基于蚁群算法的MAS多目标协调优化

利用蚁群算法的群体搜索策略,研究了基于蚁群算法的MAS多目标协调优化机制．对每个Agent的目标函数分配一群蚂蚁。使之在问题空间寻优,并对所有的优化解采用谈判机制进行协调,以产生多目标优化问题的Pareto折衷解．采用“误差率”和“空间矩阵”方法对算法的性能指标进行度量．用该方法求解两个典型的多目标优化测试函数,仿真结果表明所提出的方法可成功地解决MAS的多个目标函数的优化问题,收敛速度较快．     

面向复杂超多目标优化问题的自适应增强学习进化算法

在解决超多目标优化问题中,基于分解的进化算法是一种较为有效的方法.传统的分解方法依赖于一组均匀分布的参考向量,它借助聚合函数将多目标优化问题分解为一组单目标子问题,然后对这些子问题同时进行优化.然而,由于参考向量分布和Pareto前沿形状的不一致性,导致这些预定义的参考向量在解决复杂超多目标优化问题时表现较差.对此,提出一种基于自适应增强学习的超多目标进化算法(MaOEA-ABL).该算法主要分为两个阶段:第1阶段,采用一种自适应增强学习算法对预定义的参考向量进行调整,在学习过程中删除无用向量,增加新的向量;第2阶段,设计一种对Pareto形状无偏好的分解方法.为验证所提出算法的有效性,选取具有复杂Pareto前沿的MaF系列测试函数进行仿真研究,结果显示,MaOEA-ABL算法的IGD(inverted generational distance)均值在67%的测试函数上超过了对比算法,从而表明该算法在复杂超多目标优化问题中表现良好.     

基于帕累托前沿面曲率预估的超多目标进化算法

基于分解的超多目标进化算法是求解各类超多目标优化问题的主流方法, 其性能在很大程度上依赖于所采用参考向量与真实帕累托前沿面(Pareto front, PF)的匹配程度. 现有基于分解的超多目标进化算法尚难以同时有效处理各类PF不同的优化问题. 为此, 提出了一种基于PF曲率预估的超多目标进化算法(MaOEA-CE). 所提算法的核心包括两个方面, 首先基于对PF曲率的预估, 在每次迭代过程中生成不同的参考向量, 以渐进匹配不同类型问题的真实PF; 其次在环境选择过程中, 再基于预估的曲率选择合适的聚合函数对精英解进行挑选, 并对参考向量进行动态调整, 在维护种群多样性的同时提升种群的收敛性. 为验证MaOEA-CE的有效性, 将其与7个先进的超多目标算法在3个主流测试问题集DTLZ、WFG和MaF上进行对比, 实验结果表明MaOEA-CE具有明显的竞争力.     

时空视角下的动态多目标进化算法研究综述

现实中的多目标优化问题会随着时间或环境的变化而发生改变,因此在全周期优化过程中,环境变化检测和算法响应是求解动态多目标优化问题的两大关键步骤,为此重点对动态多目标进化算法方面的研究进行总结.为有效求解动态多目标优化问题,大量追踪性能优良的动态多目标进化算法在近20年里被提出,但是很少有文献从时空角度对已有研究进行分析和报道,鉴于此,从该视角对动态多目标进化算法研究进行综述.首先介绍动态多目标优化的基本概念、问题和性能指标;然后从时空视角对近5年提出的动态多目标进化算法研究进行分别介绍;最后列出目前动态多目标进化算法方面研究存在的一些挑战,并对未来研究进行展望.     

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。     

基于APSO算法的多目标满意优化研究

提出了多变量系统的多参数多目标满意优化方法.将系统性能指标要求的满意设计与控制器参数优化融为一体考虑,通过设计性能指标满意度函数和系统综合满意度函数,构造出多目标系统满意优化模型,并用自适应粒子群算法实现其满意优化.仿真结果显示该方法可获得比传统粒子群算法更满意的综合性能指标,表明了该方法的有效性和实用性.     

基于自适应搜索策略的约束多目标优化算法

平衡目标函数和约束条件是现有约束多目标优化算法面临的共同难题。为了解决这个难题,文章提出了一种基于自适应搜索策略的约束多目标优化算法（ASSCMO）。为验证ASSCMO的性能,将其与3种优秀的约束多目标优化算法在两组基准测试集上进行仿真实验。实验结果表明,ASSCMO在求解约束多目标优化问题上更具有竞争力。     

Modified Immune Clonal Constrained Multi-Objective Optimization Algorithm

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.     

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.     

