This paper proposes a novel constraint-handling mechanism named angle-based constrained dominance principle (ACDP) embedded in a decomposition-based multi-objective evolutionary algorithm (MOEA/D) to solve constrained multi-objective optimization problems (CMOPs). To maintain the diversity of the working population, ACDP utilizes the information of the angle of solutions to adjust the dominance relation of solutions during the evolutionary process. This paper uses 14 benchmark instances to evaluate the performance of the MOEA/D with ACDP (MOEA/D-ACDP). Additionally, an engineering optimization problem (which is I-beam optimization problem) is optimized. The proposed MOEA/D-ACDP, and four other decomposition-based CMOEAs, including C-MOEA/D, MOEA/D-CDP, MOEA/D-Epsilon and MOEA/D-SR are tested by the above benchmarks and the engineering application. The experimental results manifest that MOEA/D-ACDP is significantly better than the other four CMOEAs on these test instances and the real-world case, which indicates that ACDP is more effective for solving CMOPs.
We propose the cone epsilon-dominance approach to improve convergence and diversity in multiobjective evolutionary algorithms (MOEAs). A cone-eps-MOEA is presented and compared with MOEAs based on the standard Pareto relation (NSGA-II, NSGA-II*, SPEA2, and a clustered NSGA-II) and on the epsilon-dominance (eps-MOEA). The comparison is performed both in terms of computational complexity and on four performance indicators selected to quantify the quality of the final results obtained by each algorithm: the convergence, diversity, hypervolume, and coverage of many sets metrics. Sixteen well-known…
Many-objective evolutionary algorithms (MOEAs), especially the decomposition-based MOEAs, have attracted wide attention in recent years. Recent studies show that a well designed combination of the decomposition method and the domination method can improve the performance ,i.e., convergence and diversity, of a MOEA. In this paper, a novel way of combining the decomposition method and the domination method is proposed. More precisely, a set of weight vectors is employed to decompose a given many-objective optimization problem(MaOP), and a hybrid method of the penalty-based boundary intersection …
This paper proposes an improved epsilon constraint-handling mechanism, and combines it with a decomposition-based multi-objective evolutionary algorithm (MOEA/D) to solve constrained multi-objective optimization problems (CMOPs). The proposed constrained multi-objective evolutionary algorithm (CMOEA) is named MOEA/D-IEpsilon. It adjusts the epsilon level dynamically according to the ratio of feasible to total solutions (RFS) in the current population. In order to evaluate the performance of MOEA/D-IEpsilon, a new set of CMOPs with two and three objectives is designed, having large infeasible r…
In this paper, we propose a parallel multiobjective evolutionary algorithm called Parallel Criterion-based Partitioning MOEA (PCPMOEA), with an application to the Mutliobjective Knapsack Problem (MOKP). The suggested search strategy is based on a periodic partitioning of potentially efficient solutions, which are distributed to multiple multiobjective evolutionary algorithms (MOEAs). Each MOEA is dedicated to a sole objective, in which it combines both criterion-based and dominance-based approaches. The suggested algorithm addresses two main sub-objectives: minimizing the distance between the …
The study of semantics in Genetic Program (GP) deals with the behaviour of a program given a set of inputs and has been widely reported in helping to promote diversity in GP for a range of complex problems ultimately improving evolutionary search. The vast majority of these studies have focused their attention in single-objective GP, with just a few exceptions where Pareto-based dominance algorithms such as NSGA-II and SPEA2 have been used as frameworks to test whether highly popular semantics-based methods, such as Semantic Similarity-based Crossover (SSC), helps or hinders evolutionary searc…
Multiobjective evolutionary algorithms (MOEAs) have been successfully applied to a number of constrained optimization problems. Many of them adopt mutation and crossover operators from differential evolution. However, these operators do not explicitly utilise features of fitness landscapes. To improve the performance of algorithms, this paper aims at designing a search operator adapting to fitness landscapes. Through an observation, we find that principle component analysis (PCA) can be used to characterise fitness landscapes. Based on this finding, a new search operator, called PCA-projection…
Given a point in $m$-dimensional objective space, any $\varepsilon$-ball of a point can be partitioned into the incomparable, the dominated and dominating region. The ratio between the size of the incomparable region, and the dominated (and dominating) region decreases proportionally to $1/2^{m-1}$, i.e., the volume of the Pareto dominating orthant as compared to all other volumes. Due to this reason, it gets increasingly unlikely that dominating points can be found by random, isotropic mutations. As a remedy to stagnation of search in many objective optimization, in this paper, we suggest to …
This paper proposes a push and pull search (PPS) framework for solving constrained multi-objective optimization problems (CMOPs). To be more specific, the proposed PPS divides the search process into two different stages, including the push and pull search stages. In the push stage, a multi-objective evolutionary algorithm (MOEA) is adopted to explore the search space without considering any constraints, which can help to get across infeasible regions very fast and approach the unconstrained Pareto front. Furthermore, the landscape of CMOPs with constraints can be probed and estimated in the p…
The major difficulty in Multi-objective Optimization Evolutionary Algorithms (MOEAs) is how to find an appropriate solution that is able to converge towards the true Pareto Front with high diversity. Most existing methodologies, which have demonstrated their niche on various practical problems involving two and three objectives, face significant challenges in the dependency of the selection of the EA parameters. Moreover, the process of setting such parameters is considered time-consuming, and several research works have tried to deal with this problem. This paper proposed a new Multi-objectiv…
In dealing with constrained multi-objective optimization problems (CMOPs), a key issue of multi-objective evolutionary algorithms (MOEAs) is to balance the convergence and diversity of working populations.
