一种求解约束多目标问题的协作进化算法

针对约束多目标进化算法求解约束多目标问题时难以平衡收敛性、多样性和可行性的问题,提出一种协作进化算法(ConMOEA).将自适应形状估计进化算法(AGE-MOEA)和非支配排序遗传算法(NSGA-II)优势融合,采用Deb约束支配原则非支配排序组合种群实现个体优选,在临界层中根据最大拥挤距离或生存值选择所需个体,最终形成新种群,实现种群快速接近Pareto前沿并具有良好分布性.为验证所提出算法的性能,对近期提出的一组DOC基准函数进行仿真计算,采用反世代距离(IGD)和超体积(HV)两个通用评价指标,与NSGA-II-CDP、C-TAEA、PPS、ToP、A-NSGA-III、AGE-MOEA约束多目标算法进行比较分析,实验结果证明ConMOEA具有更优的收敛性和多样性.     

求解约束高维多目标问题的分解约束支配NSGA-II优化算法

针对多目标进化算法处理约束高维多目标优化问题时出现解的分布性和收敛性差、易陷入局部最优解问题,采用Pareto支配、分解与约束支配融合的方法,提出一种基于分解约束支配NSGA-II优化算法(DBCDP-NSGA-II).该算法在保留NSGA-II中快速非支配排序的基础上,首先采用Pareto支配对种群进行支配排序;然后根据解的性质采用分解约束支配(DBCDP)惩罚等价解,保留稀疏区域的可行解和非可行解,提高种群的分布性、多样性和收敛性;最后采用个体到权重向量的垂直距离和拥挤度距离对临界值进行再排序,直到选出N个最优个体进入下一次迭代.以约束DTLZ问题中C-DTLZ1、C-DTLZ2、DTLZ8、DTLZ9测试函数为例,将所提出的算法与C-NSGA-II、C-NSGA-III、C-MOEA/D和C-MOEA/DD进行对比分析.仿真结果表明,DBCDP-NSGA-II所得最优解分布更加均匀,具有更好的全局收敛性.     

求解偏好多目标优化的克隆选择算法

目标维数较高的多目标优化问题的难题在于非支配解急剧增加,经典算法由于缺乏足够的选择压力导致性能急剧下降.提出了基于偏好等级的免疫记忆克隆选择优化算法,用于解决目标维数较高的多目标优化问题.利用决策者提供的偏好信息来为抗体分配偏好等级,根据该值比例克隆抗体,增大抗体的选择压力,加快收敛速率.根据偏好信息来缩减Pareto前沿,并用有限的偏好解估计该前沿.同时,建立了免疫记忆种群来保留较好的非支配抗体,采用ε支配机制来保持记忆抗体种群的多样性.实验结果表明,对于2目标的偏好多目标问题以及高达8目标的DTLZ2和DTLZ3问题,该算法取得了一定的实验效果.     

用于约束多目标优化问题的热力学遗传算法

为了保持所求得的约束多目标优化问题Pareto最优解的适应度与多样性,在NSGA-Ⅱ基础上提出了一种用于求解有约束的多目标优化问题的热力学遗传算法.结合热力学中自由能与熵的概念,利用热力学中熵与能量的竞争来保持种群的适应度与多样性的平衡,设计了热力学算子.根据非支配排序Pareto分层结构建立分层小生境来改进选择算子,弥补了选择算子不足.实验结果表明:该算法不仅得到的解在空间分布均匀,收敛性好,同时解集具有较广的分布空间.     

改进的免疫优化算法对动态约束多目标问题的应用

基于进化理论的动态多目标优化算法极易陷入局部最优,跟踪动态Pareto有效面的速度及效果较差。基于免疫系统机理提出一种改进的免疫优化算法(DMIOA)用于动态约束多目标问题求解。算法通过抗体浓度及其支配度设计抗体与抗原亲和力,随机约束选择算子提高算法约束处理能力,环境识别算子自适应判断环境变化,根据识别结果以不同的方式产生新环境的初始抗体群。数值实验中,将DMIOA应用于两种动态标准测试问题及飞机减速器参数动态设计问题的求解,结果表明:DMIOA能快速跟踪动态Pareto有效面,且在各环境所获面分布均匀,具有较好的实际问题求解能力。     

动态选择与替换策略的多目标约束优化进化算法

提出一种基于动态选择与替换策略的多目标优化进化算法用于求解约束优化问题.新算法首先将约束优化问题转化为两个目标的多目标优化问题,基于Parto支配关系,把初始种群分为Pareto子集和Non-Pareto子集,引入一种非劣个体保护偏好策略,动态选取一定比例的最优非劣个体直接进入下一代群体,剩下的非劣个体随机替代Pareto子集中的个体.Pareto子集和Non-Pareto子集分别进行单形交叉和多样性变异操作产生新的子种群.对13个标准测试问题的数值实验结果表明新算法的有效性.     

