Rotationally invariant techniques for handling parameter interactions in evolutionary multi-objective optimization

In traditional optimization approaches the interaction of parameters associated with a problem is not a significant issue, but in the domain of Evolutionary Multi-Objective Optimization (EMOO) traditional genetic algorithm approaches have difficulties in optimizing problems with parameter interactions. Parameter interactions can be introduced when the search space is rotated. Genetic algorithms are referred to as being not rotationally invariant because their behavior changes depending on the orientation of the search space. Many empirical studies in single and multi-objective evolutionary optimization are done with respect to test problems which do not have parameter interactions. Such studies provide a favorably biased indication of genetic algorithm performance. This motivates the first aspect of our work; the improvement of the testing of EMOO algorithms with respect to the aforementioned difficulties that genetic algorithms experience in the presence of parameter interactions. To this end, we examine how EMOO algorithms can be assessed when problems are subject to an arbitrarily uniform degree of parameter interactions. We establish a theoretical basis for parameter interactions and how they can be measured. Furthermore, we ask the question of what difficulties a multi-objective genetic algorithm experiences on optimization problems exhibiting parameter interactions. We also ask how these difficulties can be overcome in order to efficiently find the Pareto-optimal front on such problems. Existing multi-objective test problems in the literature typically introduce parameter interactions by altering the fitness landscape, which is undesirable. We propose a new suite of test problems that exhibit parameter interactions through a rotation of the decision space, without altering the fitness landscape. In addition, we compare the performance of a number of recombination operators on these test problems. The second aspect of this work is concerned with developing an efficient multi-objective optimization algorithm which works well on problems with parameter interactions. We investigate how an evolutionary algorithm can be made more efficient on multi-objective problems with parameter interactions by developing four novel rotationally invariant differential evolution approaches. We also ask whether the proposed approaches are competitive in comparison with a state-of-the-art EMOO algorithm. We propose several differential evolution approaches incorporating directional information from the multi-objective search space in order to accelerate and direct the search. Experimental results indicate that dramatic improvements in efficiency can be achieved by directing the search towards points which are more dominant and more diverse. We also address the important issue of diversity loss in rotationally invariant vector-wise differential evolution. Being able to generate diverse solutions is critically important in order to avoid stagnation. In order to address this issue, one of the directed approaches that we examine incorporates a novel sampling scheme around better individuals in the search space. This variant is able to perform exceptionally well on the test problems with much less computational cost and scales to very high decision space dimensions even in the presence of parameter interactions

Non-elitist Evolutionary Multi-objective Optimizers Revisited

Since around 2000, it has been considered that elitist evolutionary multi-objective optimization algorithms (EMOAs) always outperform non-elitist EMOAs. This paper revisits the performance of non-elitist EMOAs for bi-objective continuous optimization when using an unbounded external archive. This paper examines the performance of EMOAs with two elitist and one non-elitist environmental selections. The performance of EMOAs is evaluated on the bi-objective BBOB problem suite provided by the COCO platform. In contrast to conventional wisdom, results show that non-elitist EMOAs with particular crossover methods perform significantly well on the bi-objective BBOB problems with many decision variables when using the unbounded external archive. This paper also analyzes the properties of the non-elitist selection.Comment: This is an accepted version of a paper published in the proceedings of GECCO 201

Linearized biogeography-based optimization with re-initialization and local search

Biogeography-based optimization (BBO) is an evolutionary optimization algorithm that uses migration to share information among candidate solutions. One limitation of BBO is that it changes only one independent variable at a time in each candidate solution. In this paper, a linearized version of BBO, called LBBO, is proposed to reduce rotational variance. The proposed method is combined with periodic re-initialization and local search operators to obtain an algorithm for global optimization in a continuous search space. Experiments have been conducted on 45 benchmarks from the 2005 and 2011 Congress on Evolutionary Computation, and LBBO performance is compared with the results published in those conferences. The results show that LBBO provides competitive performance with state-of-the-art evolutionary algorithms. In particular, LBBO performs particularly well for certain types of multimodal problems, including high-dimensional real-world problems. Also, LBBO is insensitive to whether or not the solution lies on the search domain boundary, in a wide or narrow basin, and within or outside the initialization domain

Improvements in understanding and performance of multi-objective differential evolution （多目的差分進化における理解の深化と性能向上）

信州大学(Shinshu university)博士（工学）ThesisDROZDIK MARTIN. Improvements in understanding and performance of multi-objective differential evolution （多目的差分進化における理解の深化と性能向上）. 信州大学, 2015, 博士論文. 博士（工学）, 甲第630号, 平成27年3月20日授与.doctoral thesi

Shaped Beam Pattern Synthesis of Antenna Arrays Using Composite Differential Evolution with Eigenvector-Based Crossover Operator

