A new multi-objective evolutionary algorithm: neighbourhood exploring evolution strategy

This article proposes a new multi-objective evolutionary algorithm, called neighbourhood exploring evolution strategy (NEES). This approach incorporates the idea of neighbourhood exploration together with other techniques commonly used in the multi-objective evolutionary optimization literature (namely, non-dominated sorting and diversity preservation mechanisms). The main idea of the proposed approach was derived from a single-objective evolutionary algorithm, called the line-up competition algorithm (LCA), and it consists of assigning neighbourhoods of different sizes to different solutions. Within each neighbourhood, new solutions are generated using a (1+λ)-ES (evolution strategy). This scheme naturally balances the effect of local search (which is performed by the neighbourhood exploration mechanism) with that of the global search performed by the algorithm, and gradually impels the population to progress towards the true Pareto-optimal front of the problem to explore the extent of that front. Three versions of the proposal are studied: a (1+1)-NEES, a (1+2)-NEES and a (1+4)-NEES. Such approaches are validated on a set of standard test problems reported in the specialized literature. Simulation results indicate that, for continuous numerical optimization problems, the proposal (particularly the (1+1)-NEES) is competitive with respect to NSGA-II, which is an algorithm representative of the state-of-the-art in evolutionary multi-objective optimization. Moreover, all the versions of NEES improve on the results of NSGA-II when dealing with a discrete optimization problem. Although preliminary, such results might indicate a potential application area in which the proposed approach could be particularly useful.