A Meta-Objective Approach for Many-Objective Evolutionary Optimization.

As an essential component in multi- and many-objective optimization, decision-making process either selects a subset of solutions from the whole Pareto front or guides the search toward a small part of the Pareto front during the evolutionary process. In recent years, for many-objective optimization problems (MaOPs), a number of evolutionary algorithms have been developed to search for Pareto optimal solutions. However, there is a lack of research works focusing on designing decision-making approaches. In order to overcome this deficiency, we propose a novel knee-based decision-making method to search for several solutions of interest (SOIs) from a large number of solutions on the Pareto front, each of which contains the best convergence performance at least within its neighborhood and can be identified as a global or local knee solution. The optimization performance achieved by all SOIs approximates the performance of the whole Pareto front as much as possible. Furthermore, in order to relieve the difficulties in the decision-making process on MaOPs, a new visualization approach is developed based on this proposed decision-making approach. It provides information about the shape and location of the Pareto front, the possible bulge, as well as the convergence degree and distribution of solutions. The experimental results on several benchmark functions demonstrate the superiority of the proposed design in the selection of SOIs and visualization of high-dimensional objective space.

In multiobjective optimization, it is nontrivial for decision makers to articulate preferences without a priori knowledge, which is particularly true when the number of objectives becomes large. Depending on the shape of the Pareto front, optimal solutions such as knee points may be of interest. Although several multi- and many-objective optimization test suites have been proposed, little work has been reported focusing on designing multiobjective problems whose Pareto front contains complex knee regions. Likewise, few performance indicators dedicated to evaluate an algorithm's ability of accurately locating all knee points in high-dimensional objective space have been suggested. This paper proposes a set of multiobjective optimization test problems whose Pareto front consists of complex knee regions, aiming to assess the capability of evolutionary algorithms to accurately identify all knee points. Various features related to knee points have been taken into account in designing the test problems, including symmetry, differentiability, and degeneration. These features are also combined with other challenges in solving the optimization problems, such as multimodality, linkage between decision variables, nonuniformity, and scalability of the Pareto front. The proposed test problems are scalable to both decision and objective spaces. Accordingly, new performance indicators are suggested for evaluating the capability of optimization algorithms in locating the knee points. The proposed test problems, together with the performance indicators, offer a new means to develop and assess preference-based evolutionary algorithms for solving multi- and many-objective optimization problems.

In many objective optimization problems (MaOPs), more than three distinct objectives are optimized. The challenging part in MaOPs is to get the Pareto approximation (PA) with high diversity and good convergence. In Literature, in order to solve the issue of diversity and convergence in MaOPs, many approaches are proposed using different multi objective evolutionary algorithms (MOEAs). Moreover, to get better results, the researchers use the sets of reference points to differentiate the solutions and to model the search process, it further evaluates and selects the non-dominating solutions by using the reference set of solutions. Furthermore, this technique is used in some of the swarm-based evolutionary algorithms. In this paper, we have used some effective adaptations of bat algorithm with the previous mentioned approach to effectively handle the many objective problems. Moreover, we have called this algorithm as many objective bat algorithm (MaOBAT). This algorithm is a biologically inspired algorithm, which uses echolocation power of micro bats. Each bat represents a complete solution, which can be evaluated based on the problem specific fitness function and then based on the dominance relationship, non-dominated solutions are selected. In proposed MaOBAT, dominance rank is used as dominance relationship (dominance rank of a solution means by how many other solutions a solution dominated). In our proposed strategy, dynamically allocated set of reference points are used, allowing the algorithm to have good convergence and high diversity pareto fronts (PF). The experimental results show that the proposed algorithm has significant advantages over several state-of-the-art algorithms in terms of the quality of the solution.

The model-based evolutionary algorithms are divided into three groups: estimation of distribution algorithms, inverse modeling, and surrogate modeling. Existing inverse modeling is mainly applied to solve multi-objective optimization problems and is not suitable for many-objective optimization problems. Some inversed-model techniques, such as the inversed-model of multi-objective evolutionary algorithm, constructed from the Pareto front (PF) to the Pareto solution on nondominated solutions using a random grouping method and Gaussian process, were introduced. However, some of the most efficient inverse models might be eliminated during this procedure. Also, there are challenges, such as the presence of many local PFs and developing poor solutions when the population has no evident regularity. This paper proposes inverse modeling using random forest regression and uniform reference points that map all nondominated solutions from the objective space to the decision space to solve many-objective optimization problems. The proposed algorithm is evaluated using the benchmark test suite for evolutionary algorithms. The results show an improvement in diversity and convergence performance (quality indicators).