改进的r支配高维多目标粒子群优化算法

高维多目标优化问题是广泛存在于实际应用中的复杂优化问题,目前的研究方法大都限于进化算法.本文利用粒子群优化算法求解高维多目标优化问题,提出了一种基于r支配的多目标粒子群优化算法.采用r支配关系进行粒子的比较与选择,并结合粒子群优化算法收敛速度快的优势,使得算法在目标个数增加时仍保持较强的搜索能力;为了弥补由此造成的群体多样性的丢失,优化非r支配阈值的取值策略;此外,引入决策空间的拥挤距离测度,并给出新的外部存储器更新方法,从而进一步防止算法陷入局部最优.对多个基准测试函数的仿真结果表明所得解集在收敛性、多样性以及围绕参考点的分布性上均优于其他两种算法.     

DAV-MOEA:一种采用动态角度向量支配关系的高维多目标进化算法

现实中不断涌现的高维多目标优化问题对传统的基于Pareto支配的多目标进化算法构成巨大挑战.一些研究者提出了若干改进的支配关系,但仍难以有效地平衡高维多目标进化算法的收敛性和多样性.提出一种动态角度向量支配关系动态地刻画进化种群在高维目标空间的分布状况,以较好地在收敛性与多样性之间取得平衡;另外,提出一种改进的基于Lp...     

一种基于分解和协同的高维多目标进化算法

现实中高维多目标优化问题普遍存在，而且其巨大的目标空间使得经典的多目标进化算法面临严峻挑战，提出一种基于分解和协同策略的高维多目标进化算法MaOEA/DCE.该算法利用混合水平正交实验设计方法产生接近于指定规模且均匀分布于聚合系数空间的权重向量，提高种群的分布性；其次，算法将差分进化算子和自适应SBX算子进行协同进化以产生高质量的子代个体，改善算法的收敛性.该算法与另外五种高性能的多目标进化算法在基准测试函数集DTLZ{1，2，4，5}上进行IGD⁺性能指标实验，结果表明MaOEA/DCE在收敛性、多样性和稳定性方面总体具有显著的性能优势.     

Indicator-based set evolution particle swarm optimization for many-objective problems

Multi-objective particle swarm optimization (MOPSO) has been well studied in recent years. However, existing MOPSO methods are not powerful enough when tackling optimization problems with more than three objectives, termed as many-objective optimization problems (MaOPs). In this study, an improved set evolution multi-objective particle swarm optimization (S-MOPSO, for short) is proposed for solving many-objective problems. According to the proposed framework of set evolution MOPSO (S-MOPSO), including quality indicators-based objective transformation, the Pareto dominance on sets, and the particle swarm operators for set evolution, an enhanced S-MOPSO method is developed by updating particles hierarchically, i.e., a set of solutions is first regarded as a particle to be updated and then the solutions in a selected set are further evolved by a modified PSO. In the set evolutionary stage, the strategy for efficiently updating the set particle is proposed. When further evolving a single solution in the initial decision space of the optimized MaOP, the global and local best particles are dynamically determined based on those ideal reference points. The performance of the proposed algorithm is empirically demonstrated by applying it to several scalable benchmark many-objective problems.     

MaOEA/d2:一种基于双距离构造的高维多目标进化算法

传统的基于Pareto支配关系的多目标进化算法(MOEA)难以有效求解高维多目标优化问题(MaOP). 提出一种利用PBI效用函数的双距离构造的支配关系, 且无需引入额外的参数. 其次, 利用双距离定义了一种多样性保持方法, 该方法不仅考虑了解个体的双距离, 而且还可以根据优化问题的目标数目自适应地调整多样性占比, 以较好地平衡高维目标解群的收敛性和多样性. 最后, 将基于双距离构造的支配关系和多样性保持方法嵌入到NSGA-II算法框架中, 设计了一种基于双距离的高维多目标进化算法MaOEA/d². 该算法与其他5种代表性的高维多目标进化算法一同在5-、10-、15-和20-目标的DTLZ和WFG基准测试问题上进行了IGD和HV性能测试, 结果表明, MaOEA/d²算法具有较好的收敛性和多样性. 由此表明, MaOEA/d²算法是一种颇具前景的高维多目标进化算法.     

A clustering-ranking method for many-objective optimization

In evolutionary multi-objective optimization, balancing convergence and diversity remains a challenge and especially for many-objective (three or more objectives) optimization problems (MaOPs). To improve convergence and diversity for MaOPs, we propose a new approach: clustering-ranking evolutionary algorithm (crEA), where the two procedures (clustering and ranking) are implemented sequentially. Clustering incorporates the recently proposed non-dominated sorting genetic algorithm III (NSGA-III), using a series of reference lines as the cluster centroid. The solutions are ranked according to the fitness value, which is considered to be the degree of closeness to the true Pareto front. An environmental selection operation is performed on every cluster to promote both convergence and diversity. The proposed algorithm has been tested extensively on nine widely used benchmark problems from the walking fish group (WFG) as well as combinatorial travelling salesman problem (TSP). An extensive comparison with six state-of-the-art algorithms indicates that the proposed crEA is capable of finding a better approximated and distributed solution set.     

