Skip to main content

On Gradient Based Local Search Methods in Unconstrained Evolutionary Multi-objective Optimization

  • Conference paper

Part of the Lecture Notes in Computer Science book series (LNTCS,volume 4403)

Abstract

Evolutionary algorithms have been adequately applied in solving single and multi-objective optimization problems. In the single-objective case various studies have shown the usefulness of combining gradient based classical methods with evolutionary algorithms. However there seems to be limited number of such studies for the multi-objective case. In this paper, we take two classical methods for unconstrained multi-optimization problems and discuss their use as a local search operator in a state-of-the-art multi-objective evolutionary algorithm. These operators require gradient information which is obtained using finite difference method and using a stochastic perturbation technique requiring only two function evaluations. Computational studies on a number of test problems of varying complexity demonstrate the efficiency of resulting hybrid algorithms in solving a large class of complex multi-objective optimization problems. We also discuss a new convergence metric which is useful as a stopping criteria for problems having an unknown Pareto-optimal front.

Keywords

  • Test Problem
  • Multiobjective Optimization
  • Hybrid Algorithm
  • Search Operator
  • Local Search Operator

These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

This is a preview of subscription content, access via your institution.

Buying options

Chapter
USD   29.95
Price excludes VAT (Canada)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
eBook
USD   129.00
Price excludes VAT (Canada)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
Softcover Book
USD   169.99
Price excludes VAT (Canada)
  • Compact, lightweight edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info

Tax calculation will be finalised at checkout

Purchases are for personal use only

Learn about institutional subscriptions

Preview

Unable to display preview. Download preview PDF.

Unable to display preview. Download preview PDF.

References

  1. Bosman, P.A.N., de Jong, E.D.: Exploiting gradient information in numerical multi–objective evolutionary optimization. In: GECCO ’05: Proceedings of the 2005 conference on Genetic and evolutionary computation, Washington DC, USA, pp. 755–762. ACM Press, New York (2005), doi:10.1145/1068009.1068138

    CrossRef  Google Scholar 

  2. Bosman, P.A.N., de Jong, E.D.: Combining gradient techniques for numerical multi-objective evolutionary optimization. In: GECCO ’06: Proceedings of the 8th annual conference on Genetic and evolutionary computation, pp. 627–634. ACM Press, New York (2006)

    CrossRef  Google Scholar 

  3. Branke, J., Kauβler, T., Schmeck, H.: Guidance in evolutionary multi-objective optimization. Advances in Engineering Software 32, 499–507 (2001)

    CrossRef  MATH  Google Scholar 

  4. Branke, J., Deb, K.: Integrating User Preferences into Evolutionary Multi-Objective Optimization. In: Jin, Y. (ed.) Knowledge Incorporation in Evolutionary Computation, pp. 461–477. Springer, Heidelberg (2005)

    Google Scholar 

  5. Deb, K.: Multi-objective optimization using evolutionary algorithms. Wiley, Chichester (2001)

    MATH  Google Scholar 

  6. Deb, K., Agrawal, S., Pratap, A., Meyarivan, T.: A fast and elitist multi-objective genetic algorithm: NSGA-II. IEEE Transactions on Evolutionary Computation 6(2), 182–197 (2002)

    CrossRef  Google Scholar 

  7. Deb, K., Zope, P., Jain, A.: Distributed computing of pareto-optimal solutions using multi-objective evolutionary algorithms. In: Fonseca, C.M., Fleming, P.J., Zitzler, E., Deb, K., Thiele, L. (eds.) EMO 2003. LNCS, vol. 2632, pp. 535–549. Springer, Heidelberg (2003)

    Google Scholar 

  8. Ehrgott, M.: Multicriteria Optimization. Springer, Heidelberg (2000)

    MATH  Google Scholar 

  9. Fonesca, C.M., Fleming, P.J.: On the performance assessment and comparison of stochastic multiobjective optimizers. In: Ebeling, W., Rechenberg, I., Voigt, H.-M., Schwefel, H.-P. (eds.) Parallel Problem Solving from Nature - PPSN IV. LNCS, vol. 1141, pp. 584–593. Springer, Heidelberg (1996)

