基于决策变量关系的动态多目标优化算法

动态多目标优化问题(DMOPs)需要进化算法跟踪不断变化的Pareto最优前沿,从而在检测到环境变化时能够及时有效地做出响应.为了解决上述问题,提出一种基于决策变量关系的动态多目标优化算法.首先,通过决策变量对收敛性和多样性贡献大小的检测机制将决策变量分为收敛性相关决策变量(CV)和多样性相关决策变量(DV),对不同类型决策变量采用不同的优化策略;其次,提出一种局部搜索多样性维护机制,使个体在Pareto前沿分布更加均匀;最后,对两部分产生的组合个体进行非支配排序构成新环境下的种群.为了验证DVR的性能,将DVR与3种动态多目标优化算法在15个基准测试问题上进行比较,实验结果表明, DVR算法相较于其他3种算法表现出更优的收敛性和多样性.     

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.     

记忆增强的动态多目标分解进化算法

现实世界中的一些多目标优化问题经常受动态环境影响而不断发生变化,要求优化算法不断地及时跟踪时变的Pareto 最优解集.提出了一种记忆增强的动态多目标分解进化算法.将动态多目标优化问题分解为若干个动态单目标优化子问题并同时优化这些子问题,以便快速逼近Pareto 最优解集.给出了一个改进的环境变化检测算子,以便更好地检测环境变化.设计了一种基于子问题的串式记忆方法,利用过去类似环境下搜索到的最优解来有效地响应新的环境变化.在8 个标准的测试问题上,将新算法与其他3 种记忆增强的动态进化多目标优化算法进行了实验比较.结果表明,新算法比其他3 种算法具有更快的运行速度、更强的记忆能力与鲁棒性能,并且新算法所获得的解集还具有更好的收敛性与分布性.     

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.     

Achieving balance between proximity and diversity in multi-objective evolutionary algorithm

Currently, an alternative framework using the hypervolume indicator to guide the search for elite solutions of a multi-objective problem is studied in the evolutionary multi-objective optimization community very actively, comparing to the traditional Pareto dominance based approach. In this paper, we present a dynamic neighborhood multi-objective evolutionary algorithm based on hypervolume indicator (DNMOEA/HI), which benefits from both Pareto dominance and hypervolume indicator based frameworks. DNMOEA/HI is featured by the employment of hypervolume indicator as a truncation operator to prune the exceeded population, while a well-designed density estimator (i.e., tree neighborhood density) is combined with the Pareto strength value to perform fitness assignment. Moreover, a novel algorithm is proposed to directly evaluate the hypervolume contribution of a single individual. The performance of DNMOEA/HI is verified on a comprehensive benchmark suite, in comparison with six other multi-objective evolutionary algorithms. Experimental results demonstrate the efficiency of our proposed algorithm. Solutions obtained by DNMOEA/HI well approach the Pareto optimal front and are evenly distributed over the front, simultaneously.     

遗传算法在多目标优化应用中的对比研究

多目标优化应用研究在过程工程领域越来越受重视。本文首先给出了多目标优化问题的一般形式,指出多目标问题求解任务：引导搜索向整个的Pareto优化范围;Pareto优化前沿上保持解集的多样性。在简要论述遗传算法求解多目标技术的基础上,对应用了遗传算法求解多目标的两种方法进行了对比研究,并给出了线性加权遗传算法和一种多目标遗传算法的计算框图。指出线性加权法求解Pareto最优解时不能不能很好地处理非凸区域、均匀分布的权重值不能生成均匀分布的Pareto前沿等局限性,以及多目标遗传算法生成种群多样性及Pareto最优解均匀分布的优点,并用实例进行了验证说明。     

A prediction strategy based on center points and knee points for evolutionary dynamic multi-objective optimization

In real life, there are many dynamic multi-objective optimization problems which vary over time, requiring an optimization algorithm to track the movement of the Pareto front (Pareto set) with time. In this paper, we propose a novel prediction strategy based on center points and knee points (CKPS) consisting of three mechanisms. First, a method of predicting the non-dominated set based on the forward-looking center points is proposed. Second, the knee point set is introduced to the predicted population to predict accurately the location and distribution of the Pareto front after an environmental change. Finally, an adaptive diversity maintenance strategy is proposed, which can generate some random individuals of the corresponding number according to the degree of difficulty of the problem to maintain the diversity of the population. The proposed strategy is compared with four other state-of-the-art strategies. The experimental results show that CKPS is effective for evolutionary dynamic multi-objective optimization.     