An integrated optimization method based on the constrained multi-objective evolutionary algorithm (MOEA) and non-intrusive polynomial chaos expansion (PCE) is proposed, which solves robust multi-objective optimization problems under time-series dynamics. The constraints in such problems are difficult to handle, not only because the number of the dynamic constraints is multiplied by the discretized time steps but also because each of them is probabilistic. The proposed method rewrites a robust formulation into a deterministic problem via the PCE, and then sequentially processes the generated co…
Proven Advantage of Multiobjective Evolutionary Algorithms for Problems with Different Degrees of Conflict
School of Computer Science and Technology, International Research Institute for Artificial Intelligence, Harbin Institute of Technology, Shenzhen, China（哈尔滨工业大学深圳，计算机科学与技术学院，人工智能国际研究院）
Semantic diversity in Genetic Programming has proved to be highly beneficial in evolutionary search. We have witnessed a surge in the number of scientific works in the area, starting first in discrete spaces and moving then to continuous spaces. The vast majority of these works, however, have focused their attention on single-objective genetic programming paradigms, with a few exceptions focusing on Evolutionary Multi-objective Optimization (EMO). The latter works have used well-known robust algorithms, including the Non-dominated Sorting Genetic Algorithm II and the Strength Pareto Evolutiona…
Portfolio managers are typically constrained by turnover limits, minimum and maximum stock positions, cardinality, a target market capitalization and sometimes the need to hew to a style (such as growth or value). In addition, portfolio managers often use multifactor stock models to choose stocks based upon their respective fundamental data. We use multiobjective evolutionary algorithms (MOEAs) to satisfy the above real-world constraints. The portfolios generated consistently outperform typical performance benchmarks and have statistically significant asset selection.
University of Tsukuba（筑波大学）；University of Brasilia（巴西利亚大学）；University of Stirling（斯特林大学）
The performance of multiobjective algorithms varies across problems, making it hard to develop new algorithms or apply existing ones to new problems. To simplify the development and application of new multiobjective algorithms, there has been an increasing interest in their automatic design from component parts. These automatically designed metaheuristics can outperform their human-developed counterparts. However, it is still uncertain what are the most influential components leading to their performance improvement. This study introduces a new methodology to investigate the effects of the fin…
Variable division and optimization (D\&O) is a frequently utilized algorithm design paradigm in Evolutionary Algorithms (EAs). A D\&O EA divides a variable into partial variables and then optimize them respectively. A complicated problem is thus divided into simple subtasks. For example, a variable of portfolio problem can be divided into two partial variables, i.e. the selection of assets and the allocation of capital. Thereby, we optimize these two partial variables respectively. There is no formal discussion about how are the partial variables iteratively optimized and why can it work for b…
Shantou University（汕头大学）；Nanjing University of Aeronautics and Astronautics（南京航空航天大学）；Xi’an Jiaotong University（西安交通大学）；City University of Hong Kong（香港城市大学）；Michigan State University（密歇根州立大学）
Multi-objective evolutionary algorithms (MOEAs) have progressed significantly in recent decades, but most of them are designed to solve unconstrained multi-objective optimization problems. In fact, many real-world multi-objective problems contain a number of constraints. To promote research on constrained multi-objective optimization, we first propose a problem classification scheme with three primary types of difficulty, which reflect various types of challenges presented by real-world optimization problems, in order to characterize the constraint functions in constrained multi-objective opti…
In this paper, we design a set of multi-objective constrained optimization problems (MCOPs) and propose a new repair operator to address them. The proposed repair operator is used to fix the solutions that violate the box constraints. More specifically, it employs a reversed correction strategy that can effectively avoid the population falling into local optimum. In addition, we integrate the proposed repair operator into two classical multi-objective evolutionary algorithms MOEA/D and NSGA-II. The proposed repair operator is compared with other two kinds of commonly used repair operators on b…
