Indicator-Based Constrained Multiobjective Evolutionary Algorithms

Solving constrained multiobjective optimization problems (CMOPs) is a challenging task since it is necessary to optimize several conflicting objective functions and handle various constraints simultaneously. A promising way to solve CMOPs is to integrate multiobjective evolutionary algorithms (MOEAs) with constraint-handling techniques, and the resultant algorithms are called constrained MOEAs (CMOEAs). At present, many attempts have been made to combine dominance-based and decomposition-based MOEAs with diverse constraint-handling techniques together. However, for another main branch of MOEAs, i.e., indicator-based MOEAs, almost no effort has been devoted to extending them for solving CMOPs. In this article, we make the first study on the possibility and rationality of combining indicator-based MOEAs with constraint-handling techniques together. Afterward, we develop an indicator-based CMOEA framework which can combine indicator-based MOEAs with constraint-handling techniques conveniently. Based on the proposed framework, nine indicator-based CMOEAs are developed. Systemic experiments have been conducted on 19 widely used constrained multiobjective optimization test functions to identify the characteristics of these nine indicator-based CMOEAs. The experimental results suggest that both indicator-based MOEAs and constraint-handing techniques play very important roles in the performance of indicator-based CMOEAs. Some practical suggestions are also given about how to select appropriate indicator-based CMOEAs. Besides, we select a superior approach from these nine indicator-based CMOEAs and compare its performance with five state-of-the-art CMOEAs. The comparison results suggest that the selected indicator-based CMOEA can obtain quite competitive performance. It is thus believed that this article would encourage researchers to pay more attention to indicator-based CMOEAs in the future.

[1]  Changhe Li,et al.  Constrained optimisation by solving equivalent dynamic loosely-constrained multiobjective optimisation problem , 2019, International Journal of Bio-Inspired Computation (IJBIC).

[2]  Shengxiang Yang,et al.  Shift-Based Density Estimation for Pareto-Based Algorithms in Many-Objective Optimization , 2014, IEEE Transactions on Evolutionary Computation.

[3]  Tetsuyuki Takahama,et al.  Constrained optimization by the ε constrained differential evolution with an archive and gradient-based mutation , 2010, IEEE Congress on Evolutionary Computation.

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

[5]  A. Osyczka,et al.  A new method to solve generalized multicriteria optimization problems using the simple genetic algorithm , 1995 .

[6]  Hsiao-Dong Chiang,et al.  Constrained Multiobjective Nonlinear Optimization: A User Preference Enabling Method , 2019, IEEE Transactions on Cybernetics.

[7]  J. Periaux,et al.  Evolutionary Methods for Design, Optimization and Control with Applications to Industrial Problems , 2001 .

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

[9]  Qingfu Zhang,et al.  Push and Pull Search for Solving Constrained Multi-objective Optimization Problems , 2017, Swarm Evol. Comput..

[10]  Gary B. Lamont,et al.  Evolutionary Algorithms for Solving Multi-Objective Problems , 2002, Genetic Algorithms and Evolutionary Computation.

[11]  Jie Zhang,et al.  A Simple and Fast Hypervolume Indicator-Based Multiobjective Evolutionary Algorithm , 2015, IEEE Transactions on Cybernetics.

[12]  Weikang Ning,et al.  Constrained multi-objective optimization using constrained non-dominated sorting combined with an improved hybrid multi-objective evolutionary algorithm , 2017 .

[13]  Mohamed Khalgui,et al.  Multiobjective Optimization Approach for a Portable Development of Reconfigurable Real-Time Systems: From Specification to Implementation , 2019, IEEE Transactions on Systems, Man, and Cybernetics: Systems.

[14]  C. A. Coello Coello,et al.  Multiobjective structural optimization using a microgenetic algorithm , 2005 .

[15]  T. T. Binh MOBES : A multiobjective evolution strategy for constrained optimization problems , 1997 .

