GDE-MOEA: A new MOEA based on the generational distance indicator and ε-dominance

In this paper, we propose a new selection mechanism based on ε-dominance which is called “ε-selection”. An interesting feature of this selection scheme is that it does not require to set the value of o ahead of time. Our ε-selection is incorporated into the GD-MOEA algorithm, giving rise to the so-called “Generational Distance & ε-dominance Multi-Objective Evolutionary Algorithm (GDE-MOEA)”. Our proposed GDE-MOEA is validated using standard test functions taken from the specialized literature, having three to six objective functions. GDE-MOEA is compared with respect to the original GD-MOEA, which is based on the generational distance indicator and a technique based on Euclidean distances to improve the diversity in the population. Additionally, our proposed approach is compared with respect to MOEA/D using Penalty Boundary Intersection (PBI), which is based on decomposition, and SMS-EMOA-HYPE (a version of SMS-EMOA that uses a fitness assignment scheme based on the use of an approximation of the hypervolume indicator). Our preliminary results indicate that our proposed GDE-MOEA is a good alternative to solve multi-objective optimization problems having both low dimensionality and high dimensionality in objective function space because it obtains better results than GD-MOEA and MOEA/D in most cases and it is competitive with respect to SMS-EMOA-HYPE but at a much lower computational cost.

[1]  M. Farina,et al.  On the optimal solution definition for many-criteria optimization problems , 2002, 2002 Annual Meeting of the North American Fuzzy Information Processing Society Proceedings. NAFIPS-FLINT 2002 (Cat. No. 02TH8622).

[2]  Eckart Zitzler,et al.  HypE: An Algorithm for Fast Hypervolume-Based Many-Objective Optimization , 2011, Evolutionary Computation.

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

[4]  Adriana Menchaca-Mendez,et al.  GD-MOEA: A New Multi-Objective Evolutionary Algorithm Based on the Generational Distance Indicator , 2015, EMO.

[5]  Heike Trautmann,et al.  Preference Articulation by Means of the R2 Indicator , 2013, EMO.

[6]  Eckart Zitzler,et al.  Indicator-Based Selection in Multiobjective Search , 2004, PPSN.

[7]  Carlos A. Coello Coello,et al.  A new multi-objective evolutionary algorithm based on a performance assessment indicator , 2012, GECCO.

[8]  Carlos A. Coello Coello,et al.  MOMBI: A new metaheuristic for many-objective optimization based on the R2 indicator , 2013, 2013 IEEE Congress on Evolutionary Computation.

[9]  Günter Rudolph,et al.  Evenly spaced Pareto fronts of quad-objective problems using PSA partitioning technique , 2013, 2013 IEEE Congress on Evolutionary Computation.

[10]  Carlos A. Coello Coello,et al.  Using the Averaged Hausdorff Distance as a Performance Measure in Evolutionary Multiobjective Optimization , 2012, IEEE Transactions on Evolutionary Computation.

[11]  Heike Trautmann,et al.  R2-EMOA: Focused Multiobjective Search Using R2-Indicator-Based Selection , 2013, LION.

[12]  Junichi Suzuki,et al.  R2-IBEA: R2 indicator based evolutionary algorithm for multiobjective optimization , 2013, 2013 IEEE Congress on Evolutionary Computation.

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

[14]  Carlos A. Coello Coello,et al.  Solving Multiobjective Optimization Problems Using an Artificial Immune System , 2005, Genetic Programming and Evolvable Machines.

[15]  G. Rudolph,et al.  Finding evenly spaced fronts for multiobjective control via averaging Hausdorff-measure , 2011, 2011 8th International Conference on Electrical Engineering, Computing Science and Automatic Control.

[16]  Marco Laumanns,et al.  Combining Convergence and Diversity in Evolutionary Multiobjective Optimization , 2002, Evolutionary Computation.

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

[18]  Nicola Beume,et al.  SMS-EMOA: Multiobjective selection based on dominated hypervolume , 2007, Eur. J. Oper. Res..

[19]  Tobias Friedrich,et al.  Approximating the Volume of Unions and Intersections of High-Dimensional Geometric Objects , 2008, ISAAC.

[20]  Mark Fleischer,et al.  The measure of pareto optima: Applications to multi-objective metaheuristics , 2003 .

[21]  David W. Corne,et al.  Properties of an adaptive archiving algorithm for storing nondominated vectors , 2003, IEEE Trans. Evol. Comput..

[22]  Heike Trautmann,et al.  On the properties of the R2 indicator , 2012, GECCO '12.

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

[24]  Adriana Menchaca-Mendez,et al.  A new selection mechanism based on hypervolume and its locality property , 2013, 2013 IEEE Congress on Evolutionary Computation.

[25]  Stefan Roth,et al.  Covariance Matrix Adaptation for Multi-objective Optimization , 2007, Evolutionary Computation.

[26]  R. Lyndon While,et al.  A review of multiobjective test problems and a scalable test problem toolkit , 2006, IEEE Transactions on Evolutionary Computation.

[27]  John E. Dennis,et al.  Normal-Boundary Intersection: A New Method for Generating the Pareto Surface in Nonlinear Multicriteria Optimization Problems , 1998, SIAM J. Optim..