Tourism Route Recommendation Based on A Multi-Objective Evolutionary Algorithm Using Two-Stage Decomposition and Pareto Layering

Tourism route planning is widely applied in the smart tourism field. The Pareto-optimal front obtained by the traditional multi-objective evolutionary algorithm exhibits long tails, sharp peaks and disconnected regions problems, which leads to uneven distribution and weak diversity of optimization solutions of tourism routes. Inspired by these limitations, we propose a multi-objective evolutionary algorithm for tourism route recommendation (MOTRR) with two-stage and Pareto layering based on decomposition. The method decomposes the multi-objective problem into several subproblems, and improves the distribution of solutions through a two-stage method. The crowding degree mechanism between extreme and intermediate populations is used in the two-stage method. The neighborhood is determined according to the weight of the subproblem for crossover mutation. Finally, Pareto layering is used to improve the updating efficiency and population diversity of the solution. The two-stage method is combined with the Pareto layering structure, which not only maintains the distribution and diversity of the algorithm, but also avoids the same solutions. Compared with several classical benchmark algorithms, the experimental results demonstrate competitive advantages on five test functions, hypervolume (HV) and inverted generational distance (IGD) metrics. Using the experimental results of real scenic spot datasets from two famous tourism social networking sites with vast amounts of users and large-scale online comments in Beijing, our proposed algorithm shows better distribution. It proves that the tourism routes recommended by our proposed algorithm have better distribution and diversity, so that the recommended routes can better meet the personalized needs of tourists.      

Multi-objective self-adaptive differential evolution with elitist archive and crowding entropy-based diversity measure

A self-adaptive differential evolution algorithm incorporate Pareto dominance to solve multi-objective optimization problems is presented. The proposed approach adopts an external elitist archive to retain non-dominated solutions found during the evolutionary process. In order to preserve the diversity of Pareto optimality, a crowding entropy diversity measure tactic is proposed. The crowding entropy strategy is able to measure the crowding degree of the solutions more accurately. The experiments were performed using eighteen benchmark test functions. The experiment results show that, compared with three other multi-objective optimization evolutionary algorithms, the proposed MOSADE is able to find better spread of solutions with better convergence to the Pareto front and preserve the diversity of Pareto optimal solutions more efficiently.     

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.     

基于距离收敛量和历史信息密度的多目标进化算法

在筛选个体的过程中,多目标进化算法大都利用非支配信息和密度信息评价个体。但当个体互为非支配关系时,上述信息就难以区分个体的优劣从而影响算法性能。为了改善上述情况,本文提出了一种基于距离收敛量和历史信息密度的多目标进化算法。距离收敛量可以在非支配信息不能区分个体时评价个体的收敛性;历史信息密度可以更精确的提供个体多样性信息。在与三个先进的多目标进化算法的对比实验中,新算法的求解质量明显优于对比算法。     

基于参考线的预测策略求解动态多目标优化问题

为了快速且准确地跟踪动态多目标优化问题变化的Pareto前沿与Pareto解集,在可以不依靠历史信息的前提下,提出一种基于参考线预测策略的求解动态多目标优化问题的算法(RLPS).该算法通过记录每个参考线关联的种群个体在环境变化初始时和个体自主进化一小段时间后个体位置的变化,预测最优个体所在方向,同时在该方向上均匀分布若干延伸个体,选出每个参考线关联的非支配个体作为当前环境下的引导个体,在选出的引导个体邻域内随机产生若干伴随个体增加种群多样性.通过5个标准动态测试函数对该算法测试,并与两个现有算法作对比分析,实验结果表明所提出的算法具有更快地响应环境变化的能力.     

基于R2指标和参考向量的高维多目标进化算法

在高维多目标优化中, 不同的优化问题存在不同形状的Pareto前沿(PF), 而研究表明大多数多目标进化算法(Multi-objective evolutionary algorithms, MOEAs) 在处理不同的优化问题时普适性较差. 为了解决这个问题, 本文提出了一个基于R2指标和参考向量的高维多目标进化算法(An R2 indicator and reference vector based many-objective optimization evolutionary algorithm, R2-RVEA). R2-RVEA基于Pareto支配选取非支配解来指导种群进化, 仅当非支配解的数量超过种群规模时, 算法进一步采用种群分解策略和R2指标选择策略进行多样性管理. 通过大量的实验证明, 本文提出的算法在处理不同形状的PF时具有良好的性能.     

一种改进的多目标约束优化差分进化算法

提出一种新的多目标优化差分进化算法用于求解约束优化问题.该算法利用佳点集方法初始化个体以维持种群的多样性.将约束优化问题转化为两个目标的多目标优化问题.基于Pareto支配关系,将种群分为Pareto子集和Non-Pareto子集,结合差分进化算法两种不同变异策略的特点,对Non-Pareto子集和Pareto子集分别采用DE/best/1变异策略和DE/rand/1变异策略.数值实验结果表明该算法具有较好的寻优效果.     

