MOEA/D + uniform design: A new version of MOEA/D for optimization problems with many objectives

To extend multiobjective evolutionary algorithm based on decomposition (MOEA/D) in higher dimensional objective spaces, this paper proposes a new version of MOEA/D with uniform design, named the uniform design multiobjective evolutionary algorithm based on decomposition (UMOEA/D), and compares the proposed algorithm with MOEA/D and NSGA-II on some scalable test problems with three to five objectives. UMOEA/D adopts the uniform design method to set the aggregation coefficient vectors of the subproblems. Compared with MOEA/D, distribution of the coefficient vectors is more uniform over the design space, and the population size neither increases nonlinearly with the number of objectives nor considers a formulaic setting. The experimental results indicate that UMOEA/D outperforms MOEA/D and NSGA-II on almost all these many-objective test instances, especially on problems with higher dimensional objectives and complicated Pareto set shapes. Experimental results also show that UMOEA/D runs faster than NSGA-II for the problems used in this paper. In additional, the results obtained are very competitive when comparing UMOEA/D with some other algorithm on the multiobjective knapsack problems.     

Multiobjective Optimization Problems With Complicated Pareto Sets, MOEA/D and NSGA-II

Partly due to lack of test problems, the impact of the Pareto set (PS) shapes on the performance of evolutionary algorithms has not yet attracted much attention. This paper introduces a general class of continuous multiobjective optimization test instances with arbitrary prescribed PS shapes, which could be used for studying the ability of multiobjective evolutionary algorithms for dealing with complicated PS shapes. It also proposes a new version of MOEA/D based on differential evolution (DE), i.e., MOEA/D-DE, and compares the proposed algorithm with NSGA-II with the same reproduction operators on the test instances introduced in this paper. The experimental results indicate that MOEA/D could significantly outperform NSGA-II on these test instances. It suggests that decomposition based multiobjective evolutionary algorithms are very promising in dealing with complicated PS shapes.     

基于分解的演化多目标优化算法综述

基于分解的演化多目标优化算法(MOEA/D)的基本思想是将一个多目标优化问题转化成一系列子问题(单目标或者多目标)来进行优化求解.自2007年提出以来, MOEA/D受到了国内外学者的广泛关注,已经成为最具代表性的演化多目标优化算法之一.总结过去13年中关于MOEA/D的一些研究进展,具体内容包括:(1)关于MOEA/D的算法改进;(2) MOEA/D在超多目标优化问题及约束优化问题上的研究;(3) MOEA/D在一些实际问题上的应用.然后,实验对比几个具有代表性的MOEA/D改进算法.最后,指出一些MOEA/D未来的研究方向.     

Decomposing the user-preference in multiobjective optimization

Preference information (such as the reference point) of the decision maker (DM) is often used in multiobjective optimization; however, the location of the specified reference point has a detrimental effect on the performance of multiobjective evolutionary algorithms (MOEAs). Inspired by multiobjective evolutionary algorithm-based decomposition (MOEA/D), this paper proposes an MOEA to decompose the preference information of the reference point specified by the DM into a number of scalar optimization subproblems and deals with them simultaneously (called MOEA/D-PRE). This paper presents an approach of iterative weight to map the desired region of the DM, which makes the algorithm easily obtain the desired region. Experimental results have demonstrated that the proposed algorithm outperforms two popular preference-based approaches, g-dominance and r-dominance, on continuous multiobjective optimization problems (MOPs), especially on many-objective optimization problems. Moreover, this study develops distinct models to satisfy different needs of the DM, thus providing a new way to deal with preference-based multiobjective optimization. Additionally, in terms of the shortcoming of MOEA/D-PRE, an improved MOEA/D-PRE that dynamically adjusts the size of the preferred region is proposed and has better performance on some problems.     

A decomposition-based multiobjective evolutionary algorithm with angle-based adaptive penalty

A multiobjective evolutionary algorithm based on decomposition (MOEA/D) decomposes a multiobjective optimization problem (MOP) into a number of scalar optimization subproblems and optimizes them in a collaborative manner. In MOEA/D, decomposition mechanisms are used to push the population to approach the Pareto optimal front (POF), while a set of uniformly distributed weight vectors are applied to maintain the diversity of the population. Penalty-based boundary intersection (PBI) is one of the approaches used frequently in decomposition. In PBI, the penalty factor plays a crucial role in balancing convergence and diversity. However, the traditional PBI approach adopts a fixed penalty value, which will significantly degrade the performance of MOEA/D on some MOPs with complicated POFs. This paper proposes an angle-based adaptive penalty (AAP) scheme for MOEA/D, called MOEA/D-AAP, which can dynamically adjust the penalty value for each weight vector during the evolutionary process. Six newly designed benchmark MOPs and an MOP in the wastewater treatment process are used to test the effectiveness of the proposed MOEA/D-AAP. Comparison experiments demonstrate that the AAP scheme can significantly improve the performance of MOEA/D.     

