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一种基于简约快速超体积指标的多目标进化算法。

A Simple and Fast Hypervolume Indicator-Based Multiobjective Evolutionary Algorithm.

出版信息

IEEE Trans Cybern. 2015 Oct;45(10):2202-13. doi: 10.1109/TCYB.2014.2367526. Epub 2014 Dec 2.

Abstract

To find diversified solutions converging to true Pareto fronts (PFs), hypervolume (HV) indicator-based algorithms have been established as effective approaches in multiobjective evolutionary algorithms (MOEAs). However, the bottleneck of HV indicator-based MOEAs is the high time complexity for measuring the exact HV contributions of different solutions. To cope with this problem, in this paper, a simple and fast hypervolume indicator-based MOEA (FV-MOEA) is proposed to quickly update the exact HV contributions of different solutions. The core idea of FV-MOEA is that the HV contribution of a solution is only associated with partial solutions rather than the whole solution set. Thus, the time cost of FV-MOEA can be greatly reduced by deleting irrelevant solutions. Experimental studies on 44 benchmark multiobjective optimization problems with 2-5 objectives in platform jMetal demonstrate that FV-MOEA not only reports higher hypervolumes than the five classical MOEAs (nondominated sorting genetic algorithm II (NSGAII), strength Pareto evolutionary algorithm 2 (SPEA2), multiobjective evolutionary algorithm based on decomposition (MOEA/D), indicator-based evolutionary algorithm, and S-metric selection based evolutionary multiobjective optimization algorithm (SMS-EMOA)), but also obtains significant speedup compared to other HV indicator-based MOEAs.

摘要

为了找到多样化的解决方案,这些解决方案收敛于真正的帕累托前沿(PFs),超体积(HV)指标算法已经成为多目标进化算法(MOEAs)中的有效方法。然而,基于 HV 指标的 MOEAs 的瓶颈在于测量不同解决方案的精确 HV 贡献的时间复杂度高。为了解决这个问题,本文提出了一种简单而快速的基于超体积指标的 MOEA(FV-MOEA),以快速更新不同解决方案的精确 HV 贡献。FV-MOEA 的核心思想是,一个解决方案的 HV 贡献仅与部分解决方案相关,而不是整个解决方案集。因此,FV-MOEA 通过删除不相关的解决方案可以大大降低时间成本。在 jMetal 平台上对 44 个具有 2-5 个目标的基准多目标优化问题进行的实验研究表明,FV-MOEA 不仅报告了比五个经典 MOEAs(非支配排序遗传算法 II(NSGAII)、强度 Pareto 进化算法 2(SPEA2)、基于分解的多目标进化算法(MOEA/D)、基于指标的进化算法和 S-度量选择基于进化多目标优化算法(SMS-EMOA))更高的超体积,而且与其他基于 HV 指标的 MOEAs 相比,它还获得了显著的加速。

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