一种改进的多目标混合差分进化算法

将差分进化算法（DE）用于多目标优化问题,提出了一种精英保留和进化进程中非支配解集迁移操作的差分进化算法,以保证所求得多目标优化问题Pareto最优解的多样性。采用双群体约束处理技术,构建进化群体的Pareto非支配解外部存档集,并进行基于非支配解集的迁移操作,以增加非支配解的数目和质量。用多个经典测试函数测试的结果表明,与标准DE相比,该方法收敛到问题的Pareto前沿效果良好,能有效保持Pareto最优解多样性与收敛之间的平衡。     

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.     

面向约束超多目标优化的双阶段搜索策略研究

解决约束超多目标优化问题的关键在于约束处理和均衡收敛性与多样性，搜索空间中的约束阻碍种群寻找Pareto前沿面，容易使种群陷入局部最优，而离散的可行域则使种群的多样性较差。提出组合算子型双阶段搜索策略（two-stagesearch strategy with combined operator,TSCO）。TSCO分两阶段处理约束：一阶段算法仅优化目标函数，种群不受约束制约快速向Pareto前沿面方向接近；二阶段通过目标转换将约束违反度视作一个新目标函数以解决原始约束问题。在搜索过程中使用模拟二进制交叉算子和DE/current-to-pbest/1算子构成的组合算子生成收敛性和多样性优秀的个体。为验证策略有效性，结合TSCO策略的AGE-MOEA(TSCOEA)在C＿DTLZ、DC＿DTLZ和MW测试集上同4种性能优异的约束超多目标进化算法进行对比。实验表明，在大多数问题上，TSCOEA获得的种群收敛性和多样性更好。     

修正免疫克隆约束多目标优化算法

针对约束多目标优化问题,提出修正免疫克隆约束多目标优化算法.该算法通过引进一个约束处理策略,用一个修正算法对个体的目标函数值进行修正,并对修正后的目标函数值采用免疫克隆算法进行优化,用一个精英种群对可行非支配解进行存储.该算法在优化过程中,既保留了非支配可行解,也充分利用了约束偏离值小的非可行解,同时引进整体克隆策略来提高解分布的多样性.通过对约束多目标问题的各项性能指标的测试以及和对比算法的比较可以看出:该算法在处理约束多目标优化测试问题时,所得解的多样性得到了一定的提高.同时,解的收敛性和均匀性也得到了一定的改进.     

BSTBGA: A hybrid genetic algorithm for constrained multi-objective optimization problems

Most of the existing multi-objective genetic algorithms were developed for unconstrained problems, even though most real-world problems are constrained. Based on the boundary simulation method and trie-tree data structure, this paper proposes a hybrid genetic algorithm to solve constrained multi-objective optimization problems (CMOPs). To validate our approach, a series of constrained multi-objective optimization problems are examined, and we compare the test results with those of the well-known NSGA-II algorithm, which is representative of the state of the art in this area. The numerical experiments indicate that the proposed method can clearly simulate the Pareto front for the problems under consideration.     

基于混合差分进化和alpha约束支配处理的多目标优化算法

针对约束多目标优化问题, 提出了一种基于混合差分进化和alpha约束支配处理的优化算法. 算法在用约束水平度对个体满足约束条件的程度进行定量化表达的同时融入支配关系. 在初期放宽约束水平度, 利用不可行解所携带的有用信息, 增加种群多样性, 在后期紧缩约束水平度, 控制不可行解的比例, 朝可行域方向进化. 同时, 将动态单纯形交叉算子和差分进化结合起来构成一种混合差分进化算法, 提高算法的探索和开发能力. 对6个典型测试函数求解的结果显示, 本文算法无论是在收敛性方面还是解集分散性方面, 与其它算法相比具有很大的优势.     

An adaptive evolutionary multi-objective approach based on simulated annealing

A multi-objective optimization problem can be solved by decomposing it into one or more single objective subproblems in some multi-objective metaheuristic algorithms. Each subproblem corresponds to one weighted aggregation function. For example, MOEA/D is an evolutionary multi-objective optimization (EMO) algorithm that attempts to optimize multiple subproblems simultaneously by evolving a population of solutions. However, the performance of MOEA/D highly depends on the initial setting and diversity of the weight vectors. In this paper, we present an improved version of MOEA/D, called EMOSA, which incorporates an advanced local search technique (simulated annealing) and adapts the search directions (weight vectors) corresponding to various subproblems. In EMOSA, the weight vector of each subproblem is adaptively modified at the lowest temperature in order to diversify the search toward the unexplored parts of the Pareto-optimal front. Our computational results show that EMOSA outperforms six other well established multi-objective metaheuristic algorithms on both the (constrained) multi-objective knapsack problem and the (unconstrained) multi-objective traveling salesman problem. Moreover, the effects of the main algorithmic components and parameter sensitivities on the search performance of EMOSA are experimentally investigated.     