This paper addresses the problem of designing shaped beam patterns with arbitrary arrays subject to constraints. The constraints could include the sidelobe level suppression in specified angular intervals, the mainlobe halfpower beamwidth, and the predefined number of elements. In this paper, we propose a new Differential Evolution algorithm, which combines Composite DE with an eigenvector-based crossover operator (CODE-EIG). This operator utilizes eigenvectors of covariance matrix of individual solutions, which makes the crossover rotationally invariant. We apply this novel design method to shaped beam pattern synthesis for linear and conformal arrays. We compare this algorithm with other popular algorithms and DE variants. The results show CODE-EIG outperforms the other DE algorithms in terms of statistical results and convergence speed

GALAXY: A new hybrid MOEA for the Optimal Design of Water Distribution Systems

This is the final version of the article. Available from American Geophysical Union via the DOI in this record.The first author would like to appreciate the financial support given by both the University of Exeter and the China Scholarship Council (CSC) toward the PhD research. We also appreciate the three anonymous reviewers, who help improve the quality of this paper substantially. The source code of the latest versions of NSGA-II and ε-MOEA can be downloaded from the official website of Kanpur Genetic Algorithms Laboratory via http://www.iitk.ac.in/kangal/codes.shtml. The description of each benchmark problem used in this paper, including the input file of EPANET and the associated best-known Pareto front, can be accessed from the following link to the Centre for Water Systems (http://tinyurl.com/cwsbenchmarks/). GALAXY can be accessed via http://tinyurl.com/cws-galaxy

Geometric guides for interactive evolutionary design

This thesis describes the addition of novel Geometric Guides to a generative Computer-Aided Design (CAD) application that supports early-stage concept generation. The application generates and evolves abstract 3D shapes, used to inspire the form of new product concepts. It was previously a conventional Interactive Evolutionary system where users selected shapes from evolving populations. However, design industry users wanted more control over the shapes, for example by allowing the system to influence the proportions of evolving forms. The solution researched, developed, integrated and tested is a more cooperative human-machine system combining classic user interaction with innovative geometric analysis. In the literature review, different types of Interactive Evolutionary Computation (IEC), Pose Normalisation (PN), Shape Comparison, and Minimum-Volume Bounding Box approaches are compared, with some of these technologies identified as applicable for this research. Using its Application Programming Interface, add-ins for the Siemens NX CAD system have been developed and integrated with an existing Interactive Evolutionary CAD system. These add-ins allow users to create a Geometric Guide (GG) at the start of a shape exploration session. Before evolving shapes can be compared with the GG, they must be aligned and scaled (known as Pose Normalisation in the literature). Computationally-efficient PN has been achieved using geometric functions such as Bounding Box for translation and scaling, and Principle Axes for the orientation. A shape comparison algorithm has been developed that is based on the principle of non-intersecting volumes. This algorithm is also implemented with standard, readily available geometric functions, is conceptually simple, accessible to other researchers and also offers appropriate efficacy. Objective geometric testing showed that the PN and Shape Comparison methods developed are suitable for this guiding application and can be efficiently adapted to enhance an Interactive Evolutionary Design system. System performance with different population sizes was examined to indicate how best to use the new guiding capabilities to assist users in evolutionary shape searching. This was backed up by participant testing research into two user interaction strategies. A Large Background Population (LBP) approach where the GG is used to select a sub-set of shapes to show to the user was shown to be the most effective. The inclusion of Geometric Guides has taken the research from the existing aesthetic focused tool to a system capable of application to a wider range of engineering design problems. This system supports earlier design processes and ideation in conceptual design and allows a designer to experiment with ideas freely to interactively explore populations of evolving solutions. The design approach has been further improved, and expanded beyond the previous quite limited scope of form exploration

Differential evolution with two-level parameter adaptation

The performance of differential evolution (DE) largely depends on its mutation strategy and control parameters. In this paper, we propose an adaptive DE (ADE) algorithm with a new mutation strategy DE/lbest/1 and a two-level adaptive parameter control scheme. The DE/lbest/1 strategy is a variant of the greedy DE/best/1 strategy. However, the population is mutated under the guide of multiple locally best individuals in DE/lbest/1 instead of one globally best individual in DE/best/1. This strategy is beneficial to the balance between fast convergence and population diversity. The two-level adaptive parameter control scheme is implemented mainly in two steps. In the first step, the population-level parameters F p and CR p for the whole population are adaptively controlled according to the optimization states, namely, the exploration state and the exploitation state in each generation. These optimization states are estimated by measuring the population distribution. Then, the individual-level parameters F i and CR i for each individual are generated by adjusting the population-level parameters. The adjustment is based on considering the individual's fitness value and its distance from the globally best individual. This way, the parameters can be adapted to not only the overall state of the population but also the characteristics of different individuals. The performance of the proposed ADE is evaluated on a suite of benchmark functions. Experimental results show that ADE generally outperforms four state-of-the-art DE variants on different kinds of optimization problems. The effects of ADE components, parameter properties of ADE, search behavior of ADE, and parameter sensitivity of ADE are also studied. Finally, we investigate the capability of ADE for solving three real-world optimization problems