No Arabic abstract
Recently, the discretization of decision and objective spaces has been discussed in the literature. In some studies, it is shown that the decision space discretization improves the performance of evolutionary multi-objective optimization (EMO) algorithms on continuous multi-objective test problems. In other studies, it is shown that the objective space discretization improves the performance on combinatorial multi-objective problems. However, the effect of the simultaneous discretization of both spaces has not been examined in the literature. In this paper, we examine the effects of the decision space discretization, objective space discretization and simultaneous discretization on the performance of NSGA-II through computational experiments on the DTLZ and WFG problems. Using various settings about the number of decision variables and the number of objectives, our experiments are performed on four types of problems: standard problems, large-scale problems, many-objective problems, and large-scale many-objective problems. We show that the decision space discretization has a positive effect for large-scale problems and the objective space discretization has a positive effect for many-objective problems. We also show the discretization of both spaces is useful for large-scale many-objective problems.
Previous theory work on multi-objective evolutionary algorithms considers mostly easy problems that are composed of unimodal objectives. This paper takes a first step towards a deeper understanding of how evolutionary algorithms solve multi-modal multi-objective problems. We propose the OneJumpZeroJump problem, a bi-objective problem whose single objectives are isomorphic to the classic jump functions benchmark. We prove that the simple evolutionary multi-objective optimizer (SEMO) cannot compute the full Pareto front. In contrast, for all problem sizes~$n$ and all jump sizes $k in [4..frac n2 - 1]$, the global SEMO (GSEMO) covers the Pareto front in $Theta((n-2k)n^{k})$ iterations in expectation. To improve the performance, we combine the GSEMO with two approaches, a heavy-tailed mutation operator and a stagnation detection strategy, that showed advantages in single-objective multi-modal problems. Runtime improvements of asymptotic order at least $k^{Omega(k)}$ are shown for both strategies. Our experiments verify the {substantial} runtime gains already for moderate problem sizes. Overall, these results show that the ideas recently developed for single-objective evolutionary algorithms can be effectively employed also in multi-objective optimization.
Subset selection is an important component in evolutionary multiobjective optimization (EMO) algorithms. Clustering, as a classic method to group similar data points together, has been used for subset selection in some fields. However, clustering-based methods have not been evaluated in the context of subset selection from solution sets obtained by EMO algorithms. In this paper, we first review some classic clustering algorithms. We also point out that another popular subset selection method, i.e., inverted generational distance (IGD)-based subset selection, can be viewed as clustering. Then, we perform a comprehensive experimental study to evaluate the performance of various clustering algorithms in different scenarios. Experimental results are analyzed in detail, and some suggestions about the use of clustering algorithms for subset selection are derived. Additionally, we demonstrate that decision makers preference can be introduced to clustering-based subset selection.
Learning-based heuristics for solving combinatorial optimization problems has recently attracted much academic attention. While most of the existing works only consider the single objective problem with simple constraints, many real-world problems have the multiobjective perspective and contain a rich set of constraints. This paper proposes a multiobjective deep reinforcement learning with evolutionary learning algorithm for a typical complex problem called the multiobjective vehicle routing problem with time windows (MO-VRPTW). In the proposed algorithm, the decomposition strategy is applied to generate subproblems for a set of attention models. The comprehensive context information is introduced to further enhance the attention models. The evolutionary learning is also employed to fine-tune the parameters of the models. The experimental results on MO-VRPTW instances demonstrate the superiority of the proposed algorithm over other learning-based and iterative-based approaches.
Recently, increasing works have proposed to drive evolutionary algorithms using machine learning models. Usually, the performance of such model based evolutionary algorithms is highly dependent on the training qualities of the adopted models. Since it usually requires a certain amount of data (i.e. the candidate solutions generated by the algorithms) for model training, the performance deteriorates rapidly with the increase of the problem scales, due to the curse of dimensionality. To address this issue, we propose a multi-objective evolutionary algorithm driven by the generative adversarial networks (GANs). At each generation of the proposed algorithm, the parent solutions are first classified into real and fake samples to train the GANs; then the offspring solutions are sampled by the trained GANs. Thanks to the powerful generative ability of the GANs, our proposed algorithm is capable of generating promising offspring solutions in high-dimensional decision space with limited training data. The proposed algorithm is tested on 10 benchmark problems with up to 200 decision variables. Experimental results on these test problems demonstrate the effectiveness of the proposed algorithm.
Benchmarking plays an important role in the development of novel search algorithms as well as for the assessment and comparison of contemporary algorithmic ideas. This paper presents common principles that need to be taken into account when considering benchmarking problems for constrained optimization. Current benchmark environments for testing Evolutionary Algorithms are reviewed in the light of these principles. Along with this line, the reader is provided with an overview of the available problem domains in the field of constrained benchmarking. Hence, the review supports algorithms developers with information about the merits and demerits of the available frameworks.