Large-Scale Multiobjective Optimization via Reformulated Decision Variable Analysis

数学优化 趋同(经济学) 变量(数学) 多目标优化 计算机科学 进化算法 比例(比率) 进化计算 最优化问题 数学 人工智能 经济增长 量子力学 物理 数学分析 经济
作者
Cheng He,Ran Cheng,Lianghao Li,Kay Chen Tan,Yaochu Jin
出处
期刊:IEEE Transactions on Evolutionary Computation [Institute of Electrical and Electronics Engineers]
卷期号:28 (1): 47-61 被引量:65
标识
DOI:10.1109/tevc.2022.3213006
摘要

With the rising number of large-scale multiobjective optimization problems (LSMOPs) from academia and industries, some multiobjective evolutionary algorithms (MOEAs) with different decision variable handling strategies have been proposed. Decision variable analysis (DVA) is widely used in large-scale optimization, aiming at identifying the connection between each decision variable and the objectives, and grouping those interacting decision variables to reduce the complexity of LSMOPs. Despite their effectiveness, existing DVA techniques require the unbearable cost of function evaluations for solving LSMOPs. We propose a reformulation-based approach for efficient DVA to address this deficiency. Then a large-scale MOEA is proposed based on reformulated DVA, namely, LERD. Specifically, the DVA process is reformulated into an optimization problem with binary decision variables, aiming to approximate different grouping results. Afterwards, each group of decision variables is used for convergence-related or diversity-related optimization. The effectiveness and efficiency of the reformulation-based DVA are validated by replacing the corresponding DVA techniques in two large-scale MOEAs. Experiments in comparison with six state-of-the-art large-scale MOEAs on LSMOPs with up to 2000 decision variables have shown the promising performance of LERD.
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