A novel metaheuristic for multi-objective optimization problems: The multi-objective vortex search algorithm

This study investigates a multi-objective Vortex Search algorithm (MOVS) by modifying the single-objective Vortex Search algorithm or VS. The VS is a metaheuristic-based algorithm that uses a new adaptive step-size adjustment strategy to improve the performance of the search process. Search mechanism of the VS is inspired by the vortex pattern, so it is called a “Vortex Search” algorithm. The original VS is an improved way of solving single-objective continuous problems. To improve the MOVS algorithm, the VS algorithm is enhanced with added calculation approaches, such as fast-nondominated-sorting and crowding-distance, in order to identify the degree of non-dominance of the solutions and the densities of their occurrence. In addition, a crossover operation is added to the MOVS algorithm in order to enhance the Pareto front convergence capacity of the solutions. Finally, to spread the solutions more successfully over the Pareto front, it has been randomly produced using the inverse incomplete gamma function using a parameter between 0 and 1. The proposed MOVS algorithm is tested against 36 different benchmark problems together with NSGAII, MOCell, IBEA and MOEA/D algorithms. The test results indicate that the MOVS algorithm achieves a better performance on accuracy and convergence speed than any other algorithms when comparisons are made against several test problems, and they also show that it is a competitive algorithm.

[1]  Enrique Alba,et al.  MOCell: A cellular genetic algorithm for multiobjective optimization , 2009, Int. J. Intell. Syst..

[2]  Jay Prakash,et al.  NSABC: Non-dominated sorting based multi-objective artificial bee colony algorithm and its application in data clustering , 2016, Neurocomputing.

[3]  Carlos A. Coello Coello,et al.  Evolutionary multi-objective optimization: a historical view of the field , 2006, IEEE Comput. Intell. Mag..

[4]  Malabika Basu,et al.  Multi-objective optimal reactive power dispatch using multi-objective differential evolution , 2016 .

[5]  Peter J. Fleming,et al.  Multiobjective optimization and multiple constraint handling with evolutionary algorithms. II. Application example , 1998, IEEE Trans. Syst. Man Cybern. Part A.

[6]  Tahir Sağ,et al.  A new ABC-based multiobjective optimization algorithm with an improvement approach (IBMO: improved bee colony algorithm for multiobjective optimization) , 2016 .

[7]  Dilip Datta Unit commitment problem with ramp rate constraint using a binary-real-coded genetic algorithm , 2013, Appl. Soft Comput..

[8]  W. Du,et al.  Multi-objective differential evolution with ranking-based mutation operator and its application in chemical process optimization , 2014 .

[9]  Frank Kursawe,et al.  A Variant of Evolution Strategies for Vector Optimization , 1990, PPSN.

[10]  Reza Akbari,et al.  A multi-objective Artificial Bee Colony for optimizing multi-objective problems , 2010, 2010 3rd International Conference on Advanced Computer Theory and Engineering(ICACTE).

[11]  Subhojit Ghosh,et al.  Low power FIR filter design using modified multi-objective artificial bee colony algorithm , 2016, Eng. Appl. Artif. Intell..

[12]  Tamer Khatib,et al.  Sizing of a standalone photovoltaic water pumping system using a multi-objective evolutionary algorithm , 2016 .

[13]  Leandro dos Santos Coelho,et al.  Multi-objective grey wolf optimizer: A novel algorithm for multi-criterion optimization , 2016, Expert Syst. Appl..

[14]  Magdalene Marinaki,et al.  Non-dominated sorting differential evolution algorithm for the minimization of route based fuel consumption multiobjective vehicle routing problems , 2017 .

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

[16]  Bahriye Akay,et al.  Synchronous and asynchronous Pareto-based multi-objective Artificial Bee Colony algorithms , 2012, Journal of Global Optimization.

[17]  Dilip Datta,et al.  A binary-real-coded differential evolution for unit commitment problem , 2012 .

[18]  H. Abbass,et al.  PDE: a Pareto-frontier differential evolution approach for multi-objective optimization problems , 2001, Proceedings of the 2001 Congress on Evolutionary Computation (IEEE Cat. No.01TH8546).

[19]  Francisco Herrera,et al.  A practical tutorial on the use of nonparametric statistical tests as a methodology for comparing evolutionary and swarm intelligence algorithms , 2011, Swarm Evol. Comput..

[20]  Enrique Alba,et al.  SMPSO: A new PSO-based metaheuristic for multi-objective optimization , 2009, 2009 IEEE Symposium on Computational Intelligence in Multi-Criteria Decision-Making(MCDM).

[21]  David Corne,et al.  The Pareto archived evolution strategy: a new baseline algorithm for Pareto multiobjective optimisation , 1999, Proceedings of the 1999 Congress on Evolutionary Computation-CEC99 (Cat. No. 99TH8406).

[22]  Ponnuthurai N. Suganthan,et al.  Evolutionary multiobjective optimization in dynamic environments: A set of novel benchmark functions , 2014, 2014 IEEE Congress on Evolutionary Computation (CEC).

[23]  C. Coello,et al.  Improving PSO-based Multi-Objective Optimization using Crowding , Mutation and �-Dominance , 2005 .

[24]  Yuping Wang,et al.  A new multi-objective particle swarm optimization algorithm based on decomposition , 2015, Inf. Sci..

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

[26]  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.

[27]  Kalyanmoy Deb,et al.  Muiltiobjective Optimization Using Nondominated Sorting in Genetic Algorithms , 1994, Evolutionary Computation.

[28]  Carlos A. Coello Coello,et al.  Handling multiple objectives with particle swarm optimization , 2004, IEEE Transactions on Evolutionary Computation.

[29]  Xiaodong Li,et al.  Efficient meta-heuristics for the Multi-Objective Time-Dependent Orienteering Problem , 2016, Eur. J. Oper. Res..

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

[31]  Bernhard Sendhoff,et al.  On Test Functions for Evolutionary Multi-objective Optimization , 2004, PPSN.

[32]  M. Friedman The Use of Ranks to Avoid the Assumption of Normality Implicit in the Analysis of Variance , 1937 .

[33]  Tamer Ölmez,et al.  A new metaheuristic for numerical function optimization: Vortex Search algorithm , 2015, Inf. Sci..

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

[35]  Enrique Alba,et al.  The jMetal framework for multi-objective optimization: Design and architecture , 2010, IEEE Congress on Evolutionary Computation.

[36]  Jouni Lampinen,et al.  Performance assessment of Generalized Differential Evolution 3 with a given set of constrained multi-objective test problems , 2009, 2009 IEEE Congress on Evolutionary Computation.

[37]  Saúl Zapotecas Martínez,et al.  A multi-objective particle swarm optimizer based on decomposition , 2011, GECCO '11.