MOEA/D: A Multiobjective Evolutionary Algorithm Based on Decomposition

Decomposition is a basic strategy in traditional multiobjective optimization. However, it has not yet been widely used in multiobjective evolutionary optimization. This paper proposes a multiobjective evolutionary algorithm based on decomposition (MOEA/D). It decomposes a multiobjective optimization problem into a number of scalar optimization subproblems and optimizes them simultaneously. Each subproblem is optimized by only using information from its several neighboring subproblems, which makes MOEA/D have lower computational complexity at each generation than MOGLS and nondominated sorting genetic algorithm II (NSGA-II). Experimental results have demonstrated that MOEA/D with simple decomposition methods outperforms or performs similarly to MOGLS and NSGA-II on multiobjective 0-1 knapsack problems and continuous multiobjective optimization problems. It has been shown that MOEA/D using objective normalization can deal with disparately-scaled objectives, and MOEA/D with an advanced decomposition method can generate a set of very evenly distributed solutions for 3-objective test instances. The ability of MOEA/D with small population, the scalability and sensitivity of MOEA/D have also been experimentally investigated in this paper.     

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.     

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.     

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.     

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.     

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.     

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。     

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.     

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.     

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.     

一种基于MOEA/D的组合权重方法

为了准确地求解组合权重的组合系数,将基于分解的多目标进化算法(multi-objective evolutionary algorithm based on decomposition,MOEA/D)思想引入评估领域,提出一种基于MOEA/D的组合权重方法.通常,利用加权和法将组合权重模型转化为单目标模型时,模型加权系数难以准确确定.对此,引入MOEA/D算法的分解思想,将组合权重模型转化为多个单目标子模型.MOEA/D算法仅适用于无约束优化问题,而较为常用的惩罚函数法难以表达进化初期无可行解的情况,因而提出改进自适应惩罚函数(improved adaptive penalty function,IAPF),将组合权重模型转化为无约束优化模型.应用所提出方法与其他方法进行仿真实验,实验结果表明,所提出算法具有有效性.     

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.     

Design of multiobjective reconfigurable antenna array with discrete phase shifters using multiobjective differential evolution based on decomposition

The reconfigurable design problem is to find the element that will result in a sector pattern main beam with side lobes. The same excitation amplitudes applied to the array with zero phase should be in a high directivity, low‐side lobe pencil‐shaped main beam. This work presents a multiobjective approach to solve this problem. We consider two design objectives: the minimum value for the dual beam and the dynamic range ratio in qualify the entire array radiation pattern in order to achieve the optimal value between the antenna‐array elements. We use a recently developed and very competitive multiobjective evolutionary algorithm, called MOEA/D. This algorithm uses a decomposition approach to convert the problem of approximation of the Pareto Front into a number of single objective optimization problems. We illustrate that the best solutions obtained by the MOEA/D can outperform stat‐of‐art single objective algorithm: generalized generation‐gap model genetic algorithm (G3‐GA) and differential evolution algorithm (DE). In addition, we compare the results obtained by MOEA/D with those obtained by one of the most widely multiobjective algorithm called NSGA‐II and mutliobjective DE. © 2012 Wiley Periodicals, Inc. Int J RF and Microwave CAE 22: 675–681, 2012.     

Multiobjective memetic algorithm based on decomposition

In recent years, hybridization of multi-objective evolutionary algorithms (MOEAs) with traditional mathematical programming techniques have received significant attention in the field of evolutionary computing (EC). The use of multiple strategies with self-adaptation manners can further improve the algorithmic performances of decomposition-based evolutionary algorithms. In this paper, we propose a new multiobjective memetic algorithm based on the decomposition approach and the particle swarm optimization (PSO) algorithm. For brevity, we refer to our developed approach as MOEA/D-DE+PSO. In our proposed methodology, PSO acts as a local search engine and differential evolution works as the main search operator in the whole process of optimization. PSO updates the position of its solution with the help of the best information on itself and its neighboring solution. The experimental results produced by our developed memtic algorithm are more promising than those of the simple MOEA/D algorithm, on most test problems. Results on the sensitivity of the suggested algorithm to key parameters such as population size, neighborhood size and maximum number of solutions to be altered for a given subproblem in the decomposition process are also included.     

