An evolutionary algorithm with directed weights for constrained multi-objective optimization

When solving constrained multi-objective optimization problems (CMOPs), keeping infeasible individuals with good objective values and small constraint violations in the population can improve the performance of the algorithms, since they provide the information about the optimal direction towards Pareto front. By taking the constraint violation as an objective, we propose a novel constraint-handling technique based on directed weights to deal with CMOPs. This paper adopts two types of weights, i.e. feasible and infeasible weights distributing on feasible and infeasible regions respectively, to guide the search to the promising region. To utilize the useful information contained in infeasible individuals, this paper uses infeasible weights to maintain a number of well-diversified infeasible individuals. Meanwhile, they are dynamically changed along with the evolution to prefer infeasible individuals with better objective values and smaller constraint violations. Furthermore, 18 test instances and 2 engineering design problems are used to evaluate the effectiveness of the proposed algorithm. Several numerical experiments indicate that the proposed algorithm outperforms four compared algorithms in terms of finding a set of well-distributed non-domination solutions.     

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.     

A modified objective function method with feasible-guiding strategy to solve constrained multi-objective optimization problems

For constrained multi-objective optimization problems (CMOPs), how to preserve infeasible individuals and make use of them is a problem to be solved. In this case, a modified objective function method with feasible-guiding strategy on the basis of NSGA-II is proposed to handle CMOPs in this paper. The main idea of proposed algorithm is to modify the objective function values of an individual with its constraint violation values and true objective function values, of which a feasibility ratio fed back from current population is used to keep the balance, and then the feasible-guiding strategy is adopted to make use of preserved infeasible individuals. In this way, non-dominated solutions, obtained from proposed algorithm, show superiority on convergence and diversity of distribution, which can be confirmed by the comparison experiment results with other two CMOEAs on commonly used constrained test problems.     

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.     

演化算法求解约束多目标优化问题

求解多目标优化问题的演化算法主要考虑如何处理相互冲突的多个目标间的优化,很少考虑对约束条件的处理.通过引入约束主导原理,提出一种无需采用罚函数,完全是基于个体排序的求解约束多目标优化问题的演化算法.对测试函数进行了实验,实验结果表明了该算法的可行性和有效性.     

求解约束优化问题的一种新算法

提出了一种求解约束优化问题的微分进化算法。该算法使得种群在演化过程中能保持较好的多样性,且参数设置简单,不容易陷入局部最优,并能在较短时间内找到问题的最优解。在对多个测试函数的数值模拟中都得到了较好的结果,体现了该算法的有效性、通用性和稳健性。     

Multi-operator based evolutionary algorithms for solving constrained optimization problems

Over the last two decades, many sophisticated evolutionary algorithms have been introduced for solving constrained optimization problems. Due to the variability of characteristics in different COPs, no single algorithm performs consistently over a range of problems. In this paper, for a better coverage of the problem characteristics, we introduce an algorithm framework that uses multiple search operators in each generation. The appropriate mix of the search operators, for any given problem, is determined adaptively. The framework is tested by implementing two different algorithms. The performance of the algorithms is judged by solving 60 test instances taken from two constrained optimization benchmark sets from specialized literature. The first algorithm, which is a multi-operator based genetic algorithm (GA), shows a significant improvement over different versions of GA (each with a single one of these operators). The second algorithm, using differential evolution (DE), also confirms the benefit of the multi-operator algorithm by providing better and consistent solutions. The overall results demonstrated that both GA and DE based algorithms show competitive, if not better, performance as compared to the state of the art algorithms.     

基于精英集的多目标差分进化聚类算法

聚类数的确定在聚类分析中是一个基本却具有挑战性的问题.一方面,最佳聚类数根据不同的评价标准、用户偏好或需求可能不一致,因此将不同聚类数的聚类结果呈现给用户作参考是有意义的.另一方面,增加聚类数虽会使聚类结果更加紧致,却会削弱不同类之间的分离性,所以选择合适的聚类数是一个在最小化聚类数与最大化类内紧致性或类间分离性之间取...     

