Investigation of Asynchrony in Dynamic Multi-Objective Optimization

Dynamic multi-objective optimization problems are very common in many real-world applications. Such problems are often characterized by time varying objectives, constraints or parameters. Consideration of dynamics is typically limited to a single dynamic time scale; a restriction on the realistic description of real-world scenarios. In this paper, we investigate the effects of asynchrony on algorithm performance for two and three objective benchmark optimization problems with two independent time variables. The independent update of these time variables is parameterized on a logarithmic scale between slow-relative change, synchronous change and fast-relative changes. To evaluate the effect of the asynchronous modes, six established multi-objective optimization algorithms, tailored specifically for dynamic problems, were used to solve the problems. The hybrid-based methods achieve significantly better hypervolume and generational distance measurements when compared to random re-initialization, diversity focused and population prediction methods. Interestingly, for selected values of the change-frequency parameter, the best operating ranges of the algorithms differ. The benefits of mutation over replacement in diversity schemes are observed. Future application to power, economic and chemical scenarios are proposed.

[1]  Kalyanmoy Deb,et al.  Dynamic multiobjective optimization problems: test cases, approximations, and applications , 2004, IEEE Transactions on Evolutionary Computation.

[2]  Günter Rudolph,et al.  Evolutionary Optimization of Dynamic Multiobjective Functions , 2006 .

[3]  Von der Fakult Evolutionary Algorithms and Dynamic Optimization Problems , 2003 .

[4]  Ronald W. Morrison,et al.  Designing Evolutionary Algorithms for Dynamic Environments , 2004, Natural Computing Series.

[5]  Hendrik Richter,et al.  Dynamic Fitness Landscape Analysis , 2013 .

[6]  Lamjed Ben Said,et al.  A dynamic multi-objective evolutionary algorithm using a change severity-based adaptive population management strategy , 2015, Soft Computing.

[7]  Shengxiang Yang,et al.  Evolutionary Dynamic Optimization: Methodologies , 2013 .

[8]  Hendrik Richter,et al.  Solving Dynamic Constrained Optimization Problems with Asynchronous Change Pattern , 2011, EvoApplications.

[9]  Yuping Wang,et al.  Dynamic Multi-objective Optimization Evolutionary Algorithm , 2007, Third International Conference on Natural Computation (ICNC 2007).

[10]  Shengxiang Yang,et al.  A Scalable Test Suite for Continuous Dynamic Multiobjective Optimization , 2019, IEEE Transactions on Cybernetics.

[11]  Andries Petrus Engelbrecht,et al.  Performance measures for dynamic multi-objective optimisation algorithms , 2013, Inf. Sci..

[12]  Kay Chen Tan,et al.  Evolutionary Dynamic Multiobjective Optimization Via Kalman Filter Prediction , 2016, IEEE Transactions on Cybernetics.

[13]  Kapil Gupta,et al.  Dynamic Optimization of Chemical Processes using Ant Colony Framework , 2001, Comput. Chem..

[14]  Yang Luo,et al.  Multi-objective dynamic optimal power flow of wind integrated power systems considering demand response , 2019, CSEE Journal of Power and Energy Systems.

[15]  Christos Georgakis,et al.  Dynamic Optimization of a Batch Pharmaceutical Reaction using the Design of Dynamic Experiments (DoDE): the Case of an Asymmetric Catalytic Hydrogenation Reaction , 2010 .

[16]  Andries Petrus Engelbrecht,et al.  Benchmarks for dynamic multi-objective optimisation , 2013, 2013 IEEE Symposium on Computational Intelligence in Dynamic and Uncertain Environments (CIDUE).

[17]  Jürgen Branke,et al.  Evolutionary optimization in uncertain environments-a survey , 2005, IEEE Transactions on Evolutionary Computation.

[18]  Xin Yao,et al.  Dynamic Multi-objective Optimization: A Survey of the State-of-the-Art , 2013 .

[19]  Lothar Thiele,et al.  Comparison of Multiobjective Evolutionary Algorithms: Empirical Results , 2000, Evolutionary Computation.

[20]  Kalyanmoy Deb,et al.  Dynamic Multi-objective Optimization and Decision-Making Using Modified NSGA-II: A Case Study on Hydro-thermal Power Scheduling , 2007, EMO.

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

[22]  Karsten Weicker,et al.  Evolutionary algorithms and dynamic optimization problems , 2003 .

[23]  Nelson Rangel-Valdez,et al.  Modeling and Project Portfolio Selection Problem Enriched with Dynamic Allocation of Resources , 2018, Fuzzy Logic Augmentation of Neural and Optimization Algorithms.

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

[25]  Lamjed Ben Said,et al.  Dynamic Multi-objective Optimization Using Evolutionary Algorithms: A Survey , 2017, Recent Advances in Evolutionary Multi-objective Optimization.

[26]  Dong Yue,et al.  Adaptive grid based multi-objective Cauchy differential evolution for stochastic dynamic economic emission dispatch with wind power uncertainty , 2017, PloS one.

[27]  Helen G. Cobb,et al.  An Investigation into the Use of Hypermutation as an Adaptive Operator in Genetic Algorithms Having Continuous, Time-Dependent Nonstationary Environments , 1990 .

[28]  Jürgen Branke,et al.  Memory enhanced evolutionary algorithms for changing optimization problems , 1999, Proceedings of the 1999 Congress on Evolutionary Computation-CEC99 (Cat. No. 99TH8406).

[29]  Hussein A. Abbass,et al.  A Benchmark Test Suite for Dynamic Evolutionary Multiobjective Optimization , 2017, IEEE Transactions on Cybernetics.