Several optimization problems can be abstracted into many-objective optimization problems (MaOPs). The key to solving MaOPs is designing an effective algorithm to balance the exploration and exploitation issues. This paper proposes a novel many-objective African vulture optimization algorithm (MaAVOA) that simulating the African vultures' foraging and navigation behaviours to solve the MaOPs. MaAVOA is an updated version of the African Vulture Optimization Algorithm (AVOA), which was recently proposed to solve the MaOPs. A new social leader vulture for the selection process is introduced and integrated into the proposed model. In addition, an environmental selection mechanism based on the alternative pool is adapted to improve the selection process to maintain diversity for approximating different parts of the whole Pareto Front (PF). The best-nondominated solutions are saved in an external Archive based on the Fitness Assignment Method (FAM) during the population evolution. FAM is based on a convergence measure that promotes convergence and a density measure that promotes variety. Also, a Reproduction of Archive Solutions (RAS) procedure is developed to improve the quality of archiving solutions. RAS has been designed to help reach out to the missing areas of the PF that the vultures easily miss. Two experiments are conducted to verify and validate the suggested MaAVOA's performance efficacy. First, MaAVOA was applied to the DTLZ functions, and its performance was compared to that of several popular many-objective algorithms and according to the results, MaAVOA outperforms the competitor algorithms in terms of inverted generational distance and hypervolume performance measures and has a beneficial adaptation ability in terms of both convergence and diversity performance measures. Also, statistical tests are implemented to demonstrate the suggested algorithm's statistical relevance. Second, MaAVOA has been applied to solve two real-life constrained engineering MaOPs applications, namely, the series-parallel system and overspeed protection for gas turbine problems. The experiments show that the suggested algorithm can tackle many-objective real-world applications and provide promising choices for decision-makers.

An ACO-based Hyper-heuristic for Sequencing Many-objective Evolutionary Algorithms that Consider Different Ways to Incorporate the DM's Preferences

It is difficult to maintain the balance between convergence and diversity for many-objective optimization problems (MaOPs) in the algorithms of evolutionary multi-objective (EMO). EMO algorithms are useful technology to solve the multi-objective optimization problems (MOPs). However, with the larger of optimization objectives, enough Pareto selection pressure will be loosed, and results in the performance of the algorithms are significantly reduced. The decomposition-based EMO developed for MaOPs have been shown to be effective, and the BBO algorithm is a low-complexity algorithm. In this paper, a hybrid decomposition-based BBO/Complex algorithm (HDB/BBO) for MaOPs is proposed. First, a set of uniformly distributed weight vectors and K-means aggregate method is introduced for decomposing MaOPs into several subsystems. Then, inferior migrated islands will not be chosen unless they pass the Metropolis criterion twice during the within-subsystem migration and cross-subsystem migration. The penalty-based boundary intersection (PBI) distance to calculate neighbor islands distance for balancing the algorithm of convergence and diversity. Finally, after mutation and clear duplication, a uniform distribution Pareto set can be obtained. Experimental results on both DTLZ and WFG benchmarks problems demonstrate the superiority of the proposed algorithm in comparison with three state-of-the-art algorithms in terms of both convergence and diversity.