Dominance move (DoM) is a binary quality indicator that can be used in multi-objective and many-objective optimization to compare two solution sets obtained from different algorithms. The DoM indicator can differentiate the sets for certain important features, such as convergence, spread, uniformity, and cardinality. DoM does not use any reference, and it has an intuitive and physical meaning, similar to the $ε$-indicator, and calculates the minimum total move of members of one set so that all elements in another set are to be dominated or identical to at least one member of the first set. Des…
Non-dominated sorting is a computational bottleneck in Pareto-based multi-objective evolutionary algorithms (MOEAs) due to the runtime-intensive comparison operations involved in establishing dominance relationships between solution candidates. In this paper we introduce Rank Sort, a non-dominated sorting approach exploiting sorting stability and ordinal information to avoid expensive dominance comparisons in the rank assignment phase. Two algorithmic variants are proposed: the first one, RankOrdinal (RO), uses ordinal rank comparisons in order to determine dominance and requires O(N) space; t…
Università degli Studi di Milano - Bicocca（米兰比可卡大学）
The multi-task learning (MTL) paradigm can be traced back to an early paper of Caruana (1997) in which it was argued that data from multiple tasks can be used with the aim to obtain a better performance over learning each task independently. A solution of MTL with conflicting objectives requires modelling the trade-off among them which is generally beyond what a straight linear combination can achieve. A theoretically principled and computationally effective strategy is finding solutions which are not dominated by others as it is addressed in the Pareto analysis. Multi-objective optimization p…
Dominance move (DoM) is a binary quality indicator that can be used in multiobjective optimization. It can compare solution sets while representing some important features such as convergence, spread, uniformity, and cardinality. DoM has an intuitive concept and considers the minimum move of one set needed to weakly Pareto dominate the other set. Despite the aforementioned properties, DoM is hard to calculate. The original formulation presents an efficient and exact method to calculate it in a biobjective case only. This work presents a new approach to calculate and extend DoM to deal with thr…
The unit commitment (UC) problem is a nonlinear, high-dimensional, highly constrained, mixed-integer power system optimization problem and is generally solved in the literature considering minimizing the system operation cost as the only objective. However, due to increasing environmental concerns, the recent attention has shifted to incorporating emission in the problem formulation. In this paper, a multi-objective evolutionary algorithm based on decomposition (MOEA/D) is proposed to solve the UC problem as a multi-objective optimization problem considering minimizing cost and emission as the…
We describe and analyze algorithms for shape-constrained symbolic regression, which allows the inclusion of prior knowledge about the shape of the regression function. This is relevant in many areas of engineering -- in particular whenever a data-driven model obtained from measurements must have certain properties (e.g. positivity, monotonicity or convexity/concavity). We implement shape constraints using a soft-penalty approach which uses multi-objective algorithms to minimize constraint violations and training error. We use the non-dominated sorting genetic algorithm (NSGA-II) as well as the…
Multiobjective Evolutionary Component Effect on Algorithm behavior
IRIT - CNRS UMR5505, University of Toulouse（图卢兹大学IRIT（法国国家科学研究中心UMR5505））；University of Brasilia（巴西利亚大学）；University of Stirling（斯特林大学）；University of Tsukuba（筑波大学）
Multi-Objective Evolutionary Optimization of Chance-Constrained Multiple-Choice Knapsack Problems with Implicit Probability Distributions
Southern University of Science and Technology（南方科技大学）；Central China Normal University（华中师范大学）；Institute of High Performance Computing, Agency for Science Technology and Research（新加坡科技研究局高性能计算研究所）；Nanyang Technological University（南洋理工大学）
While state-of-the-art development in CNN topology, such as VGGNet and ResNet, have become increasingly accurate, these networks are computationally expensive involving billions of arithmetic operations and parameters. To improve the classification accuracy, state-of-the-art CNNs usually involve large and complex convolutional layers. However, for certain applications, e.g. Internet of Things (IoT), where such CNNs are to be implemented on resource-constrained platforms, the CNN architectures have to be small and efficient. To deal with this problem, reducing the resource consumption in convol…