A Line Complex-Based Evolutionary Algorithm for Many-Objective Optimization

In solving many-objective optimization problems (MaOPs), existing nondominated sorting-based multi-objective evolutionary algorithms suffer from the fast loss of selection pressure. Most candidate solutions become nondominated during the evolutionary process, thus leading to the failure of producing offspring toward Pareto-optimal front with diversity. Can we find a more effective way to select nondominated solutions and resolve this issue? To answer this critical question, this work proposes to evolve solutions through line complex rather than solution points in Euclidean space. First, Plücker coordinates are used to project solution points to line complex composed of position vectors and momentum ones. Besides position vectors of the solution points, momentum vectors are used to extend the comparability of nondominated solutions and enhance selection pressure. Then, a new distance function designed for high-dimensional space is proposed to replace Euclidean distance as a more effective distance-based estimator. Based on them, a novel many-objective evolutionary algorithm (MaOEA) is proposed by integrating a line complex-based environmental selection strategy into the NSGA-III framework. The proposed algorithm is compared with the state of the art on widely used benchmark problems with up to 15 objectives. Experimental results demonstrate its superior competitiveness in solving MaOPs.      

A decomposition-based many-objective artificial bee colony algorithm with reinforcement learning

When optimizing many-objective optimization problems (MaOPs), the optimization effect is normally related to the problem types. Therefore, enhancing the generalization ability is essential to the application of the algorithms. In this paper, a novel decomposition-based Artificial bee colony algorithm (ABC) for MaOP optimization, MaOABC/D-LA, is presented to enhance the generalization ability. A reinforcement learning-based searching strategy is designed in the MaOABC/D-LA, with which the algorithm adjusts its searching actions according to their performance. And a variant of the onlooker bee mechanism is proposed to balance the optimization quality. To investigate performance of the proposed algorithm, a comparison experiment is conducted. The experimental results show that the MaOABC/D-LA outperforms the peer algorithms in efficiency and solution quality for MaOPs with different types of features. This indicates the proposed method has a definite effect on improving generalization ability.     

MCEDA: A novel many-objective optimization approach based on model and clustering

To solve many-objective optimization problems (MaOPs) by evolutionary algorithms (EAs), the maintenance of convergence and diversity is essential and difficult. Improved multi-objective optimization evolutionary algorithms (MOEAs), usually based on the genetic algorithm (GA), have been applied to MaOPs, which use the crossover and mutation operators of GAs to generate new solutions. In this paper, a new approach, based on decomposition and the MOEA/D framework, is proposed: model and clustering based estimation of distribution algorithm (MCEDA). MOEA/D means the multi-objective evolutionary algorithm based on decomposition. The proposed MCEDA is a new estimation of distribution algorithm (EDA) framework, which is intended to extend the application of estimation of distribution algorithm to MaOPs. MCEDA was implemented by two similar algorithm, MCEDA/B (based on bits model) and MCEDA/RM (based on regular model) to deal with MaOPs. In MCEDA, the problem is decomposed into several subproblems. For each subproblem, clustering algorithm is applied to divide the population into several subgroups. On each subgroup, an estimation model is created to generate the new population. In this work, two kinds of models are adopted, the new proposed bits model and the regular model used in RM-MEDA (a regularity model based multi-objective estimation of distribution algorithm). The non-dominated selection operator is applied to improve convergence. The proposed algorithms have been tested on the benchmark test suite for evolutionary algorithms (DTLZ). The comparison with several state-of-the-art algorithms indicates that the proposed MCEDA is a competitive and promising approach.     

Objective reduction based on nonlinear correlation information entropy

It is hard to obtain the entire solution set of a many-objective optimization problem (MaOP) by multi-objective evolutionary algorithms (MOEAs) because of the difficulties brought by the large number of objectives. However, the redundancy of objectives exists in some problems with correlated objectives (linearly or nonlinearly). Objective reduction can be used to decrease the difficulties of some MaOPs. In this paper, we propose a novel objective reduction approach based on nonlinear correlation information entropy (NCIE). It uses the NCIE matrix to measure the linear and nonlinear correlation between objectives and a simple method to select the most conflicting objectives during the execution of MOEAs. We embed our approach into both Pareto-based and indicator-based MOEAs to analyze the impact of our reduction method on the performance of these algorithms. The results show that our approach significantly improves the performance of Pareto-based MOEAs on both reducible and irreducible MaOPs, but does not much help the performance of indicator-based MOEAs.     

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.