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A benchmark generator for dynamic multi-objective optimization problems
The file attached to this record is the author's final peer reviewed version. The Publisher's final version can be found by following the DOI link.Many real-world optimization problems appear to not only have multiple objectives that conflict each other but also change over time. They are dynamic multi-objective optimization problems (DMOPs) and the corresponding field is called dynamic multi-objective optimization (DMO), which has gained growing attention in recent years. However, one main issue in the field of DMO is that there is no standard test suite to determine whether an algorithm is capable of solving them. This paper presents a new benchmark generator for DMOPs that can generate several complicated characteristics, including mixed Pareto-optimal front (convexity-concavity), strong dependencies between variables, and a mixed type of change, which are rarely tested in the literature. Experiments are conducted to compare the performance of five state-of-the-art DMO algorithms on several typical test functions derived from the proposed generator, which gives a better understanding of the strengths and weaknesses of these tested algorithms for DMOPs
Solving the G-problems in less than 500 iterations: Improved efficient constrained optimization by surrogate modeling and adaptive parameter control
Constrained optimization of high-dimensional numerical problems plays an
important role in many scientific and industrial applications. Function
evaluations in many industrial applications are severely limited and no
analytical information about objective function and constraint functions is
available. For such expensive black-box optimization tasks, the constraint
optimization algorithm COBRA was proposed, making use of RBF surrogate modeling
for both the objective and the constraint functions. COBRA has shown remarkable
success in solving reliably complex benchmark problems in less than 500
function evaluations. Unfortunately, COBRA requires careful adjustment of
parameters in order to do so.
In this work we present a new self-adjusting algorithm SACOBRA, which is
based on COBRA and capable to achieve high-quality results with very few
function evaluations and no parameter tuning. It is shown with the help of
performance profiles on a set of benchmark problems (G-problems, MOPTA08) that
SACOBRA consistently outperforms any COBRA algorithm with fixed parameter
setting. We analyze the importance of the several new elements in SACOBRA and
find that each element of SACOBRA plays a role to boost up the overall
optimization performance. We discuss the reasons behind and get in this way a
better understanding of high-quality RBF surrogate modeling
COCO: Performance Assessment
We present an any-time performance assessment for benchmarking numerical
optimization algorithms in a black-box scenario, applied within the COCO
benchmarking platform. The performance assessment is based on runtimes measured
in number of objective function evaluations to reach one or several quality
indicator target values. We argue that runtime is the only available measure
with a generic, meaningful, and quantitative interpretation. We discuss the
choice of the target values, runlength-based targets, and the aggregation of
results by using simulated restarts, averages, and empirical distribution
functions
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