Decomposition-based evolutionary algorithm with dual adjustments for many-objective optimization problems

A reference direction and entropy based evolutionary algorithm for many-objective optimization

An adaptive clustering-based evolutionary algorithm for many-objective optimization problems

In recent years, numerous many-objective evolutionary algorithms (MaOEAs) have been developed to search for well-diversified and well-converged Pareto optimal solutions for high-dimensional many-objective optimization problems (MaOPs). However, existing MaOEAs have to tackle some daunting challenges, including the emergence of dominance resistance solutions, effective diversity preservation scheme, management of a large population size, extremely high computational complexity, sensitivity to the shape of Pareto front (PF), and overly relying on high-quality reference points. In this article, we present an evolution strategy (ES) for solving MaOPs, called MaOES, which can solve these challenges efficiently and effectively. Inspired by the Vector Equilibrium phenomenon in magnetic fields, isotropic magnetic particles would automatically repel from each other, keep the uniform distance from the nearest neighbors, and extend the entire magnetic fields as far as possible, all at the same time. In the proposed algorithm, an efficient self-adaptive Precision-Controllable Mutation operator is designed for individuals to explore and exploit the decision space. In addition, the Maximum Extension Distance strategy, which emulates the isotropic magnetic particle behavior in a magnetic field, is developed to guide individuals to keep uniform distance and extension to approximate the entire PF. As a result, the MaOES can obtain a well-converged and well-diversified PF with much less population size and far lower computational complexity. The larger the number of individuals, the sharper the contour the resulting approximate PF will be. Finally, the proposed algorithm is evaluated by the scalable MaOPs test suites on DTLZ and WFG. The experimental results have been demonstrated to provide a competitive and oftentimes better performance when compared against some chosen state-of-the-art MaOEAs.

Nondominated sorting plays an important role in Pareto-based multiobjective evolutionary algorithms (MOEAs). When faced with many-objective optimization problems multiobjective optimization problems (MOPs) with more than three objectives, the number of comparisons needed in nondominated sorting becomes very large. In view of this, a new corner sort is proposed in this paper. Corner sort first adopts a fast and simple method to obtain a nondominated solution from the corner solutions, and then uses the nondominated solution to ignore the solutions dominated by it to save comparisons. Obtaining the nondominated solutions requires much fewer objective comparisons in corner sort. In order to evaluate its performance, several state-of-the-art nondominated sorts are compared with our corner sort on three kinds of artificial solution sets of MOPs and the solution sets generated from MOEAs on benchmark problems. On one hand, the experiments on artificial solution sets show the performance on the solution sets with different distributions. On the other hand, the experiments on the solution sets generated from MOEAs show the influence that different sorts bring to MOEAs. The results show that corner sort performs well, especially on many-objective optimization problems. Corner sort uses fewer comparisons than others.

Evolutionary multi and many-objective optimization via clustering for environmental selection

Pareto dominance is an important concept and is usually used in multiobjective evolutionary algorithms (MOEAs) to determine the nondominated solutions. However, for many-objective problems, using Pareto dominance to rank the solutions even in the early generation, most obtained solutions are often the nondominated solutions, which results in a little selection pressure of MOEAs toward the optimal solutions. In this paper, a new ranking method is proposed for many-objective optimization problems to verify a relatively smaller number of representative nondominated solutions with a uniform and wide distribution and improve the selection pressure of MOEAs. After that, a many-objective differential evolution with the new ranking method (MODER) for handling many-objective optimization problems is designed. At last, the experiments are conducted and the proposed algorithm is compared with several well-known algorithms. The experimental results show that the proposed algorithm can guide the search to converge to the true PF and maintain the diversity of solutions for many-objective problems.

Multiobjective optimization plays an increasingly important role in modern applications, where several criteria are often of equal importance. The task in multiobjective optimization and multiobjective optimal control is therefore to compute the set of optimal compromises (the Pareto set) between the conflicting objectives. The advances in algorithms and the increasing interest in Pareto-optimal solutions have led to a wide range of new applications related to optimal and feedback control, which results in new challenges such as expensive models or real-time applicability. Since the Pareto set generally consists of an infinite number of solutions, the computational effort can quickly become challenging, which is particularly problematic when the objectives are costly to evaluate or when a solution has to be presented very quickly. This article gives an overview of recent developments in accelerating multiobjective optimal control for complex problems where either PDE constraints are present or where a feedback behavior has to be achieved. In the first case, surrogate models yield significant speed-ups. Besides classical meta-modeling techniques for multiobjective optimization, a promising alternative for control problems is to introduce a surrogate model for the system dynamics. In the case of real-time requirements, various promising model predictive control approaches have been proposed, using either fast online solvers or offline-online decomposition. We also briefly comment on dimension reduction in many-objective optimization problems as another technique for reducing the numerical effort.