms with fixed local search steps.     

基于Pareto的多目标克隆进化算法

为了克服部分多目标进化算法中容易出现退化与早熟,造成收敛速度过慢的不足,结合精英保留策略、基于近部规则的环境选择以及免疫克隆算法中的比例克隆等思想,提出一种基于Pareto的多目标克隆进化算法NPCA(Non-dominated Pareto Clonal Algorithm)。通过部分多目标优化测试函数ZDT和DTLZ对算法进行了性能测试,验证了该算法能获得分布更加均匀的Parcto前沿,解的收敛性明显优于典型的多目标进化算法。     

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.     

一种均衡各速度项系数的多目标粒子群优化算法

粒子群优化算法已成为求解多目标优化问题的有效方法之一,而速度更新公式中的惯性、局部和全局3个速度项的系数的动态合理设置是算法优化效率的关键问题。为解决现有算法仅单独设置各速度项系数导致优化效率不高的问题,提出了一种均衡各速度项系数的多目标粒子群优化算法。该方法旨在通过粒子的局部最优和全局最优的信息来引导种群的进化方向,动态调整每一个粒子速度项系数来均衡惯性、局部和全局3个速度项在搜索中的作用,从而更为准确地刻画算法的搜索能力和搜索精度,更好地平衡算法的探究和探索能力,进一步提高粒子群优化算法解决复杂多目标优化问题的效率。在7个标准测试函数上进行实验,并与5种经典的进化算法进行对比,结果表明新算法在综合指标IGD以及多样性评估指标Δ评分上具有更好的收敛速度和分布性,验证了新算法的有效性。