Accelerating convergence towards the optimal pareto front

Evolutionary algorithms have been very popular optimization methods for a wide variety of applications. However, in spite of their advantages, their computational cost is still a prohibitive factor in certain real-world applications involving expensive (computationally speaking) fitness function evaluations. In this paper, we depart from the observation that nature's survival of the fittest is not about exact measures of fitness; rather it is about rankings among competing peers. Thus, by exploiting this natural tolerance for imprecision, we propose here a new, fuzzy granules-based approach for reducing the number of necessary function calls involving time consuming real-world problems. Our proposed approach is compared with respect to the standard NSGA-II, using the Set Coverage, Hypervolume and Generational Distance performance measures. Our results indicate that our proposed approach is a very promising alternative for dealing with multi-objective optimization problems involving expensive fitness function evaluations.

[1]  Yaochu Jin,et al.  A comprehensive survey of fitness approximation in evolutionary computation , 2005, Soft Comput..

[2]  J. Rezaei,et al.  Multi-objective models for lot-sizing with supplier selection , 2011 .

[3]  Carlos A. Coello Coello,et al.  A study of fitness inheritance and approximation techniques for multi-objective particle swarm optimization , 2005, 2005 IEEE Congress on Evolutionary Computation.

[4]  Eckart Zitzler,et al.  Evolutionary algorithms for multiobjective optimization: methods and applications , 1999 .

[5]  Thomas J. Santner,et al.  The Design and Analysis of Computer Experiments , 2003, Springer Series in Statistics.

[6]  Bernard De Baets,et al.  Is Fitness Inheritance Useful for Real-World Applications? , 2003, EMO.

[7]  Mohammad R. Akbarzadeh-Totonchi,et al.  Perception-based evolutionary optimization: Outline of a novel approach to optimization and problem solving , 2010, 2010 IEEE International Conference on Systems, Man and Cybernetics.

[8]  Lakhmi C. Jain,et al.  Evolutionary Multiobjective Optimization , 2005, Evolutionary Multiobjective Optimization.

[9]  Wei Shyy,et al.  Response surface techniques for diffuser shape optimization , 1997 .

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

[11]  Naser Pariz,et al.  A novel general framework for evolutionary optimization: Adaptive fuzzy fitness granulation , 2007, 2007 IEEE Congress on Evolutionary Computation.

[12]  Lotfi A. Zadeh,et al.  Fuzzy sets and information granularity , 1996 .

[13]  Bernard De Baets,et al.  Fitness inheritance in multiple objective evolutionary algorithms: A test bench and real-world evaluation , 2008, Appl. Soft Comput..

[14]  Thomas J. Santner,et al.  Design and analysis of computer experiments , 1998 .

[15]  Eric C. van Berkum,et al.  Multi objective optimization of traffic systems using dynamic traffic management measures. , 2009 .

[16]  Eric C. van Berkum,et al.  Comparison of multi objective evolutionary algorithms for optimization of externalities using dynamic traffic management measures. (Paper 11-1771) , 2011 .

[17]  C. Poloni,et al.  Hybridization of a multi-objective genetic algorithm, a neural network and a classical optimizer for a complex design problem in fluid dynamics , 2000 .

[18]  Murray Smith,et al.  Neural Networks for Statistical Modeling , 1993 .

[19]  Vladik Kreinovich,et al.  Handbook of Granular Computing , 2008 .

[20]  C. Coello,et al.  Cultured differential evolution for constrained optimization , 2006 .

[21]  Raphael T. Haftka,et al.  Response surface approximation of Pareto optimal front in multi-objective optimization , 2007 .

[22]  Marco Laumanns,et al.  Scalable Test Problems for Evolutionary Multiobjective Optimization , 2005, Evolutionary Multiobjective Optimization.

[23]  Edmondo A. Minisci,et al.  Multi-objective evolutionary optimization of subsonic airfoils by kriging approximation and evolution control , 2005, 2005 IEEE Congress on Evolutionary Computation.

[24]  Y. Yao Information granulation and rough set approximation , 2001 .

[25]  Gary B. Lamont,et al.  Evolutionary Algorithms for Solving Multi-Objective Problems , 2002, Genetic Algorithms and Evolutionary Computation.

[26]  R. K. Ursem Multi-objective Optimization using Evolutionary Algorithms , 2009 .

[27]  Robert E. Smith,et al.  Fitness inheritance in genetic algorithms , 1995, SAC '95.

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

[29]  Gary B. Lamont,et al.  Multiobjective evolutionary algorithms: classifications, analyses, and new innovations , 1999 .

[30]  Carlos A. Coello Coello,et al.  A Fitness Granulation Approach for Large-Scale Structural Design Optimization , 2012, Variants of Evolutionary Algorithms for Real-World Applications.

[31]  Carlos A. Coello Coello,et al.  A Review of Techniques for Handling Expensive Functions in Evolutionary Multi-Objective Optimization , 2010 .

[32]  Hirotaka Nakayama,et al.  Optimization for Black-box Objective Functions , 2006 .

[33]  Juan J. Alonso,et al.  Aircraft design optimization , 2009, Math. Comput. Simul..

[34]  Kevin Tucker,et al.  Response surface approximation of pareto optimal front in multi-objective optimization , 2004 .

[35]  Bernhard Sendhoff,et al.  Generalizing Surrogate-Assisted Evolutionary Computation , 2010, IEEE Transactions on Evolutionary Computation.

[36]  Carlos A. Coello Coello,et al.  Evolutionary hidden information detection by granulation-based fitness approximation , 2010, Appl. Soft Comput..