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通过基本景观分解对组合优化问题进行多目标化。

Multi-Objectivising Combinatorial Optimisation Problems by Means of Elementary Landscape Decompositions.

机构信息

Department of Computer Science and Artificial Intelligence, University of the Basque Country UPV/EHU, Donostia, 20018, Spain

Department of Computer Architecture and Technology, University of the Basque Country UPV/EHU, Donostia, 20018, Spain

出版信息

Evol Comput. 2019 Summer;27(2):291-311. doi: 10.1162/evco_a_00219. Epub 2018 Feb 15.

Abstract

In the last decade, many works in combinatorial optimisation have shown that, due to the advances in multi-objective optimisation, the algorithms from this field could be used for solving single-objective problems as well. In this sense, a number of papers have proposed single-objective problems in order to use multi-objective algorithms in their optimisation. In this article, we follow up this idea by presenting a methodology for multi-objectivising combinatorial optimisation problems based on of their objective function. Under this framework, each of the elementary landscapes obtained from the decomposition is considered as an independent objective function to optimise. In order to illustrate this general methodology, we consider four problems from different domains: the quadratic assignment problem and the linear ordering problem (permutation domain), the 0-1 unconstrained quadratic optimisation problem (binary domain), and the frequency assignment problem (integer domain). We implemented two widely known multi-objective algorithms, NSGA-II and SPEA2, and compared their performance with that of a single-objective GA. The experiments conducted on a large benchmark of instances of the four problems show that the multi-objective algorithms clearly outperform the single-objective approaches. Furthermore, a discussion on the results suggests that the multi-objective space generated by this decomposition enhances the exploration ability, thus permitting NSGA-II and SPEA2 to obtain better results in the majority of the tested instances.

摘要

在过去的十年中,许多组合优化方面的研究工作表明,由于多目标优化技术的进步,该领域的算法也可以用于解决单目标问题。从这个意义上说,已经有许多论文提出了单目标问题,以便在优化中使用多目标算法。在本文中,我们通过提出一种基于目标函数分解的组合优化问题的多目标化方法来跟进这个想法。在这个框架下,从分解中得到的每个基本景观都被视为一个独立的目标函数进行优化。为了说明这种一般方法,我们考虑了来自不同领域的四个问题:二次分配问题和线性排序问题(排列域),0-1 无约束二次优化问题(二进制域),以及频率分配问题(整数域)。我们实现了两种广泛使用的多目标算法,即 NSGA-II 和 SPEA2,并将它们的性能与单目标 GA 进行了比较。对四个问题的大型实例基准的实验表明,多目标算法明显优于单目标方法。此外,对结果的讨论表明,这种分解生成的多目标空间增强了探索能力,从而使得 NSGA-II 和 SPEA2 在大多数测试实例中能够获得更好的结果。

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