Preference-Based Evolutionary Multiobjective Optimization Through the Use of Reservation and Aspiration Points

In recent years, evolutionary multiobjective optimization (EMO) algorithms have frequently been used for engineering problems with some conflicting objective functions to be simultaneously optimized. EMO algorithms can provide a number of Pareto optimal solutions to users. Two scenarios are considered in the practical use of EMO algorithms. One is that a decision maker selects a single solution from the obtained ones after the EMO process. The other is that a decision maker utilizes the solutions to analyze the relationship between design variables and objective functions of the corresponding problem. In this paper, we apply fuzzy genetics-based machine learning to the second scenario in order to generate if-then rule-based classifiers which represent the relationship between design variables and objective functions. We also utilize this method during the EMO process to pre-screen candidate offspring solutions. The classifier detects non-promising offspring solutions. Then, they are discarded before their fitness evaluation, so that the computation resource is used only for promising solutions. We apply this method to one engineering problem and examine its effect on the search performance of an EMO algorithm.

Various evolutionary multiobjective optimization (EMO) algorithms have been used in the field of evolutionary fuzzy systems (EFS), because EMO algorithms can easily handle multiple objective functions such as the accuracy maximization and complexity minimization for fuzzy system design. Most EMO algorithms used in EFS are Pareto dominance-based algorithms such as NSGA-II, SPEA2, and PAES. There are a few studies where other types of EMO algorithms are used in EFS. In this paper, we apply a multiobjective evolutionary algorithm based on decomposition called MOEA/D to EFS for fuzzy classifier design. MOEA/D is one of the most well-known decomposition-based EMO algorithms. The key idea is to divide a multiobjective optimization problem into a number of single-objective problems using a set of uniformly distributed weight vectors in a scalarizing function. We propose a new scalarizing function called an accuracy-oriented function (AOF) which is specialized for classifier design. We examine the effects of using AOF in MOEA/D on the search ability of our multiobjective fuzzy genetics-based machine learning (GBML). We also examine the synergy effect of MOEA/D with AOF and parallel distributed implementation of fuzzy GBML on the generalization ability.

In the past few years, multi-objective optimization algorithms have been extensively applied in several fields including engineering design problems. A major reason is the advancement of evolutionary multi-objective optimization (EMO) algorithms that are able to find a set of non-dominated points spread on the respective Pareto-optimal front in a single simulation. Besides just finding a set of Pareto-optimal solutions, one is often interested in capturing knowledge about the variation of variable values over the Pareto-optimal front. Recent innovization approaches for knowledge discovery from Pareto-optimal solutions remain as a major activity in this direction. In this article, a different data-fitting approach for continuous parameterization of the Pareto-optimal front is presented. Cubic B-spline basis functions are used for fitting the data returned by an EMO procedure in a continuous variable space. No prior knowledge about the order in the data is assumed. An automatic procedure for detecting gaps in the Pareto-optimal front is also implemented. The algorithm takes points returned by the EMO as input and returns the control points of the B-spline manifold representing the Pareto-optimal set. Results for several standard and engineering, bi-objective and tri-objective optimization problems demonstrate the usefulness of the proposed procedure.

A ring-hierarchy-based evolutionary algorithm for multimodal multi-objective optimization

In the field of preference-based evolutionary multiobjective optimization, optimization algorithms are required to search for the Pareto optimal solutions preferred by the decision maker (DM). The reference point is a type of techniques that effectively describe the preferences of DM. So far, the reference point is either static or interactive with the evolutionary process. However, the existing reference point techniques do not cover all application scenarios. A novel case, i.e., the reference point changes over time due to the environment change, has not been considered. This paper focuses on the multiobjective optimization problems with dynamic preferences of the DM. First, we propose a change model of the reference point to simulate the change of the preference by the DM over time. Then, a dynamic preference-based multiobjective evolutionary algorithm framework with a clonal selection algorithm (ĝa-NSCSA) and a genetic algorithm (ĝa-NSGA-II) is designed to solve such kind of optimization problems. In addition, in terms of practical applications, the experiments on the portfolio optimization problems with the dynamic reference point model are tested. Experimental results on the benchmark problems and the practical applications show that ĝa-NSCSA exhibits better performance among the compared optimization algorithms.

A large number of non-dominated solutions are often obtained by a single run of an evolutionary multiobjective optimization (EMO) algorithm. In the EMO research area, it is usually assumed that a single solution is to be chosen from the obtained non-dominated solutions by the decision maker. It is, however, time-consuming and not easy for the decision maker to examine a large number of obtained non-dominated solutions. Motivated by these discussions, we proposed single-objective and multiobjective formulations of solution selection problems to present only a small number of representative non-dominated solutions to the decision maker in our former study. The basic idea is to minimize the number of solutions to be presented while maximizing their hypervolume. A number of single-objective formulations can be derived from such a two-objective solution selection problem. In this paper, single-objective rule selection is performed as a post-processing procedure of EMO algorithms to select a prespecified number of non-dominated solutions (e.g., 10 or 20 solutions). Through computational experiments on multiobjective 0/1 knapsack problems, we examine the characteristic features of selected non-dominated solutions. We also examine the effect of the choice of a reference point for hypervolume calculation on the distribution of selected non-dominated solutions.