一种改进的基于差分进化的多目标进化算法

近年来运用进化算法（EAs）解决多目标优化问题（Multi-objective Optimization Problems MOPs）引起了各国学者们的关注。作为一种基于种群的优化方法,EAs提供了一种在一次运行后得到一组优化的解的方法。差分进化（DE）算法是EA的一个分支,最开始是用来解决连续函数空间的问题。提出了一种改进的基于差分进化的多目标进化算法（CDE）,并且将它与另外两个经典的多目标进化算法（MOEAs）NSGA-II和SPEA2进行了对比实验。     

A double-multiplicative dynamic penalty approach for constrained evolutionary optimization

The present paper proposes a double-multiplicative penalty strategy for constrained optimization by means of genetic algorithms (GAs). The aim of this research is to provide a simple and efficient way of handling constrained optimization problems in the GA framework without the need for tuning the values of penalty factors for any given optimization problem. After a short review on the most popular and effective exterior penalty formulations, the proposed penalty strategy is presented and tested on five different benchmark problems. The obtained results are compared with the best solutions provided in the literature, showing the effectiveness of the proposed approach.     

一类带约束动态多目标优化问题的进化算法

动态多目标约束优化问题是一类NP-Hard问题,定义了动态环境下进化种群中个体的序值和个体的约束度,结合这两个定义给出了一种选择算子.在一种环境变化判断算子下给出了求解环境变量取值于正整数集Z+的一类带约束动态多目标优化问题的进化算法.通过几个典型的Benchmark函数对算法的性能进行了测试,其结果表明新算法能够较好地求出带约束动态多目标优化问题在不同环境下质量较好、分布较均匀的Pareto最优解集.     

求解一类不可微多目标优化问题的社会认知算法*

针对一类不可微多目标优化问题,给出了一个新的算法——极大熵社会认知算法。利用极大熵方法将带有约束的不可微多目标优化问题转化为无约束单目标优化问题,然后利用社会认知算法对其进行求解。该算法是基于社会认知理论,通过一系列的学习代理来模拟人类的社会性和智能性从而完成对目标的优化。利用两个测试算例对其进行测试并与其他算法进行比较,计算结果表明,该算法在求解的准确性和有效性方面均优于其他算法。     

求解多目标优化问题的一种多子群体进化算法

提出一种新的多目标粒子群优化（MOPSO）算法,根据多目标优化问题（MOP）的特点,将一个进化群体分成若干个子群体,利用非劣支配的概念构造全局最优区域,用以指导整个粒子群的进化．通过子群体间的信息交换．使整个群体分布更均匀,并且避免了局部最优,保证了解的多样性,通过很少的迭代次数便可得到分布均匀的Pareto有效解集．数值实验表明了该算法的有效性.     

基于新型双目标模型的约束优化进化算法

利用双目标模型求解约束优化问题时,由于它们的最优解集并不相等,因此需要增加特殊机制确保求解双目标问题的算法收敛到原问题的最优解.为克服这一缺点,本文首先将约束优化问题转化为新的双目标优化模型,并证明了新模型的最优解集与原问题的最优解集相等.其次,以简单的差分进化为搜索算法,基于多目标Pareto支配关系的非支配排序为选择准则,提出了求解新模型的差分进化算法.最后,用10个标准测试函数的数值试验说明了新模型及求解算法的有效性.     