    CrossRef  Google Scholar 

  10. Harada, K., Ikeda, K., Kobayashi, S.: Hybridization of genetic algorithm and local search in multiobjective function optimization: recommendation of ga then ls. In: GECCO ’06: Proceedings of the 8th annual conference on Genetic and evolutionary computation, pp. 667–674. ACM Press, New York (2006)

    CrossRef  Google Scholar 

  11. Harada, K., Sakuma, J., Kobayashi, S.: Local search for multiobjective function optimization: pareto descent method. In: GECCO ’06: Proceedings of the 8th annual conference on Genetic and evolutionary computation, pp. 659–666. ACM Press, New York (2006)

    CrossRef  Google Scholar 

  12. Kiwiel, K.C.: Descent methods for nonsmooth convex constrained minimization. In: Nondifferentiable optimization: motivations and applications (Sopron, 1984). Lecture Notes in Econom. and Math. Systems, vol. 255, pp. 203–214. Springer, Berlin (1985)

    Google Scholar 

  13. Schäffler, S., Schultz, R., Weinzierl, K.: Stochastic method for the solution of unconstrained vector optimization problems. Journal of Optimization Theory and Applications 114(1), 209–222 (2002)

    CrossRef  MathSciNet  MATH  Google Scholar 

  14. Shukla, P.K., Deb, K., Tiwari, S.: Comparing Classical Generating Methods with an Evolutionary Multi-objective Optimization Method. In: Coello Coello, C.A., Hernández Aguirre, A., Zitzler, E. (eds.) EMO 2005. LNCS, vol. 3410, pp. 311–325. Springer, Heidelberg (2005)

    Google Scholar 

  15. Shukla, P.K., Dutta, J., Deb, K.: Approximate solutions in multiobjective optimization. Technical report, KanGal Report No. 2004009, Indian Institute Of Technology Kanpur, India (2004)

    Google Scholar 

  16. Spall, J.C.: Implementation of the Simultaneous Perturbation Algorithm for Stochastic Optimization. IEEE Transactions on Aerospace and Electronic Systems 34(3), 817–823 (1998)

    CrossRef  Google Scholar 

  17. Timmel, G.: Ein stochastisches Suchverrahren zur Bestimmung der optimalen Kompromißlösungen bei statischen polzkriteriellen Optimierungsaufgaben. Wiss. Z. TH Ilmenau 26(5), 159–174 (1980)

    MathSciNet  MATH  Google Scholar 

  18. Timmel, G.: Modifikation eines statistischen Suchverfahrens der Vektoroptimierung. Wiss. Z. TH Ilmenau 28(6), 139–148 (1982)

    MathSciNet  MATH  Google Scholar 

  19. Zitzler, E., Thiele, L.: Multiobjective optimization using evolutionary algorithms – A comparative case study. In: Eiben, A.E., Bäck, T., Schoenauer, M., Schwefel, H.-P. (eds.) Parallel Problem Solving from Nature - PPSN V. LNCS, vol. 1498, pp. 292–301. Springer, Heidelberg (1998)

    CrossRef  Google Scholar 

  20. Zitzler, E., Thiele, L., Laumanns, M., Fonseca, C.M., Grunert da Fonseca, V.: Performance Assessment of Multiobjective Optimizers: An Analysis and Review. IEEE Transactions on Evolutionary Computation 7(2), 117–132 (2003)

    CrossRef  Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Editor information

Shigeru Obayashi Kalyanmoy Deb Carlo Poloni Tomoyuki Hiroyasu Tadahiko Murata

Rights and permissions

Reprints and Permissions

Copyright information

© 2007 Springer Berlin Heidelberg

About this paper

Cite this paper

Shukla, P.K. (2007). On Gradient Based Local Search Methods in Unconstrained Evolutionary Multi-objective Optimization. In: Obayashi, S., Deb, K., Poloni, C., Hiroyasu, T., Murata, T. (eds) Evolutionary Multi-Criterion Optimization. EMO 2007. Lecture Notes in Computer Science, vol 4403. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-540-70928-2_11

Download citation

  • DOI: https://doi.org/10.1007/978-3-540-70928-2_11

  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-70927-5

  • Online ISBN: 978-3-540-70928-2

  • eBook Packages: Computer ScienceComputer Science (R0)

Publish with us

Policies and ethics