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arXiv 2212.01545cs.NE
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一种用于进化多目标优化的广义标量化方法

A Generalized Scalarization Method for Evolutionary Multi-Objective Optimization

Ruihao Zheng, Zhenkun Wang

AI总结:

针对MOEA/D中仅$L_{\infty}$标量化可配合全局替换避免子问题与解不匹配的问题,提出广义$L_p$标量化方法,理论和实验证明其对任意$p\geq1$均有效,可适配非凸Pareto前沿的多目标优化问题。

摘要:

基于分解的多目标进化算法(MOEA/D)将多目标优化问题(MOP)转化为一组单目标子问题进行协同优化。子问题与解之间的不匹配会导致MOEA/D的性能严重下降。大多数现有的不匹配应对策略仅在使用$L_{\infty}$标量化时有效。一种可使用任意$L_{p}$标量化、甚至在面对具有非凸Pareto前沿的MOP时也能生效的不匹配应对策略,对MOEA/D具有重要意义。本文以全局替换(GR)为基础框架。我们分析了当$L_{\infty}$被替换为$p\in [1,\infty)$的其他$L_{p}$时,GR为何无法再避免不匹配,并发现基于$L_p$($1\leq p<\infty$)的子问题存在偏好区域大小不一致的问题。当p设为较小值时,一些中间子问题的偏好区域非常小,导致其方向向量无法穿过对应的偏好区域。因此,我们提出一种广义$L_p$(G$L_p$)标量化方法,确保子问题的方向向量能够穿过其偏好区域。我们的理论分析表明,对于任意$p\geq 1$,使用G$L_p$标量化时GR始终能够避免不匹配。在各类MOP上开展的实验研究结果与理论分析一致。

英文摘要:

The decomposition-based multi-objective evolutionary algorithm (MOEA/D) transforms a multi-objective optimization problem (MOP) into a set of single-objective subproblems for collaborative optimization. Mismatches between subproblems and solutions can lead to severe performance degradation of MOEA/D. Most existing mismatch coping strategies only work when the $L_{\infty}$ scalarization is used. A mismatch coping strategy that can use any $L_{p}$ scalarization, even when facing MOPs with non-convex Pareto fronts, is of great significance for MOEA/D. This paper uses the global replacement (GR) as the backbone. We analyze how GR can no longer avoid mismatches when $L_{\infty}$ is replaced by another $L_{p}$ with $p\in [1,\infty)$, and find that the $L_p$-based ($1\leq p<\infty$) subproblems having inconsistently large preference regions. When $p$ is set to a small value, some middle subproblems have very small preference regions so that their direction vectors cannot pass through their corresponding preference regions. Therefore, we propose a generalized $L_p$ (G$L_p$) scalarization to ensure that the subproblem's direction vector passes through its preference region. Our theoretical analysis shows that GR can always avoid mismatches when using the G$L_p$ scalarization for any $p\geq 1$. The experimental studies on various MOPs conform to the theoretical analysis.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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