Huang Zhengxin, Zhou Yuren, Chen Zefeng, He Xiaoyu, Lai Xinsheng, Xia Xiaoyun
IEEE Trans Cybern. 2021 Oct;51(10):5130-5141. doi: 10.1109/TCYB.2019.2930979. Epub 2021 Oct 12.
Decomposition-based multiobjective evolutionary algorithms (MOEAs) are a class of popular methods for solving the multiobjective optimization problems (MOPs), and have been widely studied in numerical experiments and successfully applied in practice. However, we know little about these algorithms from the theoretical aspect. In this paper, we present running time analysis of a simple MOEA with mutation and crossover based on the MOEA/D framework (MOEA/D-C) on five pseudo-Boolean functions. Our rigorous theoretical analysis shows that by properly setting the number of subproblems, the upper bounds of expected running time of MOEA/D-C obtaining a set of solutions to cover the Pareto fronts (PFs) of these problems are apparently lower than those of the one with mutation-only (MOEA/D-M). Moreover, to effectively obtain a set of solutions to cover the PFs of these problem, MOEA/D-C only needs to decompose these MOPs into several subproblems with a set of simple weight vectors while MOEA/D-M needs to find Ω(n) optimally decomposed weight vectors. This result suggests that the use of crossover in decomposition-based MOEA can simplify the setting of weight vectors for different problems and make the algorithm more efficient. This paper provides some insights into the working principles of MOEA/D and explains why some existing decomposition-based MOEAs work well in computational experiments.
基于分解的多目标进化算法(MOEA)是一类用于解决多目标优化问题(MOP)的常用方法,在数值实验中得到了广泛研究,并在实践中成功应用。然而,从理论方面我们对这些算法了解甚少。本文给出了基于MOEA/D框架的带有变异和交叉的简单MOEA(MOEA/D-C)在五个伪布尔函数上的运行时间分析。我们严格的理论分析表明,通过适当设置子问题的数量,MOEA/D-C获得一组解以覆盖这些问题的帕累托前沿(PF)的期望运行时间上限明显低于仅带有变异的算法(MOEA/D-M)。此外,为了有效获得一组解以覆盖这些问题的PF,MOEA/D-C只需要将这些MOP分解为具有一组简单权重向量的几个子问题,而MOEA/D-M需要找到Ω(n)个最优分解的权重向量。这一结果表明,在基于分解的MOEA中使用交叉可以简化针对不同问题的权重向量设置,并使算法更高效。本文为MOEA/D的工作原理提供了一些见解,并解释了为什么一些现有的基于分解的MOEA在计算实验中表现良好。