Performance evaluation of evolutionary multiobjective optimization algorithms for multiobjective fuzzy genetics-based machine learning

Recently, evolutionary multiobjective optimization (EMO) algorithms have been utilized for the design of accurate and interpretable fuzzy rule-based systems. This research area is often referred to as multiobjective genetic fuzzy systems (MoGFS), where EMO algorithms are used to search for non-dominated fuzzy rule-based systems with respect to their accuracy and interpretability. In this paper, we examine the ability of EMO algorithms to efficiently search for Pareto optimal or near Pareto optimal fuzzy rule-based systems for classification problems. We use NSGA-II (elitist non-dominated sorting genetic algorithm), its variants, and MOEA/D (multiobjective evolutionary algorithm based on decomposition) in our multiobjective fuzzy genetics-based machine learning (MoFGBML) algorithm. Classification performance of obtained fuzzy rule-based systems by each EMO algorithm is evaluated for training data and test data under various settings of the available computation load and the granularity of fuzzy partitions. Experimental results in this paper suggest that reported classification performance of MoGFS in the literature can be further improved using more computation load, more efficient EMO algorithms, and/or more antecedent fuzzy sets from finer fuzzy partitions.     

一种基于偶图匹配的多目标分解进化算法

针对基于分解的多目标进化(MOEA/D)算法在选择下一代解时未考虑解和子问题之间的相对距离,可能导致算法得到的最终解多样性较差的问题,提出一种基于偶图匹配的多目标分解进化(MOEA/D-BM)算法.所提算法利用偶图匹配模型对解和子问题的相互关系进行建模,在选择下一代解的同时,考虑收敛性和多样性,以提高算法性能.通过与其他3种经典的多目标分解进化算法在多个测试函数上进行实验,验证了所提出算法的有效性.     

Utopian point based decomposition for multi-objective optimization problems with complicated Pareto fronts

Multi-objective evolutionary algorithm based on decomposition (MOEA/D) has been considered as a promising method for solving multi-objective optimization problems (MOPs). It devotes most of its effort on convergence by optimizing a set of scalar optimization subproblems in a collaborative manner, while maintaining the diversity by using a set of uniformly distributed weight vectors. However, more recent studies illustrated that MOEA/D faces difficulties on MOPs with complicated Pareto fronts, mainly because the uniformity of weight vectors no longer lead to an evenly scattered approximation of the Pareto fronts in these cases. To remedy this, we suggest replacing the ideal point in the reciprocal Tchebycheff decomposition method with a more optimistic utopian point, with the aim of alleviating the sensitivity of MOEA/D to the Pareto front shape of MOPs. Experimental studies on benchmark and real-world problems have shown that such simple modification can significantly improve the performances of MOEA/D with reciprocal Tchebycheff decomposition on MOPs with complicated Pareto fronts.     

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.     

The effects of asymmetric neighborhood assignment in the MOEA/D algorithm

The Multiobjective Evolutionary Algorithm Based on Decomposition (MOEA/D) is a very efficient multiobjective evolutionary algorithm introduced in recent years. This algorithm works by decomposing a multiobjective optimization problem to many scalar optimization problems and by assigning each specimen in the population to a specific subproblem. The MOEA/D algorithm transfers information between specimens assigned to the subproblems using a neighborhood relation.In this paper it is shown that parameter settings commonly used in the literature cause an asymmetric neighbor assignment which in turn affects the selective pressure and consequently causes the population to converge asymmetrically. The paper contains theoretical explanation of how this bias is caused as well as an experimental verification. The described effect is undesirable, because a multiobjective optimizer should not introduce asymmetries not present in the optimization problem. The paper gives some guidelines on how to avoid such artificial asymmetries.     

A novel adaptive control strategy for decomposition-based multiobjective algorithm

Recently, evolutionary algorithm based on decomposition (MOEA/D) has been found to be very effective and efficient for solving complicated multiobjective optimization problems (MOPs). However, the selected differential evolution (DE) strategies and their parameter settings impact a lot on the performance of MOEA/D when tackling various kinds of MOPs. Therefore, in this paper, a novel adaptive control strategy is designed for a recently proposed MOEA/D with stable matching model, in which multiple DE strategies coupled with the parameter settings are adaptively conducted at different evolutionary stages and thus their advantages can be combined to further enhance the performance. By exploiting the historically successful experience, an execution probability is learned for each DE strategy to perform adaptive adjustment on the candidate solutions. The proposed adaptive strategies on operator selection and parameter settings are aimed at improving both of the convergence speed and population diversity, which are validated by our numerous experiments. When compared with several variants of MOEA/D such as MOEA/D, MOEA/D-DE, MOEA/D-DE+PSO, ENS-MOEA/D, MOEA/D-FRRMAB and MOEA/D-STM, our algorithm performs better on most of test problems.     

