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什么权重适合你?在基于分解的进化多目标优化中适应任何帕累托前沿形状的权重。

What Weights Work for You? Adapting Weights for Any Pareto Front Shape in Decomposition-Based Evolutionary Multiobjective Optimisation.

机构信息

CERCIA, School of Computer Science, University of Birmingham, Birmingham B15 2TT, U.K.

Department of Computer Science, Southern University of Science and Technology, Shenzhen, China; CERCIA, School of Computer Science, University of Birmingham, Birmingham B15 2TT, U.K.

出版信息

Evol Comput. 2020 Summer;28(2):227-253. doi: 10.1162/evco_a_00269. Epub 2020 Feb 26.

DOI:10.1162/evco_a_00269
PMID:32101027
Abstract

The quality of solution sets generated by decomposition-based evolutionary multi-objective optimisation (EMO) algorithms depends heavily on the consistency between a given problem's Pareto front shape and the specified weights' distribution. A set of weights distributed uniformly in a simplex often leads to a set of well-distributed solutions on a Pareto front with a simplex-like shape, but may fail on other Pareto front shapes. It is an open problem on how to specify a set of appropriate weights without the information of the problem's Pareto front beforehand. In this article, we propose an approach to adapt weights during the evolutionary process (called AdaW). AdaW progressively seeks a suitable distribution of weights for the given problem by elaborating several key parts in weight adaptation-weight generation, weight addition, weight deletion, and weight update frequency. Experimental results have shown the effectiveness of the proposed approach. AdaW works well for Pareto fronts with very different shapes: 1) the simplex-like, 2) the inverted simplex-like, 3) the highly nonlinear, 4) the disconnect, 5) the degenerate, 6) the scaled, and 7) the high-dimensional.

摘要

基于分解的进化多目标优化(EMO)算法生成的解集质量在很大程度上取决于给定问题的 Pareto 前沿形状和指定权重分布之间的一致性。在单形中均匀分布的一组权重通常会在具有单形形状的 Pareto 前沿上产生一组分布良好的解,但在其他 Pareto 前沿形状上可能会失败。如何在没有问题 Pareto 前沿信息的情况下指定一组合适的权重是一个悬而未决的问题。在本文中,我们提出了一种在进化过程中自适应权重的方法(称为 AdaW)。AdaW 通过详细说明权重自适应中的几个关键部分(权重生成、权重添加、权重删除和权重更新频率),逐步为给定问题寻求合适的权重分布。实验结果表明了所提出方法的有效性。AdaW 适用于具有非常不同形状的 Pareto 前沿:1)类似单形,2)倒置类似单形,3)高度非线性,4)不连续,5)退化,6)缩放,和 7)高维。

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