[16]  Chiu-Hung Chen,et al.  Multiobjective Optimization of Airline Crew Roster Recovery Problems Under Disruption Conditions , 2017, IEEE Transactions on Systems, Man, and Cybernetics: Systems.

[17]  Tao Zhang,et al.  Localized Weighted Sum Method for Many-Objective Optimization , 2018, IEEE Transactions on Evolutionary Computation.

[18]  Erik D. Goodman,et al.  MOEA/D with Angle-based Constrained Dominance Principle for Constrained Multi-objective Optimization Problems , 2018, Appl. Soft Comput..

[19]  Ruwang Jiao,et al.  A General Framework of Dynamic Constrained Multiobjective Evolutionary Algorithms for Constrained Optimization , 2017, IEEE Transactions on Cybernetics.

[20]  Ye Tian,et al.  PlatEMO: A MATLAB Platform for Evolutionary Multi-Objective Optimization [Educational Forum] , 2017, IEEE Computational Intelligence Magazine.

[21]  Kalyanmoy Deb,et al.  MULTI-OBJECTIVE FUNCTION OPTIMIZATION USING NON-DOMINATED SORTING GENETIC ALGORITHMS , 1994 .

[22]  Zhaoquan Cai,et al.  An improved epsilon constraint handling method embedded in MOEA/D for constrained multi-objective optimization problems , 2016, 2016 IEEE Symposium Series on Computational Intelligence (SSCI).

[23]  Yong Wang,et al.  Composite Differential Evolution for Constrained Evolutionary Optimization , 2019, IEEE Transactions on Systems, Man, and Cybernetics: Systems.

[24]  Yong Wang,et al.  Combining Multiobjective Optimization With Differential Evolution to Solve Constrained Optimization Problems , 2012, IEEE Transactions on Evolutionary Computation.

[25]  Qingfu Zhang,et al.  Decomposition-Based Multiobjective Optimization for Constrained Evolutionary Optimization , 2018, IEEE Transactions on Systems, Man, and Cybernetics: Systems.

[26]  Tao Zhang,et al.  Evolutionary Many-Objective Optimization: A Comparative Study of the State-of-the-Art , 2018, IEEE Access.

[27]  Yong Wang,et al.  Evolutionary Constrained Multiobjective Optimization: Test Suite Construction and Performance Comparisons , 2019, IEEE Transactions on Evolutionary Computation.

[28]  Gara Miranda,et al.  Using multi-objective evolutionary algorithms for single-objective constrained and unconstrained optimization , 2016, Ann. Oper. Res..

[29]  Qingfu Zhang,et al.  Difficulty Adjustable and Scalable Constrained Multiobjective Test Problem Toolkit , 2016, Evolutionary Computation.

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

[31]  Masahiro Tanaka,et al.  GA-based decision support system for multicriteria optimization , 1995, 1995 IEEE International Conference on Systems, Man and Cybernetics. Intelligent Systems for the 21st Century.

[32]  K. Deb An Efficient Constraint Handling Method for Genetic Algorithms , 2000 .

[33]  Nicola Beume,et al.  An EMO Algorithm Using the Hypervolume Measure as Selection Criterion , 2005, EMO.

[34]  Stefan Roth,et al.  Covariance Matrix Adaptation for Multi-objective Optimization , 2007, Evolutionary Computation.

[35]  Qingfu Zhang,et al.  MOEA/D: A Multiobjective Evolutionary Algorithm Based on Decomposition , 2007, IEEE Transactions on Evolutionary Computation.

[36]  Xin Yao,et al.  Stochastic Ranking Algorithm for Many-Objective Optimization Based on Multiple Indicators , 2016, IEEE Transactions on Evolutionary Computation.

[37]  Marco Laumanns,et al.  SPEA2: Improving the Strength Pareto Evolutionary Algorithm For Multiobjective Optimization , 2002 .

[38]  Kalyanmoy Deb,et al.  An Evolutionary Many-Objective Optimization Algorithm Using Reference-Point Based Nondominated Sorting Approach, Part II: Handling Constraints and Extending to an Adaptive Approach , 2014, IEEE Transactions on Evolutionary Computation.

