This paper describes a scalable algorithm for solving multiobjective decomposable problems by combining the hierarchical Bayesian optimization algorithm (hBOA) with the nondominated sorting genetic algorithm (NSGA-II) and clustering in the objective space. It is first argued that for good scalability, clustering or some other form of niching in the objective space is necessary and the size of each niche should be approximately equal. Multiobjective hBOA (mohBOA) is then described that combines hBOA, NSGA-II and clustering in the objective space. The algorithm mohBOA differs from the multiobjective variants of BOA and hBOA proposed in the past by including clustering in the objective space and allocating an approximately equally sized portion of the population to each cluster. The algorithm mohBOA is shown to scale up well on a number of problems on which standard multiobjective evolutionary algorithms perform poorly.
The paper analyzes the scalability of multiobjective estimation of distribution algorithms (MOEDAs) on a class of boundedly-difficult additively-separable multiobjective optimization problems. The paper illustrates that even if the linkage is correctly identified, massive multimodality of the search problems can easily overwhelm the nicher and lead to exponential scale-up. Facetwise models are subsequently used to propose a growth rate of the number of differing substructures between the two objectives to avoid the niching method from being overwhelmed and lead to polynomial scalability of MOEDAs.
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.
This paper discusses scalability of standard genetic programming (GP) and the probabilistic incremental program evolution (PIPE). To investigate the need for both effective mixing and linkage learning, two test problems are considered: ORDER problem, which is rather easy for any recombination-based GP, and TRAP or the deceptive trap problem, which requires the algorithm to learn interactions among subsets of terminals. The scalability results show that both GP and PIPE scale up polynomially with problem size on the simple ORDER problem, but they both scale up exponentially on the deceptive problem. This indicates that while standard recombination is sufficient when no interactions need to be considered, for some problems linkage learning is necessary. These results are in agreement with the lessons learned in the domain of binary-string genetic algorithms (GAs). Furthermore, the paper investigates the effects of introducing utnnecessary and irrelevant primitives on the performance of GP and PIPE.
Recently, a deep reinforcement learning method is proposed to solve multiobjective optimization problem. In this method, the multiobjective optimization problem is decomposed to a number of single-objective optimization subproblems and all the subproblems are optimized in a collaborative manner. Each subproblem is modeled with a pointer network and the model is trained with reinforcement learning. However, when pointer network extracts the features of an instance, it ignores the underlying structure information of the input nodes. Thus, this paper proposes a multiobjective deep reinforcement learning method using decomposition and attention model to solve multiobjective optimization problem. In our method, each subproblem is solved by an attention model, which can exploit the structure features as well as node features of input nodes. The experiment results on multiobjective travelling salesman problem show the proposed algorithm achieves better performance compared with the previous method.