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This paper proposes a new parent selection method for reducing the effect of evaluation time bias in asynchronous parallel evolutionary algorithms (APEAs). APEAs have the advantage of increasing computational efficiency even when the evaluation times of solutions differ. However, APEAs have a problem that their search direction is biased toward the search region with a short evaluation time. The proposed parent selection method considers the search frequency of solutions to reduce such an adverse influence of APEAs while maintaining their computational efficiency. We conduct experiments on toy problems that reproduce the evaluation time bias on multi-objective optimization problems to investigate the effectiveness of the proposed method. The experiments use NSGA-III, a well-known multi-objective evolutionary algorithm. In the experiments, we compare the proposed method with the synchronous and asynchronous methods. The experimental results reveal that the proposed method can reduce the effect of the evaluation time bias while reducing the computing time of the parallel NSGA-III.
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.
Over the last three decades, a large number of evolutionary algorithms have been developed for solving multiobjective optimization problems. However, there lacks an up-to-date and comprehensive software platform for researchers to properly benchmark existing algorithms and for practitioners to apply selected algorithms to solve their real-world problems. The demand of such a common tool becomes even more urgent, when the source code of many proposed algorithms has not been made publicly available. To address these issues, we have developed a MATLAB platform for evolutionary multi-objective optimization in this paper, called PlatEMO, which includes more than 50 multi-objective evolutionary algorithms and more than 100 multi-objective test problems, along with several widely used performance indicators. With a user-friendly graphical user interface, PlatEMO enables users to easily compare several evolutionary algorithms at one time and collect statistical results in Excel or LaTeX files. More importantly, PlatEMO is completely open source, such that users are able to develop new algorithms on the basis of it. This paper introduces the main features of PlatEMO and illustrates how to use it for performing comparative experiments, embedding new algorithms, creating new test problems, and developing performance indicators. Source code of PlatEMO is now available at: http://bimk.ahu.edu.cn/index.php?s=/Index/Software/index.html.
Subset selection is an interesting and important topic in the field of evolutionary multi-objective optimization (EMO). Especially, in an EMO algorithm with an unbounded external archive, subset selection is an essential post-processing procedure to select a pre-specified number of solutions as the final result. In this paper, we discuss the efficiency of greedy subset selection for the hypervolume, IGD and IGD+ indicators. Greedy algorithms usually efficiently handle subset selection. However, when a large number of solutions are given (e.g., subset selection from tens of thousands of solutions in an unbounded external archive), they often become time-consuming. Our idea is to use the submodular property, which is known for the hypervolume indicator, to improve their efficiency. First, we prove that the IGD and IGD+ indicators are also submodular. Next, based on the submodular property, we propose an efficient greedy inclusion algorithm for each indicator. Then, we demonstrate through computational experiments that the proposed algorithms are much faster than the standard greedy subset selection algorithms.
Multi-objective optimization problems are ubiquitous in real-world science, engineering and design optimization problems. It is not uncommon that the objective functions are as a black box, the evaluation of which usually involve time-consuming and/or costly physical experiments. Data-driven evolutionary optimization can be used to search for a set of non-dominated trade-off solutions, where the expensive objective functions are approximated as a surrogate model. In this paper, we propose a framework for implementing batched data-driven evolutionary multi-objective optimization. It is so general that any off-the-shelf evolutionary multi-objective optimization algorithms can be applied in a plug-in manner. In particular, it has two unique components: 1) based on the Karush-Kuhn-Tucker conditions, a manifold interpolation approach that explores more diversified solutions with a convergence guarantee along the manifold of the approximated Pareto-optimal set; and 2) a batch recommendation approach that reduces the computational time of the optimization process by evaluating multiple samples at a time in parallel. Experiments on 136 benchmark test problem instances with irregular Pareto-optimal front shapes against six state-of-the-art surrogate-assisted EMO algorithms fully demonstrate the effectiveness and superiority of our proposed framework. In particular, our proposed framework is featured with a faster convergence and a stronger resilience to various PF shapes.
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.