采用双档案协同进化离散多目标烟花算法的低碳疫苗冷链优化配送

建立低碳疫苗冷链配送问题的约束多目标优化模型,在满足可用车数量、车辆容量约束和时间窗约束的条件下,考虑最小化碳排放的企业运输成本和客户不满意度。提出一种双档案协同进化的离散多目标烟花算法,采用消除车辆数量和容量约束的解码方式,设计了部分映射爆炸算子,设置可行解档案和不可行解档案协同进化,并对不可行解档案实施可行性搜索。实验结果表明,与已有算法相比,所提算法在低碳疫苗冷链配送问题上能高效地搜索到一组收敛精度和分布性能更优的Pareto非支配解。     

On an evolutionary approach for constrained optimization problem solving

Over the last few decades, many different evolutionary algorithms have been introduced for solving constrained optimization problems. However, due to the variability of problem characteristics, no single algorithm performs consistently over a range of problems. In this paper, instead of introducing another such algorithm, we propose an evolutionary framework that utilizes existing knowledge to make logical changes for better performance. The algorithmic aspects considered here are: the way of using search operators, dealing with feasibility, setting parameters, and refining solutions. The combined impact of such modifications is significant as has been shown by solving two sets of test problems: (i) a set of 24 test problems that were used for the CEC2006 constrained optimization competition and (ii) a second set of 36 test instances introduced for the CEC2010 constrained optimization competition. The results demonstrate that the proposed algorithm shows better performance in comparison to the state-of-the-art algorithms.     

An angle based evolutionary algorithm with infeasibility information for constrained many-objective optimization

Recently, angle-based approaches have shown promising for unconstrained many-objective optimization problems (MaOPs), but few of them are extended to solve constrained MaOPs (CMaOPs). Moreover, due to the difficulty in searching for feasible solutions in high-dimensional objective space, the use of infeasible solutions comes to be more important in solving CMaOPs. In this paper, an angle based evolutionary algorithm with infeasibility information is proposed for constrained many-objective optimization, where different kinds of infeasible solutions are utilized in environmental selection and mating selection. To be specific, an angle-based constrained dominance relation is proposed for non-dominated sorting, which gives infeasible solutions with good diversity the same priority to feasible solutions for escaping from the locally feasible regions. As for diversity maintenance, an angle-based density estimation is developed to give the infeasible solutions with good convergence a chance to survive for next generation, which is helpful to get across the large infeasible barrier. In addition, in order to utilize the potential of infeasible solutions in creating high-quality offspring, a modified mating selection is designed by considering the convergence, diversity and feasibility of solutions simultaneously. Experimental results on two constrained many-objective optimization test suites demonstrate the competitiveness of the proposed algorithm in comparison with five existing constrained many-objective evolutionary algorithms for CMaOPs. Moreover, the effectiveness of the proposed algorithm on a real-world problem is showcased.     

Evolutionary multi-objective portfolio optimization in practical context

This paper addresses evolutionary multi-objective portfolio optimization in the practical context by incorporating realistic constraints into the problem model and preference criterion into the optimization search process. The former is essential to enhance the realism of the classical mean-variance model proposed by Harry Markowitz, since portfolio managers often face a number of realistic constraints arising from business and industry regulations, while the latter reflects the fact that portfolio managers are ultimately interested in specific regions or points along the efficient frontier during the actual execution of their investment orders. For the former, this paper proposes an order-based representation that can be easily extended to handle various realistic constraints like floor and ceiling constraints and cardinality constraint. An experimental study, based on benchmark problems obtained from the OR-library, demonstrates its capability to attain a better approximation of the efficient frontier in terms of proximity and diversity with respect to other conventional representations. The experimental results also illustrated its viability and practicality in handling the various realistic constraints. A simple strategy to incorporate preferences into the multi-objective optimization process is highlighted and the experimental study demonstrates its capability in driving the evolutionary search towards specific regions of the efficient frontier.     

用多目标演化优化算法解决约束选址问题

约束选址问题是一个多目标约束优化问题，传统算法（加权法）一次只能得到一个候选解，用多目标演化优化算法对其进行求解，可以一次得到多个候选解，给决策者提供更多的选择余地，以期获得更大的利益，数字试验表明，该方法优于传统多目标优化方法。