Adjust weight vectors in MOEA/D for bi-objective optimization problems with discontinuous Pareto fronts

Multi-objective evolutionary algorithm based on decomposition (MOEA/D) is a recently proposed algorithm which is a research focus in the field of multi-objective evolutionary optimization. It decomposes a multi-objective problem into subproblems by mathematic programming methods and applies evolutionary algorithms to optimize the subproblems simultaneously. MOEA/D is good at finding Pareto solutions which are evenly distributed. However, it can be improved for problems with discontinuous Pareto fronts (PF). Many solutions will assemble in breakpoints in this situation. A method for adjusting weight vectors for bi-objective optimization problems with discontinuous PF is proposed. Firstly, this method detects the weight vectors which need to be adjusted using a property of MOEA/D. Secondly, the reserved vectors are divided into several subsets. Thirdly, after calculating the ideal number of vectors in each subset, vectors are adjusted evenly. Lastly, the corresponding solutions are updated by a linear interpolation. Numerical experiment shows the proposed method obtains good diversity and convergence on approached PF.

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