Improving Many-Objective Evolutionary Algorithms by Means of Edge-Rotated Cones

Given a point in $m$-dimensional objective space, any $\varepsilon$-ball of a point can be partitioned into the incomparable, the dominated and dominating region. The ratio between the size of the incomparable region, and the dominated (and dominating) region decreases proportionally to $1/2^{m-1}$, i.e., the volume of the Pareto dominating orthant as compared to all other volumes. Due to this reason, it gets increasingly unlikely that dominating points can be found by random, isotropic mutations. As a remedy to stagnation of search in many objective optimization, in this paper, we suggest to enhance the Pareto dominance order by involving an obtuse convex dominance cone in the convergence phase of an evolutionary optimization algorithm. We propose edge-rotated cones as generalizations of Pareto dominance cones for which the opening angle can be controlled by a single parameter only. The approach is integrated in several state-of-the-art multi-objective evolutionary algorithms (MOEAs) and tested on benchmark problems with four, five, six and eight objectives. Computational experiments demonstrate the ability of these edge-rotated cones to improve the performance of MOEAs on many-objective optimization problems

A test problem for visual investigation of high-dimensional multi-objective search

An inherent problem in multiobjective optimization is that the visual observation of solution vectors with four or more objectives is infeasible, which brings major difficulties for algorithmic design, examination, and development. This paper presents a test problem, called the Rectangle problem, to aid the visual investigation of high-dimensional multiobjective search. Key features of the Rectangle problem are that the Pareto optimal solutions 1) lie in a rectangle in the two-variable decision space and 2) are similar (in the sense of Euclidean geometry) to their images in the four-dimensional objective space. In this case, it is easy to examine the behavior of objective vectors in terms of both convergence and diversity, by observing their proximity to the optimal rectangle and their distribution in the rectangle, respectively, in the decision space. Fifteen algorithms are investigated. Underperformance of Pareto-based algorithms as well as most state-of-the-art many-objective algorithms indicates that the proposed problem not only is a good tool to help visually understand the behavior of multiobjective search in a high-dimensional objective space but also can be used as a challenging benchmark function to test algorithms' ability in balancing the convergence and diversity of solutions

On the evolutionary optimisation of many conflicting objectives

This inquiry explores the effectiveness of a class of modern evolutionary algorithms, represented by Non-dominated Sorting Genetic Algorithm (NSGA) components, for solving optimisation tasks with many conflicting objectives. Optimiser behaviour is assessed for a grid of mutation and recombination operator configurations. Performance maps are obtained for the dual aims of proximity to, and distribution across, the optimal trade-off surface. Performance sweet-spots for both variation operators are observed to contract as the number of objectives is increased. Classical settings for recombination are shown to be suitable for small numbers of objectives but correspond to very poor performance for higher numbers of objectives, even when large population sizes are used. Explanations for this behaviour are offered via the concepts of dominance resistance and active diversity promotion

A solution to the crucial problem of population degeneration in high-dimensional evolutionary optimization

Three popular evolutionary optimization algorithms are tested on high-dimensional benchmark functions. An important phenomenon responsible for many failures - population degeneration - is discovered. That is, through evolution, the population of searching particles degenerates into a subspace of the search space, and the global optimum is exclusive from the subspace. Subsequently, the search will tend to be confined to this subspace and eventually miss the global optimum. Principal components analysis (PCA) is introduced to discover population degeneration and to remedy its adverse effects. The experiment results reveal that an algorithm's efficacy and efficiency are closely related to the population degeneration phenomenon. Guidelines for improving evolutionary algorithms for high-dimensional global optimization are addressed. An application to highly nonlinear hydrological models demonstrates the efficacy of improved evolutionary algorithms in solving complex practical problems. © 2011 IEEE