A Primary Theoretical Study on Decomposition-Based Multiobjective Evolutionary Algorithms

Decomposition-based multiobjective evolutionary algorithms (MOEAs) have been studied a lot and have been widely and successfully used in practice. However, there are no related theoretical studies on this kind of MOEAs. In this paper, we theoretically analyze the MOEAs based on decomposition. First, we analyze the runtime complexity with two basic simple instances. In both cases the Pareto front have oneto-one map to the decomposed subproblems or not. Second, we analyze the runtime complexity on two difficult instances with bad neighborhood relations in fitness space or decision space. Our studies show that: 1) in certain cases, polynomialsized evenly distributed weight parameters-based decomposition cannot map each point in a polynomial sized Pareto front to a subproblem; 2) an ideal serialized algorithm can be very efficient on some simple instances; 3) the standard MOEA based on decomposition can benefit a runtime cut of a constant fraction from its neighborhood coevolution scheme; and 4) the standard MOEA based on decomposition performs well on difficult instances because both the Pareto domination-based and the scalar subproblem-based search schemes are combined in a proper way.

[1]  Stefan Droste,et al.  Design and Management of Complex Technical Processes and Systems by means of Computational Intelligence Methods Analysis of the (1+1) EA for a Noisy OneMax , 2004 .

[2]  B. Hajek Hitting-time and occupation-time bounds implied by drift analysis with applications , 1982, Advances in Applied Probability.

[3]  Francisco Herrera,et al.  A New Multiobjective Evolutionary Algorithm for Mining a Reduced Set of Interesting Positive and Negative Quantitative Association Rules , 2014, IEEE Transactions on Evolutionary Computation.

[4]  Jun Zhang,et al.  Cloud Computing Resource Scheduling and a Survey of Its Evolutionary Approaches , 2015, ACM Comput. Surv..

[5]  Antonin Ponsich,et al.  A Survey on Multiobjective Evolutionary Algorithms for the Solution of the Portfolio Optimization Problem and Other Finance and Economics Applications , 2013, IEEE Transactions on Evolutionary Computation.

[6]  Xin Yao,et al.  Runtime Analysis of Evolutionary Algorithms for Discrete Optimization , 2011, Theory of Randomized Search Heuristics.

[7]  Yong Wang,et al.  A Multiobjective Optimization-Based Evolutionary Algorithm for Constrained Optimization , 2006, IEEE Transactions on Evolutionary Computation.

[8]  Carsten Witt,et al.  Tight Bounds on the Optimization Time of a Randomized Search Heuristic on Linear Functions† , 2013, Combinatorics, Probability and Computing.

[9]  Dirk Sudholt,et al.  On the analysis of the (1+1) memetic algorithm , 2006, GECCO.

[10]  Qingfu Zhang,et al.  Multiobjective Optimization Problems With Complicated Pareto Sets, MOEA/D and NSGA-II , 2009, IEEE Transactions on Evolutionary Computation.

[11]  Frank Neumann,et al.  A Parameterized Runtime Analysis of Simple Evolutionary Algorithms for Makespan Scheduling , 2012, PPSN.

[12]  Murat Köksalan,et al.  A Territory Defining Multiobjective Evolutionary Algorithms and Preference Incorporation , 2010, IEEE Transactions on Evolutionary Computation.

[13]  Yang Yu,et al.  An analysis on recombination in multi-objective evolutionary optimization , 2013, Artif. Intell..

[14]  Kalyanmoy Deb,et al.  An Interactive Evolutionary Multiobjective Optimization Method Based on Progressively Approximated Value Functions , 2010, IEEE Transactions on Evolutionary Computation.

[15]  Yuren Zhou,et al.  A comparative runtime analysis of heuristic algorithms for satisfiability problems , 2009, Artif. Intell..

[16]  Qingfu Zhang,et al.  Decomposition-Based Multiobjective Evolutionary Algorithm With an Ensemble of Neighborhood Sizes , 2012, IEEE Transactions on Evolutionary Computation.

[17]  Thomas Jansen,et al.  Analyzing Evolutionary Algorithms: The Computer Science Perspective , 2012 .

[18]  Ingo Wegener,et al.  Randomized local search, evolutionary algorithms, and the minimum spanning tree problem , 2004, Theor. Comput. Sci..

[19]  Jiannong Cao,et al.  Multiple Populations for Multiple Objectives: A Coevolutionary Technique for Solving Multiobjective Optimization Problems , 2013, IEEE Transactions on Cybernetics.

[20]  Benjamin Doerr,et al.  Drift analysis , 2011, GECCO.

[21]  T. Ray,et al.  Multilayer dielectric filter design using a multiobjective evolutionary algorithm , 2005, IEEE Transactions on Antennas and Propagation.