A multi-objective differential evolutionary algorithm for constrained multi-objective optimization problems with low feasible ratio

Most current evolutionary multi-objective optimization (EMO) algorithms perform well on multi-objective optimization problems without constraints, but they encounter difficulties in their ability for constrained multi-objective optimization problems (CMOPs) with low feasible ratio. To tackle this problem, this paper proposes a multi-objective differential evolutionary algorithm named MODE-SaE based on an improved epsilon constraint-handling method. Firstly, MODE-SaE self-adaptively adjusts the epsilon level in line with the maximum and minimum constraint violation values of infeasible individuals. It can prevent epsilon level setting from being unreasonable. Then, the feasible solutions are saved to the external archive and take part in the population evolution by a co-evolution strategy. Finally, MODE-SaE switches the global search and local search by self-switching parameters of search engine to balance the convergence and distribution. With the aim of evaluating the performance of MODE-SaE, a real-world problem with low feasible ratio in decision space and fourteen bench-mark test problems, are used to test MODE-SaE and five other state-of-the-art constrained multi-objective evolution algorithms. The experimental results fully demonstrate the superiority of MODE-SaE on all mentioned test problems, which indicates the effectiveness of the proposed algorithm for CMOPs which have low feasible ratio in search space.     

Immunity-based hybrid evolutionary algorithm for multi-objective optimization in global container repositioning

The development of evolutionary algorithms for optimization has always been a stimulating and growing research area with an increasing demand in using them to solve complex industrial optimization problems. A novel immunity-based hybrid evolutionary algorithm known as Hybrid Artificial Immune Systems (HAIS) for solving both unconstrained and constrained multi-objective optimization problems is developed in this research. The algorithm adopts the clonal selection and immune suppression theories, with a sorting scheme featuring uniform crossover, multi-point mutation, non-dominance and crowding distance sorting to attain the Pareto optimal front in an efficient manner. The proposed algorithm was verified with nine benchmarking functions on its global optimal search ability as well as compared with four optimization algorithms to assess its diversity and spread. Sensitivity analysis was also carried out to investigate the selection of key parameters of the algorithm. It is found that the developed immunity-based hybrid evolutionary algorithm provides a useful means for solving optimization problems and has successfully applied to the problem of global repositioning of containers, which is one of a constrained multi-objective optimization problem. The developed HAIS will assist shipping liners on timely decision making and planning of container repositioning operations in global container transportation business in an optimized and cost effective manner.     

Self-adaptive differential evolution algorithm with α-constrained-domination principle for constrained multi-objective optimization

Real-world problems are inherently constrained optimization problems often with multiple conflicting objectives. To solve such constrained multi-objective problems effectively, in this paper, we put forward a new approach which integrates self-adaptive differential evolution algorithm with α-constrained-domination principle, named SADE-αCD. In SADE-αCD, the trial vector generation strategies and the DE parameters are gradually self-adjusted adaptively based on the knowledge learnt from the previous searches in generating improved solutions. Furthermore, by incorporating domination principle into α-constrained method, α-constrained-domination principle is proposed to handle constraints in multi-objective problems. The advantageous performance of SADE-αCD is validated by comparisons with non-dominated sorting genetic algorithm-II, a representative of state-of-the-art in multi-objective evolutionary algorithms, and constrained multi-objective differential evolution, over fourteen test problems and four well-known constrained multi-objective engineering design problems. The performance indicators show that SADE-αCD is an effective approach to solving constrained multi-objective problems, which is basically enabled by the integration of self-adaptive strategies and α-constrained-domination principle.     

动态多目标免疫算法及其应用

基于生物免疫系统的机理及功能,提出一种动态多目标免疫算法。利用抗体的被控度及浓度设计抗体的亲和力。用环境记忆池保存优秀抗体,并依抗体浓度更新。记忆细胞参与相似或相同环境初始抗体群的生成。借助动态多目标测试问题,与同类算法仿真比较,结果表明,该算法较其他算法表现出更好的性能,能快速跟踪动态Pareto面且分布均匀,具有较强的求解实际动态问题的能力。     

Multi-objective optimization with fuzzy measures and its application to flow-shop scheduling

Most of the research in multi-objective scheduling optimization uses the classical weighted arithmetic mean operator to aggregate the various optimization criteria. However, there are scheduling problems where criteria are considered interact and thus a different operator should be adopted. This paper is devoted to the search of Pareto-optimal solutions in a tri-criterion flow-shop scheduling problem (FSSP) considering the interactions among the objectives. A new hybrid meta-heuristic is proposed to solve the problem which combines a genetic algorithm (GA) for solutions evolution and a reduced variable neighborhood search (RVNS) technique for fast solution improvement. To deal with the interactions among the three criteria the discrete Choquet integral method is adopted as a means to aggregate the criteria in the fitness function of each individual solution. Experimental comparisons (over public available FSSP test instances) with five existing multi-objective evolutionary algorithms (including the well known SPEA2 and NSGAII algorithms as well as the recently published L-NSGA algorithm) showed a superior performance for the developed approach in terms of diversity and domination of solutions.     

基于Pareto最优的PID多目标优化设计

现有的PID优化方法往往难以同时兼顾系统对时域和频域性能的要求,针对这一缺陷,提出了一种PID多目标优化方法：将动态性能指标作为优化目标,频域性能指标作为约束条件,采用基于Pareto最优的多目标优化算法对其求解。该算法采用新的拥挤距离计算方法,引入双重精英机制,进化效率高,得到的Pareto最优解集多样性好,决策者可根据当前工作需求从中选择最终的满意解。仿真结果证明了本文方法的有效性。     

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.