A Many-Objective Evolutionary Algorithm Based on a Two-Round Selection Strategy

Balancing population diversity and convergence is critical for evolutionary algorithms to solve many-objective optimization problems (MaOPs). In this paper, a two-round environmental selection strategy is proposed to pursue good tradeoff between population diversity and convergence for many-objective evolutionary algorithms (MaOEAs). Particularly, in the first round, the solutions with small neighborhood density are picked out to form a candidate pool, where the neighborhood density of a solution is calculated based on a novel adaptive position transformation strategy. In the second round, the best solution in terms of convergence is selected from the candidate pool and inserted into the next generation. The procedure is repeated until a new population is generated. The two-round selection strategy is embedded into an MaOEA framework and the resulting algorithm, namely, 2REA, is compared with eight state-of-the-art MaOEAs on various benchmark MaOPs. The experimental results show that 2REA is very competitive with the compared MaOEAs and the two-round selection strategy works well on balancing population diversity and convergence.

[1]  Qingfu Zhang,et al.  Combining Model-based and Genetics-based Offspring Generation for Multi-objective Optimization Using a Convergence Criterion , 2006, 2006 IEEE International Conference on Evolutionary Computation.

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

[3]  Peter J. Fleming,et al.  Evolutionary many-objective optimisation: an exploratory analysis , 2003, The 2003 Congress on Evolutionary Computation, 2003. CEC '03..

[4]  Yaochu Jin,et al.  A Many-Objective Evolutionary Algorithm Using A One-by-One Selection Strategy , 2017, IEEE Transactions on Cybernetics.

[5]  Xin Yao,et al.  Two_Arch2: An Improved Two-Archive Algorithm for Many-Objective Optimization , 2015, IEEE Transactions on Evolutionary Computation.

[6]  Jun Sun,et al.  A Multiobjective Evolutionary Algorithm Based on Coordinate Transformation , 2019, IEEE Transactions on Cybernetics.

[7]  Kuangrong Hao,et al.  A Clustering-Based Adaptive Evolutionary Algorithm for Multiobjective Optimization With Irregular Pareto Fronts , 2019, IEEE Transactions on Cybernetics.

[8]  Nicola Beume,et al.  SMS-EMOA: Multiobjective selection based on dominated hypervolume , 2007, Eur. J. Oper. Res..

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

[10]  Carlos A. Coello Coello,et al.  Use of cooperative coevolution for solving large scale multiobjective optimization problems , 2013, 2013 IEEE Congress on Evolutionary Computation.

[11]  Ye Tian,et al.  A Knee Point-Driven Evolutionary Algorithm for Many-Objective Optimization , 2015, IEEE Transactions on Evolutionary Computation.

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

[13]  Kay Chen Tan,et al.  Adaptive Memetic Computing for Evolutionary Multiobjective Optimization , 2015, IEEE Transactions on Cybernetics.

[14]  Marco Laumanns,et al.  Combining Convergence and Diversity in Evolutionary Multiobjective Optimization , 2002, Evolutionary Computation.

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

[16]  Xin Yao,et al.  A benchmark test suite for evolutionary many-objective optimization , 2017, Complex & Intelligent Systems.

[17]  Ye Tian,et al.  An Indicator-Based Multiobjective Evolutionary Algorithm With Reference Point Adaptation for Better Versatility , 2018, IEEE Transactions on Evolutionary Computation.

[18]  Qingfu Zhang,et al.  Decomposition-Based Algorithms Using Pareto Adaptive Scalarizing Methods , 2016, IEEE Transactions on Evolutionary Computation.

[19]  Hisao Ishibuchi,et al.  A Study on Performance Evaluation Ability of a Modified Inverted Generational Distance Indicator , 2015, GECCO.

[20]  Bernhard Sendhoff,et al.  A Reference Vector Guided Evolutionary Algorithm for Many-Objective Optimization , 2016, IEEE Transactions on Evolutionary Computation.

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

[22]  Emiliano Carreño Jara Multi-Objective Optimization by Using Evolutionary Algorithms: The $p$-Optimality Criteria , 2014, IEEE Trans. Evol. Comput..

[23]  Heike Trautmann,et al.  On the properties of the R2 indicator , 2012, GECCO '12.

[24]  Kalyanmoy Deb,et al.  Evaluating the -Domination Based Multi-Objective Evolutionary Algorithm for a Quick Computation of Pareto-Optimal Solutions , 2005, Evolutionary Computation.

[25]  Wei Lu,et al.  Adaptive Gradient Multiobjective Particle Swarm Optimization , 2018, IEEE Transactions on Cybernetics.

[26]  Kalyanmoy Deb,et al.  Toward an Estimation of Nadir Objective Vector Using a Hybrid of Evolutionary and Local Search Approaches , 2010, IEEE Transactions on Evolutionary Computation.