[22]  Marco Laumanns,et al.  Running time analysis of multiobjective evolutionary algorithms on pseudo-Boolean functions , 2004, IEEE Transactions on Evolutionary Computation.

[23]  Qingfu Zhang,et al.  On the convergence of a class of estimation of distribution algorithms , 2004, IEEE Transactions on Evolutionary Computation.

[24]  Athanasios V. Vasilakos,et al.  On Convergence of Differential Evolution Over a Class of Continuous Functions With Unique Global Optimum , 2012, IEEE Transactions on Systems, Man, and Cybernetics, Part B (Cybernetics).

[25]  Ujjwal Maulik,et al.  Survey of Multiobjective Evolutionary Algorithms for Data Mining: Part II , 2014, IEEE Transactions on Evolutionary Computation.

[26]  Xin Yao,et al.  Drift analysis and average time complexity of evolutionary algorithms , 2001, Artif. Intell..

[27]  Xin Yao,et al.  Two_Arch2: An Improved Two-Archive Algorithm for Many-Objective Optimization , 2015, IEEE Transactions on Evolutionary Computation.

[28]  Meie Shen,et al.  Bi-Velocity Discrete Particle Swarm Optimization and Its Application to Multicast Routing Problem in Communication Networks , 2014, IEEE Transactions on Industrial Electronics.

[29]  Kalyanmoy Deb,et al.  An Evolutionary Many-Objective Optimization Algorithm Using Reference-Point-Based Nondominated Sorting Approach, Part I: Solving Problems With Box Constraints , 2014, IEEE Transactions on Evolutionary Computation.

[30]  Xin Yao,et al.  Analysis of Computational Time of Simple Estimation of Distribution Algorithms , 2010, IEEE Transactions on Evolutionary Computation.

[31]  Kalyanmoy Deb,et al.  A fast and elitist multiobjective genetic algorithm: NSGA-II , 2002, IEEE Trans. Evol. Comput..

[32]  Benjamin Doerr,et al.  Black-box complexities of combinatorial problems , 2013, Theor. Comput. Sci..

[33]  Jun Zhang,et al.  Competitive and cooperative particle swarm optimization with information sharing mechanism for global optimization problems , 2015, Inf. Sci..

[34]  Hisao Ishibuchi,et al.  Simultaneous use of different scalarizing functions in MOEA/D , 2010, GECCO '10.

[35]  Benjamin Doerr,et al.  Multiplicative drift analysis , 2010, GECCO.

[36]  Carsten Witt,et al.  Runtime Analysis of the ( μ +1) EA on Simple Pseudo-Boolean Functions , 2006 .

[37]  Jun Zhang,et al.  Renumber Coevolutionary Multiswarm Particle Swarm Optimization for Multi-objective Workflow Scheduling on Cloud Computing Environment , 2015, GECCO.

[38]  Jun Zhang,et al.  Fast Micro-Differential Evolution for Topological Active Net Optimization , 2016, IEEE Transactions on Cybernetics.

[39]  Peter A. N. Bosman,et al.  On Gradients and Hybrid Evolutionary Algorithms for Real-Valued Multiobjective Optimization , 2012, IEEE Transactions on Evolutionary Computation.

[40]  Thomas Stützle,et al.  A Two-Phase Local Search for the Biobjective Traveling Salesman Problem , 2003, EMO.

[41]  Yang Yu,et al.  Switch Analysis for Running Time Analysis of Evolutionary Algorithms , 2015, IEEE Transactions on Evolutionary Computation.

[42]  Hisao Ishibuchi,et al.  Adaptation of Scalarizing Functions in MOEA/D: An Adaptive Scalarizing Function-Based Multiobjective Evolutionary Algorithm , 2009, EMO.

[43]  Tong Heng Lee,et al.  Evolutionary algorithms with dynamic population size and local exploration for multiobjective optimization , 2001, IEEE Trans. Evol. Comput..

[44]  Thomas Jansen,et al.  Analyzing Evolutionary Algorithms , 2015, Natural Computing Series.

[45]  Xin Yao,et al.  On the approximation ability of evolutionary optimization with application to minimum set cover , 2010, Artif. Intell..

[46]  Per Kristian Lehre,et al.  On the Impact of Mutation-Selection Balance on the Runtime of Evolutionary Algorithms , 2012, IEEE Trans. Evol. Comput..

[47]  Qingfu Zhang,et al.  The performance of a new version of MOEA/D on CEC09 unconstrained MOP test instances , 2009, 2009 IEEE Congress on Evolutionary Computation.

[48]  Ujjwal Maulik,et al.  A Survey of Multiobjective Evolutionary Algorithms for Data Mining: Part I , 2014, IEEE Transactions on Evolutionary Computation.