Evolutionary Multi-objective Optimization (EMO) is a hot research direction nowadays and one of the state-of-the-art evolutionary multi-objective optimization algorithms ——NSGA-II has gain wide attention and application in many fields. Gene Expression Programming (GEP) has a powerful search capability, but falls into local optimum easily. Based on the transformed GEP, NSGA-II and the virus evolution mechanism, a new multi-objective evolutionary algorithm GEP Virus NSGA-II is proposed. With the infection operation of virus population, the diversity of the host population is increased, and it’s much easier to jump out of the local optimum. And this algorithm has got good experimental results on 9 standard test problems.

Evolutionary algorithms have been widely used to tackle multi-objective optimization problems. Despite many successful applications there is a lack of theoretical knowledge on how and why this type of algorithm works particularly well for multi-objective problems. This special issue presents current advances to the theoretical understanding of evolutionary algorithms for multi-objective optimization. It comprises four very high quality papers which have been selected via a rigorous reviewing process. The first paper “On the Effect of Populations in Evolutionary Multi-Objective Optimisation” by Oliver Giel and Per Kristian Lehre studies the basic question whether a population is provably useful to compute the whole Pareto front of a multi-objective optimization problem. They compare restart strategies of several single-objective approaches based on one individual to a natural multi-objective approach using a population. Their analyses point out the benefits of the multi-objective evolutionary algorithm in a rigorous way. Using illustrative example functions they provide not only proven results but also a good intuition about why population-based approaches can outperform individual-based approaches in multi-objective optimization. The paper “Exploring the Runtime of an Evolutionary Algorithm for the Multi-Objective Shortest Path Problem” by Christian Horoba examines the behavior of evolutionary algorithms for the classical NP-hard multi-objective shortest path problem. The author considers an evolutionary approach based on -dominance and proves that this algorithm constitutes a fully polynomial-time randomized approximation scheme (FPRAS) for the problem. The algorithm achieves this by mimicking a problemspecific algorithm for that problem. This provides general insight into why evolutionary algorithms can perform well for problems that allow for efficient problem-specific algorithms. Hypervolume-based algorithms have become very popular in evolutionary multiobjective optimization. In the paper, “An Efficient Algorithm for Computing Hypervolume Contributions,” Karl Bringmann and Tobias Friedrich present a faster algorithm for determining the individual with the smallest hypervolume contribution in a given population. Furthermore, they study the problem of removing λ > 1 individuals with the smallest hypervolume contribution from a given population and present an elegant and fast method to carry out this task.

Evolutionary algorithm has gained a worldwide popularity among multi-objective optimization. The paper proposes a self-adaptive evolutionary algorithm (called SEA) for multi-objective optimization. In the SEA, the probability of crossover and mutation, P cand P m, are varied depending on the fitness values of the solutions. Fitness assignment of SEA realizes the twin goals of maintaining diversity in the population and guiding the population to the true Pareto Front; fitness value of individual not only depends on improved density estimation but also depends on non-dominated rank. The density estimation can keep diversity in all instances including when scalars of all objectives are much different from each other. SEA is compared against the Non-dominated Sorting Genetic Algorithm (NSGA-II) on a set of test problems introduced by the MOEA community. Simulated results show that SEA is as effective as NSGA-II in most of test functions, but when scalar of objectives are much different from each other, SEA has better distribution of non-dominated solutions.

Evolutionary multi-objective optimization (EMO) algorithms have become prevalent and obtained a great success for solving two- or three-objective problems. However, with the number of objectives increases, most of the algorithms cannot perform well due to the expansion of the objective space. Therefore, there is an urgent need for improving EMO algorithms to handle many-objective (four or more objectives) optimization problems (MaOPs). To this end, this paper proposes a parallel multi-strategy evolutionary algorithm (PMEA) to make full use of the advantages of different selection strategies. Specially, PMEA maintains three populations in parallel to select individuals based on three strategies as decomposition-based approach, indicator-based approach, and shift-based density estimation approach. PMEA uses message passing interface (MPI) to share the information after the selection of the three strategies, so that the advantages of diverse approaches can be utilized. In this way, PMEA can explore the objective space more thoroughly and thus achieve more promising performance. We evaluated PMEA on two frequently used MaOP suites and compared the results with several state-of-the-art many-objective peer algorithms. Numerical results demonstrate that PMEA can achieve a statistically superior performance, or at least highly competitive performance on most of the problems instances.

