A New Hybrid Evolutionary Multiobjective Algorithm Guided by Descent Directions

Hybridization of local search based algorithms with evolutionary algorithms is still an under-explored research area in multiobjective optimization. In this paper, we propose a new multiobjective algorithm based on a local search method. The main idea is to generate new non-dominated solutions by adding a linear combination of descent directions of the objective functions to a parent solution. Additionally, a strategy based on subpopulations is implemented to avoid the direct computation of descent directions for the entire population. The evaluation of the proposed algorithm is performed on a set of benchmark test problems allowing a comparison with the most representative state-of-the-art multiobjective algorithms. The results show that the proposed approach is highly competitive in terms of the quality of non-dominated solutions and robustness.

[1]  Wei-Liem Loh On Latin hypercube sampling , 1996 .

[2]  Jorge J. Moré,et al.  Digital Object Identifier (DOI) 10.1007/s101070100263 , 2001 .

[3]  Lothar Thiele,et al.  Multiobjective Optimization Using Evolutionary Algorithms - A Comparative Case Study , 1998, PPSN.

[4]  Kalyanmoy Deb,et al.  On finding multiple Pareto-optimal solutions using classical and evolutionary generating methods , 2007, Eur. J. Oper. Res..

[5]  Hisao Ishibuchi,et al.  A multi-objective genetic local search algorithm and its application to flowshop scheduling , 1998, IEEE Trans. Syst. Man Cybern. Part C.

[6]  Joshua D. Knowles,et al.  M-PAES: a memetic algorithm for multiobjective optimization , 2000, Proceedings of the 2000 Congress on Evolutionary Computation. CEC00 (Cat. No.00TH8512).

[7]  Marco Laumanns,et al.  Scalable Test Problems for Evolutionary Multiobjective Optimization , 2005, Evolutionary Multiobjective Optimization.

[8]  Kaisa Miettinen,et al.  Nonlinear multiobjective optimization , 1998, International series in operations research and management science.

[9]  Marco Laumanns,et al.  SPEA2: Improving the strength pareto evolutionary algorithm , 2001 .

[10]  Marco Laumanns,et al.  Performance assessment of multiobjective optimizers: an analysis and review , 2003, IEEE Trans. Evol. Comput..

[11]  Kalyanmoy Deb,et al.  A fast and elitist multiobjective genetic algorithm: NSGA-II , 2002, IEEE Trans. Evol. Comput..

[12]  Lothar Thiele,et al.  Comparison of Multiobjective Evolutionary Algorithms: Empirical Results , 2000, Evolutionary Computation.

[13]  Francisco Herrera,et al.  A study on the use of non-parametric tests for analyzing the evolutionary algorithms’ behaviour: a case study on the CEC’2005 Special Session on Real Parameter Optimization , 2009, J. Heuristics.

[14]  Lino A. Costa,et al.  Stochastic algorithms assessment using performance profiles , 2011, GECCO '11.

[15]  Lothar Thiele,et al.  A Tutorial on the Performance Assessment of Stochastic Multiobjective Optimizers , 2006 .

[16]  Qingfu Zhang,et al.  Multiobjective Optimization Problems With Complicated Pareto Sets, MOEA/D and NSGA-II , 2009, IEEE Transactions on Evolutionary Computation.

[17]  Eckart Zitzler,et al.  Indicator-Based Selection in Multiobjective Search , 2004, PPSN.

[18]  Marco Laumanns,et al.  Multiobjective Groundwater Management Using Evolutionary Algorithms , 2009, IEEE Transactions on Evolutionary Computation.

[19]  R. K. Ursem Multi-objective Optimization using Evolutionary Algorithms , 2009 .

[20]  Antonio J. Nebro,et al.  jMetal: A Java framework for multi-objective optimization , 2011, Adv. Eng. Softw..

[21]  R. Lyndon While,et al.  A review of multiobjective test problems and a scalable test problem toolkit , 2006, IEEE Transactions on Evolutionary Computation.