[49]  Shiu Yin Yuen,et al.  A Multiobjective Evolutionary Algorithm That Diversifies Population by Its Density , 2012, IEEE Transactions on Evolutionary Computation.

[50]  Anne Auger,et al.  Theory of Randomized Search Heuristics: Foundations and Recent Developments , 2011, Theory of Randomized Search Heuristics.

[51]  Xin Yao,et al.  On the Easiest and Hardest Fitness Functions , 2012, IEEE Transactions on Evolutionary Computation.

[52]  Qingfu Zhang,et al.  An External Archive Guided Multiobjective Evolutionary Algorithm Based on Decomposition for Combinatorial Optimization , 2015, IEEE Transactions on Evolutionary Computation.

[53]  Frank Neumann,et al.  Bioinspired computation in combinatorial optimization: algorithms and their computational complexity , 2012, GECCO '12.

[54]  Qingfu Zhang,et al.  Expensive Multiobjective Optimization by MOEA/D With Gaussian Process Model , 2010, IEEE Transactions on Evolutionary Computation.

[55]  Yang Yu,et al.  On the Effectiveness of Sampling for Evolutionary Optimization in Noisy Environments , 2014, PPSN.

[56]  Frank Neumann,et al.  Convergence of set-based multi-objective optimization, indicators and deteriorative cycles , 2012, Theor. Comput. Sci..

[57]  Thomas Jansen,et al.  Fixed budget computations: a different perspective on run time analysis , 2012, GECCO '12.

[58]  Peter J. Fleming,et al.  An Overview of Evolutionary Algorithms in Multiobjective Optimization , 1995, Evolutionary Computation.

[59]  Gexiang Zhang,et al.  A Many-Objective Evolutionary Algorithm With Enhanced Mating and Environmental Selections , 2015, IEEE Transactions on Evolutionary Computation.

[60]  Dirk Sudholt,et al.  A New Method for Lower Bounds on the Running Time of Evolutionary Algorithms , 2011, IEEE Transactions on Evolutionary Computation.

[61]  Carsten Witt,et al.  Runtime Analysis of the ( + 1) EA on Simple Pseudo-Boolean Functions , 2006, Evolutionary Computation.

[62]  Pietro Simone Oliveto,et al.  Simplified Drift Analysis for Proving Lower Bounds in Evolutionary Computation , 2008, Algorithmica.

[63]  Ingo Wegener,et al.  Methods for the Analysis of Evolutionary Algorithms on Pseudo-Boolean Functions , 2003 .

[64]  Ralph E. Steuer,et al.  An interactive weighted Tchebycheff procedure for multiple objective programming , 1983, Math. Program..

[65]  Jun Zhang,et al.  Orthogonal Learning Particle Swarm Optimization , 2009, IEEE Transactions on Evolutionary Computation.

[66]  Hisao Ishibuchi,et al.  Effects of using two neighborhood structures on the performance of cellular evolutionary algorithms for many-objective optimization , 2009, 2009 IEEE Congress on Evolutionary Computation.

[67]  Yang Yu,et al.  Running time analysis: Convergence-based analysis reduces to switch analysis , 2015, 2015 IEEE Congress on Evolutionary Computation (CEC).

[68]  Kay Chen Tan,et al.  Online Diversity Assessment in Evolutionary Multiobjective Optimization: A Geometrical Perspective , 2015, IEEE Transactions on Evolutionary Computation.

[69]  Qingfu Zhang,et al.  MOEA/D: A Multiobjective Evolutionary Algorithm Based on Decomposition , 2007, IEEE Transactions on Evolutionary Computation.

[70]  Mohammad Ali Abido,et al.  Multiobjective evolutionary algorithms for electric power dispatch problem , 2006, IEEE Transactions on Evolutionary Computation.

[71]  Frank Neumann,et al.  Theoretical analysis of two ACO approaches for the traveling salesman problem , 2011, Swarm Intelligence.

[72]  Kalyanmoy Deb,et al.  An Evolutionary Many-Objective Optimization Algorithm Using Reference-Point Based Nondominated Sorting Approach, Part II: Handling Constraints and Extending to an Adaptive Approach , 2014, IEEE Transactions on Evolutionary Computation.

[73]  Jun Zhang,et al.  Fuzzy-Based Pareto Optimality for Many-Objective Evolutionary Algorithms , 2014, IEEE Transactions on Evolutionary Computation.

[74]  Qingfu Zhang,et al.  A Population Prediction Strategy for Evolutionary Dynamic Multiobjective Optimization , 2014, IEEE Transactions on Cybernetics.

[75]  Jun Zhang,et al.  Differential Evolution with an Evolution Path: A DEEP Evolutionary Algorithm , 2015, IEEE Transactions on Cybernetics.