Within the field of evolutionary multi-objective optimization, there exists a class of problems where most evolutionary multi-objective optimization algorithms (EMOAs) suffer from a loss of diversity that remains unrecoverable for extended periods, namely “imbalanced problems”. Currently, the field of multi-objective optimization lacks rigorous quantitative characterization of imbalanced multi-objective optimization problems (MOPs) and systematic understanding of their impact on algorithmic performance. To address these limitations, we introduce two novel quantities: the global and local shrinkage-spread rates, which characterize population convergence and diversity dynamics during global exploration and local exploitation phases, respectively. Based on these quantities, we provide the first mathematical characterization of imbalanced MOPs and derive key theoretical properties through rigorous probabilistic analysis. Our theoretical result shows that the probability of achieving substantial diversity recovery is below 0.1 under given conditions, demonstrating that diversity recovery becomes extremely challenging once population diversity is lost. We further construct ten imbalanced MOPs in which the difficulty of maintaining population diversity can be precisely modulated through adjustable parameters. Using these benchmark problems, we conduct comparative experiments evaluating four representative EMOAs, i.e., NSGA-II, MOEA/D, RVEA, MOEA/D-M2M and DrEA, in terms of their diversity maintenance capabilities on imbalanced MOPs. The results provide both theoretical insights and practical guidance for designing robust EMOAs capable of handling imbalanced MOPs.

One advantage of evolutionary multiobjective optimization (EMO) algorithms over classical approaches is that many non-dominated solutions can be simultaneously obtained by their single run. This paper shows how this advantage can be utilized in genetic rule selection for the design of fuzzy rule-based classification systems. Our genetic rule selection is a two-stage approach. In the first stage, a pre-specified number of candidate rules are extracted from numerical data using a data mining technique. In the second stage, an EMO algorithm is used for finding non-dominated rule sets with respect to three objectives: to maximize the number of correctly classified training patterns, to minimize the number of rules, and to minimize the total rule length. Since the first objective is measured on training patterns, the evolution of rule sets tends to overfit to training patterns. The question is whether the other two objectives work as a safeguard against the overfitting. In this paper, we examine the effect of the three-objective formulation on the generalization ability (i.e., classification rates on test patterns) of obtained rule sets through computer simulations where many non-dominated rule sets are generated using an EMO algorithm for a number of high-dimensional pattern classification problems.

An important issue in hypervolume-based evolutionary multi-objective optimization (EMO) algorithms is the specification of a reference point for hypervolume calculation. However, its appropriate specification has not been carefully studied in the literature. Some recent studies have pointed out the importance and difficulty of the reference point specification. Its appropriate specification depends on problem characteristics such as the Pareto front shape and the number of objectives. In this paper, the difficulty of the reference point specification in hypervolume-based EMO algorithms is circumvented by using two reference points. Instead of using only a single reference point, we propose a new hypervolume-based EMO algorithm that can effectively utilize two reference points cooperatively. Experimental results show that the proposed algorithm has good and robust performance on a wide range of test problems. In comparison to hypervolume-based EMO algorithms with only a single reference point, the proposed algorithm can find a wider and more uniformly distributed solution set. On a recently proposed real-world problem suite, the proposed algorithm shows competitive performance in comparison to state-of-the-art algorithms.

In the design of evolutionary multiobjective optimization (EMO) algorithms, it is important to strike a balance between diversity and convergence. Traditional mask-based crossover operators for binary strings (e.g., one-point, two-point, and uniform) tend to decrease the spread of solutions along the Pareto front in EMO algorithms while they improve the convergence to part of the Pareto front. This is because such a crossover operator, which is called geometric crossover, always generates an offspring in the segment between its two parents under the Hamming distance in the genotype space. That is, the sum of the distances from the generated offspring to its two parents is always equal to the distance between the two parents. In this paper, we first propose a non-geometric binary crossover operator to generate an offspring outside the segment between its two parents. Next, we show some properties of our crossover operator. Then we examine its effects on the behavior of EMO algorithms through computational experiments on knapsack problems with two, four, and six objectives. Experimental results show that our crossover operator can increase the spread of solutions along the Pareto front in EMO algorithms without severely degrading their convergence property. As a result, our crossover operator improves some overall performance measures such as the hypervolume.

Most evolutionary multiobjective optimization algorithms are designed to approximate the entire Pareto front. During the last decade, a series of preference-based evolutionary algorithms have been developed, where a part of the Pareto front is approximated by incorporating the preferences of a Decision Maker. However, only a few such algorithms are able to obtain well-distributed solutions covering the complete “region of interest” that is determined by a reference point. In this paper, a preference-based evolutionary algorithm for approximating the region of interest is proposed. It is based on the state-of-the-art genetic algorithm NSGA-II and the CHIM approach introduced in the NBI method which is used to obtain uniformly distributed solutions in the region of interest. The efficiency of the proposed algorithm has been experimentally evaluated and compared to other state-of-the-art multiobjective preference-based evolutionary algorithms by solving a set of multiobjective optimization benchmark problems. It has been shown that the incorporation of the Decision Maker’s preferences and the CHIM approach into the NSGA-II algorithm allows approximating the whole region of interest accurately while maintaining a good distribution of the obtained solutions.