Many-Objective Particle Swarm Optimization by Gradual Leader Selection
Many-objective optimization refers to multi-objective optimization problems with a number of objectives considerably larger than two or three. This papers contributes to the use of Particle Swarm Optimization (PSO) for the handling of such many-objective optimization problems. Multi-objective PSO approaches typically rely on the employment of a so-called set of leaders that generalizes the global best particle used in the standard PSO algorithm. The exponentially decreasing probability of finding non-dominated points in search spaces with increasing number of objectives poses a problem for the selection from this set of leaders, and renders multi-objective PSOs easily unusable. Gradual Pareto dominance relation can be used to overcome this problem. The approach will be studied by means of the problem to minimize the Euclidian distances to a number of points, where each distance to the points is considered an independent objective. The Pareto set of this problem is the convex closure of the set of points. The conducted experiments demonstrate the usefulness of the proposed approach and also show the higher resemblance of the proposed PSO variation with the standard PSO.
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