[39]  Yong Wang,et al.  A Dynamic Hybrid Framework for Constrained Evolutionary Optimization , 2012, IEEE Transactions on Systems, Man, and Cybernetics, Part B (Cybernetics).

[40]  Xinye Cai,et al.  A comparative study of constrained multi-objective evolutionary algorithms on constrained multi-objective optimization problems , 2017, 2017 IEEE Congress on Evolutionary Computation (CEC).

[41]  Yong Wang,et al.  Constrained Evolutionary Optimization by Means of ( + )-Differential Evolution and Improved Adaptive Trade-Off Model , 2011, Evolutionary Computation.

[42]  Eckart Zitzler,et al.  HypE: An Algorithm for Fast Hypervolume-Based Many-Objective Optimization , 2011, Evolutionary Computation.

[43]  MengChu Zhou,et al.  A Collaborative Resource Allocation Strategy for Decomposition-Based Multiobjective Evolutionary Algorithms , 2019, IEEE Transactions on Systems, Man, and Cybernetics: Systems.

[44]  Carlos Artemio Coello-Coello,et al.  Theoretical and numerical constraint-handling techniques used with evolutionary algorithms: a survey of the state of the art , 2002 .

[45]  Tapabrata Ray,et al.  A Swarm Metaphor for Multiobjective Design Optimization , 2002 .

[46]  Yong Wang,et al.  Handling Constrained Multiobjective Optimization Problems With Constraints in Both the Decision and Objective Spaces , 2019, IEEE Transactions on Evolutionary Computation.

[47]  Carlos A. Coello Coello,et al.  Constraint-handling in nature-inspired numerical optimization: Past, present and future , 2011, Swarm Evol. Comput..

[48]  Yuren Zhou,et al.  A Hybrid Multiobjective Memetic Algorithm for Multiobjective Periodic Vehicle Routing Problem With Time Windows , 2020, IEEE Transactions on Systems, Man, and Cybernetics: Systems.

[49]  Kalyanmoy Deb,et al.  Constrained Test Problems for Multi-objective Evolutionary Optimization , 2001, EMO.

[50]  Qingfu Zhang,et al.  Multiobjective evolutionary algorithms: A survey of the state of the art , 2011, Swarm Evol. Comput..

[51]  Xin Yao,et al.  Stochastic ranking for constrained evolutionary optimization , 2000, IEEE Trans. Evol. Comput..

[52]  Xiao-Long Zheng,et al.  A Collaborative Multiobjective Fruit Fly Optimization Algorithm for the Resource Constrained Unrelated Parallel Machine Green Scheduling Problem , 2018, IEEE Transactions on Systems, Man, and Cybernetics: Systems.

[53]  Erik D. Goodman,et al.  An improved epsilon constraint-handling method in MOEA/D for CMOPs with large infeasible regions , 2017, Soft Computing.

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

[55]  Yong Wang,et al.  Incorporating Objective Function Information Into the Feasibility Rule for Constrained Evolutionary Optimization , 2016, IEEE Transactions on Cybernetics.

[56]  Yong Wang,et al.  A Many-Objective Evolutionary Algorithm with Angle-Based Selection and Shift-Based Density Estimation , 2017, ArXiv.

[57]  Qingfu Zhang,et al.  An Evolutionary Many-Objective Optimization Algorithm Based on Dominance and Decomposition , 2015, IEEE Transactions on Evolutionary Computation.

[58]  Y. Ramu Naidu,et al.  Solving Multiobjective Optimization Problems Using Hybrid Cooperative Invasive Weed Optimization With Multiple Populations , 2018, IEEE Transactions on Systems, Man, and Cybernetics: Systems.

[59]  Peter J. Fleming,et al.  Preference-Inspired Coevolutionary Algorithms for Many-Objective Optimization , 2013, IEEE Transactions on Evolutionary Computation.