Constraint-Handling Method for Multi-objective Function Optimization: Pareto Descent Repair Operator

Among the multi-objective optimization methods proposed so far, Genetic Algorithms (GA) have been shown to be more effective in recent decades. Most of such methods were developed to solve primarily unconstrained problems. However, many real-world problems are constrained, which necessitates appropriate handling of constraints. Despite much effort devoted to the studies of constraint-handling methods, it has been reported that each of them has certain limitations. Hence, further studies for designing more effective constraint-handling methods are needed. For this reason, we investigated the guidelines for a method to effectively handle constraints. Based on these guidelines, we designed a new constraint-handling method, Pareto Descent Repair operator (PDR), in which ideas derived from multi-objective local search and gradient projection method are incorporated. An experiment comparing GA that use PDR and some of the existing constraint-handling methods confirmed the effectiveness of PDR.

[1]  W. Gellert,et al.  The VNR concise encyclopedia of mathematics , 1977 .

[2]  David G. Luenberger,et al.  Linear and nonlinear programming , 1984 .

[3]  Ronald L. Rivest,et al.  Introduction to Algorithms , 1990 .

[4]  Z. Michalewicz,et al.  Genocop III: a co-evolutionary algorithm for numerical optimization problems with nonlinear constraints , 1995, Proceedings of 1995 IEEE International Conference on Evolutionary Computation.

[5]  Isao Ono,et al.  A Real Coded Genetic Algorithm for Function Optimization Using Unimodal Normal Distributed Crossover , 1997, ICGA.

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

[7]  C. Coello TREATING CONSTRAINTS AS OBJECTIVES FOR SINGLE-OBJECTIVE EVOLUTIONARY OPTIMIZATION , 2000 .

[8]  Jörg Fliege,et al.  Steepest descent methods for multicriteria optimization , 2000, Math. Methods Oper. Res..

[9]  Kalyanmoy Deb,et al.  Multi-objective optimization using evolutionary algorithms , 2001, Wiley-Interscience series in systems and optimization.

[10]  Carlos A. Coello Coello,et al.  THEORETICAL AND NUMERICAL CONSTRAINT-HANDLING TECHNIQUES USED WITH EVOLUTIONARY ALGORITHMS: A SURVEY OF THE STATE OF THE ART , 2002 .

[11]  Joshua D. Knowles,et al.  On metrics for comparing nondominated sets , 2002, Proceedings of the 2002 Congress on Evolutionary Computation. CEC'02 (Cat. No.02TH8600).

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

[13]  Marco Laumanns,et al.  Scalable multi-objective optimization test problems , 2002, Proceedings of the 2002 Congress on Evolutionary Computation. CEC'02 (Cat. No.02TH8600).

[14]  David G. Luenberger,et al.  Linear and Nonlinear Programming: Second Edition , 2003 .

[15]  Joshua D. Knowles,et al.  Memetic Algorithms for Multiobjective Optimization: Issues, Methods and Prospects , 2004 .

[16]  A. Oyama,et al.  Evolutionary and Deterministic Methods for Design, Optimization and Control with Applications to Industrial and Societal Problems Eurogen 2005 New Constraint-handling Method for Multi-objective Multi-constraint Evolutionary Optimization and Its Application to Space Plane Design , 2022 .

[17]  J. Sakuma,et al.  Local search for multiobjective function optimization: pareto descent method , 2006, GECCO '06.

[18]  淳 佐久間,et al.  多目的関数最適化におけるGAと局所探索の組み合わせ: GA then LSの推奨 , 2006 .

[19]  Tetsuya Shimokawa,et al.  Word of Mouth : An Agent-based Approach to Predictability of Stock Prices , 2006 .

[20]  Isao Ono,et al.  Local Search for Multiobjective Function Optimization: Pareto Descent Method , 2006 .

[21]  Shigenobu Kobayashi,et al.  Hybridization of genetic algorithm and local search in multiobjective function optimization: recommendation of GA then LS , 2006, GECCO '06.

[22]  William E. Hart,et al.  Recent Advances in Memetic Algorithms , 2008 .