基于$R2$指标的昂贵多目标进化算法

提出一种基于$R2$指标的昂贵多目标进化($R2$-EMO)算法.为了解决精确数学模型难以获得以及评估实验成本高昂的昂贵多目标优化问题,$R2$-EMO算法采用高斯过程取代真实模型来评估个体在每个目标上的性能,并设计一种新的$R2$指标的效用函数,该效用函数根据高斯过程的输出计算个体的$R2$指标.带有新的效用函数的$R2$指标在选择评估点时,既考虑了种群个体的收敛性和多样性,还考虑了个体的预测期望值和预测均方误差,增强了种群个体对目标空间的勘探能力.同时,提出双层档案管理策略,采用两个档案分别存放评估过的非支配个体和建立代理模型的个体,并在每次迭代中对两个档案进行更新.实验结果表明,与已有的4种算法相比,$R2$-EMO算法在处理昂贵多目标进化算法时,收敛性和多样性均优于其他算法,并能以较快的速度收敛到Pareto前沿.     

基于空间网格划分的多目标进化算法

为了有效求解多目标优化问题,找到分布宽广、均匀的Pareto解集,提出了一个基于空间网格划分的进化算法。将目标空间网格化,利用网格的位置,删除大量被支配个体。在杂交算子中利用了单个目标最优的个体信息,以增加非劣解的宽广性。利用一种新设计的基于最大距离排序的方法删除非劣解集中多余个体。数值实验表明提出的算法是可行有效的。     

一类新型动态多目标鲁棒进化优化方法

传统动态多目标优化问题（Dynamic multi-objective optimization problems,DMOPs）的求解方法,通常需要在新环境下,通过重新激发寻优过程,获得适应该环境的Pareto最优解.这可能导致较高的计算代价和资源成本,甚至无法在有限时间内执行该优化解.由此,提出一类寻找动态鲁棒Pareto最优解集的进化优化方法.动态鲁棒Pareto解集是指某一时刻下的Pareto较优解可以以一定稳定性阈值,逼近未来多个连续动态环境下的真实前沿,从而直接作为这些环境下的Pareto解集,以减小计算代价.为合理度量Pareto解的环境适应性,给出了时间鲁棒性和性能鲁棒性定义,并将其转化为两类鲁棒优化模型.引入基于分解的多目标进化优化方法和无惩罚约束处理方法,构建了动态多目标分解鲁棒进化优化方法.特别是基于移动平均预测模型实现了未来动态环境下适应值的多维时间序列预测.基于提出的两类新型性能评价测度,针对8个典型动态测试函数的仿真实验,结果表明该方法得到满足决策者精度要求,且具有较长平均生存时间的动态鲁棒Pareto最优解.     

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.     

A surrogate-assisted evolutionary algorithm based on the genetic diversity objective

In this work, a novel surrogate-assisted memetic algorithm is proposed which is based on the preservation of genetic diversity within the population. The aim of the algorithm is to solve multi-objective optimization problems featuring computationally expensive fitness functions in an efficient manner. The main novelty is the use of an evolutionary algorithm as global searcher that treats the genetic diversity as an objective during the evolution and uses it, together with a non-dominated sorting approach, to assign the ranks. This algorithm, coupled with a gradient-based algorithm as local searcher and a back-propagation neural network as global surrogate model, demonstrates to provide a reliable and effective balance between exploration and exploitation. A detailed performance analysis has been conducted on five commonly used multi-objective problems, each one involving distinct features that can make the convergence difficult toward the Pareto-optimal front. In most cases, the proposed algorithm outperformed the other state-of-the-art evolutionary algorithms considered in the comparison, assuring higher repeatability on the final non-dominated set, deeper convergence level and higher convergence rate. It also demonstrates a clear ability to widely cover the Pareto-optimal front with larger percentage of non-dominated solutions if compared to the total number of function evaluations.     

一种基于输运理论的多目标演化算法

提出了一种根据输运理论中的粒子输运方程、相空间能量定律和熵增法则构造的一种能够准确、高效地求解多目标优化问题的多目标演化算法(MOPEA).由于该算法使用了粒子系统从非平衡达到平衡的理论来定义求解多目标问题的Rank函数和Niche适应值函数,使得种群中的所有个体都有机会参与演化操作,以达到快速、均匀地求出多目标优化问题的Pareto最优解.数据实验显示,利用该算法求解多目标优化问题不仅能够使算法快速地收敛到全局Pareto前沿,同时由于该算法要求所有的粒子都要参与杂交和变异等演化操作,从而避免问题早熟现象的出现,并通过与传统演化算法的性能指标分析比较说明,使用该算法求解多目标优化问题具有明显的优越性.