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.     

MOEA/D线性插入方向向量策略研究

MOEA/D具有良好的收敛性、均匀的分布性、求解效率高等优点,普遍应用于求解多目标优化问题.然而对于Pareto前端复杂的多目标优化问题,预先设定均匀的权重向量并不能够维持Pareto最优解集的良好分布性.本文,首先分析均匀分布的权重向量、均匀分布的搜索方向二者与均匀分布的解集之间的关系,提出一种新的权重向量设置方式;其次基于进化过程中解集的分布,提出线性插入搜索方向策略,并将其转换为对应的权重向量,同时在MOEA/D中周期性应用该策略调整搜索方向,获取分布均匀的解集;最后将该算法在WFG系列测试问题上进行性能测试,并采用世代距离指标(GD)、Spacing指标(S)、超体积指标(HV)对算法收敛性和多样性进行对比分析,实验结果表明,与原始的MOEA/D、使用均匀分布的搜索方向MOEA/D、使用预处理的M OEA/D、M OEA/D-DU相比,改进的算法求出解集的多样性极大提高,收敛性明显增强,解集的整体质量显著提高.     

MOEA/D with uniform decomposition measurement for many-objective problems

Many-objective problems (MAPs) have put forward a number of challenges to classical Pareto-dominance based multi-objective evolutionary algorithms (MOEAs) for the past few years. Recently, researchers have suggested that MOEA/D (multi-objective evolutionary algorithm based on decomposition) can work for MAPs. However, there exist two difficulties in applying MOEA/D to solve MAPs directly. One is that the number of constructed weight vectors is not arbitrary and the weight vectors are mainly distributed on the boundary of weight space for MAPs. The other is that the relationship between the optimal solution of subproblem and its weight vector is nonlinear for the Tchebycheff decomposition approach used by MOEA/D. To deal with these two difficulties, we propose an improved MOEA/D with uniform decomposition measurement and the modified Tchebycheff decomposition approach (MOEA/D-UDM) in this paper. Firstly, a novel weight vectors initialization method based on the uniform decomposition measurement is introduced to obtain uniform weight vectors in any amount, which is one of great merits to use our proposed algorithm. The modified Tchebycheff decomposition approach, instead of the Tchebycheff decomposition approach, is used in MOEA/D-UDM to alleviate the inconsistency between the weight vector of subproblem and the direction of its optimal solution in the Tchebycheff decomposition approach. The proposed MOEA/D-UDM is compared with two state-of-the-art MOEAs, namely MOEA/D and UMOEA/D on a number of MAPs. Experimental results suggest that the proposed MOEA/D-UDM outperforms or performs similarly to the other compared algorithms in terms of hypervolume and inverted generational distance metrics on different types of problems. The effects of uniform weight vector initializing method and the modified Tchebycheff decomposition are also studied separately.     

A study of two penalty-parameterless constraint handling techniques in the framework of MOEA/D

Penalty functions are frequently employed for handling constraints in constrained optimization problems (COPs). In penalty function methods, penalty coefficients balance objective and penalty functions. However, finding appropriate penalty coefficients to strike the right balance is often very hard. They are problems dependent. Stochastic ranking (SR) and constraint-domination principle (CDP) are two promising penalty functions based constraint handling techniques that avoid penalty coefficients. In this paper, the extended/modified versions of SR and CDP are implemented for the first time in the multiobjective evolutionary algorithm based on decomposition (MOEA/D) framework. This led to two new algorithms, CMOEA/D-DE-SR and CMOEA/D-DE-CDP. The performance of these new algorithms is tested on CTP-series and CF-series test instances in terms of the HV-metric, IGD-metric, and SC-metric. The experimental results are compared with NSGA-II, IDEA, and the three best performers of CEC 2009 MOEA competition, which showed better and competitive performance of the proposed algorithms on most test instances of the two test suits. The sensitivity of the performance of proposed algorithms to parameters is also investigated. The experimental results reveal that CDP works better than SR in the MOEA/D framework.     

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。     

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.