A multiobjective approach for optimal placement and sizing of distributed generators and capacitors in distribution network

Both active and reactive power play important roles in power system transmission and distribution networks. While active power does the useful work, reactive power supports the voltage that necessitates control from system reliability aspect as deviation of voltage from nominal range may lead to inadvertent operation and premature failure of system components. Reactive power flow must also be controlled in the system to maximize the amount of real power that can be transferred across the power transmitting media. This paper proposes an approach to simultaneously minimize the real power loss and the net reactive power flow in the system when reinforced with distributed generators (DGs) and shunt capacitors (SCs). With the suggested method, the system performance, reliability and loading capacity can be increased by reduction of losses. A multiobjective evolutionary algorithm based on decomposition (MOEA/D) is adopted to select optimal sizes and locations of DGs and SCs in large scale distribution networks with objectives being minimizing system real and reactive power losses. MOEA/D is the process of decomposition of a multiobjective optimization problem into a number of scalar optimization subproblems and optimizing those concurrently. Case studies with standard IEEE 33-bus, 69-bus, 119-bus distribution networks and a practical 83-bus distribution network are performed. Output results of MOEA/D method are compared with similar past studies and notable improvement is observed.     

Multiobjective evolutionary algorithms for electric power dispatch problem

The potential and effectiveness of the newly developed Pareto-based multiobjective evolutionary algorithms (MOEA) for solving a real-world power system multiobjective nonlinear optimization problem are comprehensively discussed and evaluated in this paper. Specifically, nondominated sorting genetic algorithm, niched Pareto genetic algorithm, and strength Pareto evolutionary algorithm (SPEA) have been developed and successfully applied to an environmental/economic electric power dispatch problem. A new procedure for quality measure is proposed in this paper in order to evaluate different techniques. A feasibility check procedure has been developed and superimposed on MOEA to restrict the search to the feasible region of the problem space. A hierarchical clustering algorithm is also imposed to provide the power system operator with a representative and manageable Pareto-optimal set. Moreover, an approach based on fuzzy set theory is developed to extract one of the Pareto-optimal solutions as the best compromise one. These multiobjective evolutionary algorithms have been individually examined and applied to the standard IEEE 30-bus six-generator test system. Several optimization runs have been carried out on different cases of problem complexity. The results of MOEA have been compared to those reported in the literature. The results confirm the potential and effectiveness of MOEA compared to the traditional multiobjective optimization techniques. In addition, the results demonstrate the superiority of the SPEA as a promising multiobjective evolutionary algorithm to solve different power system multiobjective optimization problems.     

一种基于混合高斯模型的多目标进化算法

目前,大多数多目标进化算法采用为单目标优化所设计的重组算子.通过证明或实验分析了几个典型的单目标优化重组算子并不适合某些多目标优化问题.提出了基于分解技术和混合高斯模型的多目标优化算法（multiobjective evolutionary algorithm based on decomposition and mixture Gaussian models,简称MOEA/D-MG）.该算法首先采用一个改进的混合高斯模型对群体建模并采样产生新个体,然后利用一个贪婪策略来更新群体.针对具有复杂Pareto前沿的多目标优化问题的测试结果表明,对给定的大多数测试题,该算法具有良好的效果.     

基于alpha支配的高维目标进化算法研究

基于Pareto支配的多目标进化算法能够很好地处理2～3维的多目标优化问题。但在处理高维多目标问题时,随着目标维数的增大,支配受阻解的数量急剧增加,导致现有的多目标算法存在选择压力不够、优化效果较差的问题。通过引入α支配提供严格的Pareto分层,在同层中挑选相对稀疏的解作为候选解,同时详细分析不同α对算法性能的影响,提出一种新的基于α偏序和拥塞距离抽样的高维目标进化算法。将该算法在DTLZ上进行性能测试,并采用世代距离(GD)、空间评价(SP)、超体积(HV)等多个指标评估算法的性能。实验结果表明,引入α支配能去除绝大部分支配受阻解(DRSs),提高算法的收敛性。与快速非支配排序算法(NSGA-II)、基于分解的多目标进化算法(MOEA/D)、基于距离更新的分解多目标进化算法(MOEA/D-DU)相比,该算法的整体解集的质量 有明显提高。     

