Solving Dynamic Multi-objective Optimization Problems Using Incremental Support Vector Machine

The main feature of the Dynamic Multi-objective Optimization Problems (DMOPs) is that optimization objective functions will change with times or environments. One of the promising approaches for solving the DMOPs is reusing the obtained Pareto optimal set (POS) to train prediction models via machine learning approaches. In this paper, we train an Incremental Support Vector Machine (ISVM) classifier with the past POS, and then the solutions of the DMOP we want to solve at the next moment are filtered through the trained ISVM classifier. A high-quality initial population will be generated by the ISVM classifier, and a variety of different types of population-based dynamic multi-objective optimization algorithms can benefit from the population. To verify this idea, we incorporate the proposed approach into three evolutionary algorithms, the multi-objective particle swarm optimization(MOPSO), Nondominated Sorting Genetic Algorithm II (NSGA-II), and the Regularity Model-based multi-objective estimation of distribution algorithm(RE-MEDA). We employ experiments to test these algorithms, and experimental results show the effectiveness.Comment: 6 page

An improved memory prediction strategy for dynamic multiobjective optimization

The file attached to this record is the author's final peer reviewed version.In evolutionary dynamic multiobjective optimization (EDMO), the memory strategy and prediction method are considered as effective and efficient methods. To handling dynamic multiobjective problems (DMOPs), this paper studies the behavior of environment change and tries to make use of the historical information appropriately. And then, this paper proposes an improved memory prediction model that uses the memory strategy to provide valuable information to the prediction model to predict the POS of the new environment more accurately. This memory prediction model is incorporated into a multiobjective evolutionary algorithm based on decomposition (MOEA/D). In particular, the resultant algorithm (MOEA/D-MP) adopts a sensor-based method to detect the environment change and find a similar one in history to reuse the information of it in the prediction process. The proposed algorithm is compared with several state-of-the-art dynamic multiobjective evolutionary algorithms (DMOEA) on six typical benchmark problems with different dynamic characteristics. Experimental results demonstrate that the proposed algorithm can effectively tackle DMOPs

A dynamic multi-objective evolutionary algorithm based on decision variable classification

The file attached to this record is the author's final peer reviewed version.In recent years, dynamic multi-objective optimization problems (DMOPs) have drawn increasing interest. Many dynamic multi-objective evolutionary algorithms (DMOEAs) have been put forward to solve DMOPs mainly by incorporating diversity introduction or prediction approaches with conventional multi-objective evolutionary algorithms. Maintaining good balance of population diversity and convergence is critical to the performance of DMOEAs. To address the above issue, a dynamic multi-objective evolutionary algorithm based on decision variable classification (DMOEA-DVC) is proposed in this study. DMOEA-DVC divides the decision variables into two and three different groups in static optimization and change response stages, respectively. In static optimization, two different crossover operators are used for the two decision variable groups to accelerate the convergence while maintaining good diversity. In change response, DMOEA-DVC reinitializes the three decision variable groups by maintenance, prediction, and diversity introduction strategies, respectively. DMOEA-DVC is compared with the other six state-of-the-art DMOEAs on 33 benchmark DMOPs. Experimental results demonstrate that the overall performance of the DMOEA-DVC is superior or comparable to that of the compared algorithms

A stopping criterion for multi-objective optimization evolutionary algorithms

This Paper Puts Forward A Comprehensive Study Of The Design Of Global Stopping Criteria For Multi-Objective Optimization. In This Study We Propose A Global Stopping Criterion, Which Is Terms As Mgbm After The Authors Surnames. Mgbm Combines A Novel Progress Indicator, Called Mutual Domination Rate (Mdr) Indicator, With A Simplified Kalman Filter, Which Is Used For Evidence-Gathering Purposes. The Mdr Indicator, Which Is Also Introduced, Is A Special-Purpose Progress Indicator Designed For The Purpose Of Stopping A Multi-Objective Optimization. As Part Of The Paper We Describe The Criterion From A Theoretical Perspective And Examine Its Performance On A Number Of Test Problems. We Also Compare This Method With Similar Approaches To The Issue. The Results Of These Experiments Suggest That Mgbm Is A Valid And Accurate Approach. (C) 2016 Elsevier Inc. All Rights Reserved.This work was funded in part by CNPq BJT Project 407851/2012-7 and CNPq PVE Project 314017/2013-

DYNAMIC MULTIOBJECTIVE OPTIMIZATION USING EVOLUTIONARY ALGORITHMS

Ph.DDOCTOR OF PHILOSOPH

Hybrid of memory andprediction strategies for dynamic multiobjective optimization

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.Dynamic multiobjective optimization problems (DMOPs) are characterized by a time-variant Pareto optimal front (PF) and/or Pareto optimal set (PS). To handle DMOPs, an algorithm should be able to track the movement of the PF/PS over time efficiently. In this paper, a novel dynamic multiobjective evolutionary algorithm (DMOEA) is proposed for solving DMOPs, which includes a hybrid of memory and prediction strategies (HMPS) and the multiobjective evolutionary algorithm based on decomposition (MOEA/D). In particular, the resultant algorithm (MOEA/D-HMPS) detects environmental changes and identifies the similarity of a change to the historical changes, based on which two different response strategies are applied. If a detected change is dissimilar to any historical changes, a differential prediction based on the previous two consecutive population centers is utilized to relocate the population individuals in the new environment; otherwise, a memory-based technique devised to predict the new locations of the population members is applied. Both response mechanisms mix a portion of existing solutions with randomly generated solutions to alleviate the effect of prediction errors caused by sharp or irregular changes. MOEA/D-HMPS was tested on 14 benchmark problems and compared with state-of-the-art DMOEAs. The experimental results demonstrate the efficiency of MOEA/D-HMPS in solving various DMOPs

Dynamic Multiobjectives Optimization with a Changing Number of Objectives

This is the author accepted manuscript. The final version is available from IEEE via the DOI in this record.Existing studies on dynamic multiobjective optimization (DMO) focus on problems with time-dependent objective functions, while the ones with a changing number of objectives have rarely been considered in the literature. Instead of changing the shape or position of the Pareto-optimal front/set (PF/PS) when having time-dependent objective functions, increasing or decreasing the number of objectives usually leads to the expansion or contraction of the dimension of the PF/PS manifold. Unfortunately, most existing dynamic handling techniques can hardly be adapted to this type of dynamics. In this paper, we report our attempt toward tackling the DMO problems with a changing number of objectives. We implement a dynamic two-archive evolutionary algorithm which maintains two co-evolving populations simultaneously. In particular, these two populations are complementary to each other: one concerns more about the convergence while the other concerns more about the diversity. The compositions of these two populations are adaptively reconstructed once the environment changes. In addition, these two populations interact with each other via a mating selection mechanism. Comprehensive experiments are conducted on various benchmark problems with a time-dependent number of objectives. Empirical results fully demonstrate the effectiveness of our proposed algorithm.Engineering and Physical Sciences Research Council (EPSRC)NSF