[27]  Xin Yao,et al.  Performance Scaling of Multi-objective Evolutionary Algorithms , 2003, EMO.

[28]  Gary G. Yen,et al.  Many-Objective Evolutionary Algorithms Based on Coordinated Selection Strategy , 2017, IEEE Transactions on Evolutionary Computation.

[29]  Zhang Yi,et al.  IGD Indicator-Based Evolutionary Algorithm for Many-Objective Optimization Problems , 2018, IEEE Transactions on Evolutionary Computation.

[30]  Carlos A. Coello Coello,et al.  Study of preference relations in many-objective optimization , 2009, GECCO.

[31]  Tomoyuki Hiroyasu,et al.  SPEA2+: Improving the Performance of the Strength Pareto Evolutionary Algorithm 2 , 2004, PPSN.

[32]  J. Tukey Mathematics and the Picturing of Data , 1975 .

[33]  Yuren Zhou,et al.  A Scalar Projection and Angle-Based Evolutionary Algorithm for Many-Objective Optimization Problems , 2019, IEEE Transactions on Cybernetics.

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

[35]  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.

[36]  Lothar Thiele,et al.  Multiobjective evolutionary algorithms: a comparative case study and the strength Pareto approach , 1999, IEEE Trans. Evol. Comput..

[37]  Jun Zhang,et al.  DECAL: Decomposition-Based Coevolutionary Algorithm for Many-Objective Optimization , 2019, IEEE Transactions on Cybernetics.

[38]  Shengxiang Yang,et al.  Diversity Comparison of Pareto Front Approximations in Many-Objective Optimization , 2014, IEEE Transactions on Cybernetics.

[39]  Hisao Ishibuchi,et al.  Performance of Decomposition-Based Many-Objective Algorithms Strongly Depends on Pareto Front Shapes , 2017, IEEE Transactions on Evolutionary Computation.

[40]  Yuren Zhou,et al.  A Vector Angle-Based Evolutionary Algorithm for Unconstrained Many-Objective Optimization , 2017, IEEE Transactions on Evolutionary Computation.

[41]  Carlos M. Fonseca,et al.  Hypervolume Sharpe-Ratio Indicator: Formalization and First Theoretical Results , 2016, PPSN.

[42]  Wang Hu,et al.  Many-Objective Particle Swarm Optimization Using Two-Stage Strategy and Parallel Cell Coordinate System , 2017, IEEE Transactions on Cybernetics.

[43]  Kalyanmoy Deb,et al.  An Evolutionary Many-Objective Optimization Algorithm Using Reference-Point-Based Nondominated Sorting Approach, Part I: Solving Problems With Box Constraints , 2014, IEEE Transactions on Evolutionary Computation.

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

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

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

[47]  U. Aickelin,et al.  Parallel Problem Solving from Nature - PPSN VIII , 2004, Lecture Notes in Computer Science.

[48]  Thomas Stützle,et al.  A Two-Phase Local Search for the Biobjective Traveling Salesman Problem , 2003, EMO.

[49]  Carlos M. Fonseca,et al.  A Portfolio Optimization Approach to Selection in Multiobjective Evolutionary Algorithms , 2014, PPSN.

[50]  Kalyanmoy Deb,et al.  Simulated Binary Crossover for Continuous Search Space , 1995, Complex Syst..

[51]  H. Kita,et al.  Failure of Pareto-based MOEAs: does non-dominated really mean near to optimal? , 2001, Proceedings of the 2001 Congress on Evolutionary Computation (IEEE Cat. No.01TH8546).

[52]  Bo Zhang,et al.  Balancing Convergence and Diversity in Decomposition-Based Many-Objective Optimizers , 2016, IEEE Transactions on Evolutionary Computation.

[53]  Gexiang Zhang,et al.  A Many-Objective Evolutionary Algorithm With Enhanced Mating and Environmental Selections , 2015, IEEE Transactions on Evolutionary Computation.

[54]  Jiawei Zhang,et al.  A Survey of Multiobjective Evolutionary Algorithms , 2017, 22017 IEEE International Conference on Computational Science and Engineering (CSE) and IEEE International Conference on Embedded and Ubiquitous Computing (EUC).

[55]  Lishan Kang,et al.  A New Evolutionary Algorithm for Solving Many-Objective Optimization Problems , 2008, IEEE Transactions on Systems, Man, and Cybernetics, Part B (Cybernetics).

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

[57]  Qingfu Zhang,et al.  On Tchebycheff Decomposition Approaches for Multiobjective Evolutionary Optimization , 2018, IEEE Transactions on Evolutionary Computation.

[58]  Carlos A. Coello Coello,et al.  Ranking Methods for Many-Objective Optimization , 2009, MICAI.