A tutorial on multiobjective optimization: fundamentals and evolutionary methods

In almost no other field of computer science, the idea of using bio-inspired search paradigms has been so useful as in solving multiobjective optimization problems. The idea of using a population of search agents that collectively approximate the Pareto front resonates well with processes in natural evolution, immune systems, and swarm intelligence. Methods such as NSGA-II, SPEA2, SMS-EMOA, MOPSO, and MOEA/D became standard solvers when it comes to solving multiobjective optimization problems. This tutorial will review some of the most important fundamentals in multiobjective optimization and then introduce representative algorithms, illustrate their working principles, and discuss their application scope. In addition, the tutorial will discuss statistical performance assessment. Finally, it highlights recent important trends and closely related research fields. The tutorial is intended for readers, who want to acquire basic knowledge on the mathematical foundations of multiobjective optimization and state-of-the-art methods in evolutionary multiobjective optimization. The aim is to provide a starting point for researching in this active area, and it should also help the advanced reader to identify open research topics.     

基于分解的多目标多因子进化算法

多目标多因子优化(MO-MFO)问题作为一类新的优化问题近年来受到了众多关注,其特点是需要利用单个种群来同时优化多个多目标优化任务.针对该问题,提出一个基于分解策略的多目标多因子进化算法(MFEA/D).算法通过多组权重向量,将MO-MFO问题中的每个任务分解成一系列单目标优化子问题,并用单个种群同时优化.在种群进化过程中提出不同任务之间的信息交流策略,以充分挖掘不同任务之间的有用信息,进而加快每个任务的收敛速度.基于10个多目标多因子标准测试问题的实验结果表明,所提出的不同任务之间的信息交流策略能够加快问题的求解速度,使得MFEA/D算法显著优于当前的MO-MFEA算法.     

全局替换的自适应权重调整MOEA/D

当多目标问题的帕累托前沿形状较为复杂时,基于分解的多目标进化算法MOEA/D的解的均匀性将受到很大的影响. MOEA/D利用相邻子问题的信息来优化,但早期因为种群中的个体与子问题的关联是随机分配的,仅在邻居间更新会浪费优秀解的信息,影响收敛速度.针对这些问题,本文提出一种MOEA/D的改进算法(MOEA/DGUAW).该算法使用种群全局更新的策略,来提高收敛速度;使用自适应调整权重向量的策略来获得更均匀分布的解集.将MOEA/D-GUAW算法与现有的MOEA/D, MOEA/D-AWA, RVEA和NSGA-III算法在10个广泛应用的测试问题上进行了实验比较.实验结果表明,提出的算法在大部分问题上,反转世代距离评价指标IGD优于其他算法,收敛速度也快于其他算法.     

基于改进MOEA/D算法的WSN覆盖优化方法*

为了优化无线传感器网络（WSN）的覆盖方法,针对MOEA/D中缺少对本代优质个体的保存和最优解集中的个体极少的两个问题,提出了粒子群优化的基于分解的多目标进化算法（MOEA/D-PSO）。通过保留种群本代优质个体,改进本地优化解集在进化过程中的搜索方向和搜索进度,弥补了MOEA/D不足。仿真实验证明,相对于MOEA/D和非支配排序遗传算法（NSGA-II）,MOEA/D-PSO所得非支配解更接近Pareto最优曲面,解集分布的均匀性和多样性表现更佳,WSN的覆盖范围更广,能量消耗更少。     

A multi-objective evolutionary algorithm for the deployment and power assignment problem in wireless sensor networks

A Wireless Sensor Network (WSN) design often requires the decision of optimal locations (deployment) and transmit power levels (power assignment) of the sensors to be deployed in an area of interest. Few attempts have been made on optimizing both decision variables for maximizing the network coverage and lifetime objectives, even though, most of the latter studies consider the two objectives individually. This paper defines the multiobjective Deployment and Power Assignment Problem (DPAP). Using the Multi-Objective Evolutionary Algorithm based on Decomposition (MOEA/D), the DPAP is decomposed into a set of scalar subproblems that are classified based on their objective preference and tackled in parallel by using neighborhood information and problem-specific evolutionary operators, in a single run. The proposed operators adapt to the requirements and objective preferences of each subproblem dynamically during the evolution, resulting in significant improvements on the overall performance of MOEA/D. Simulation results have shown the superiority of the problem-specific MOEA/D against the NSGA-II in several network instances, providing a diverse set of high quality network designs to facilitate the decision maker’s choice.