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A directed search strategy for evolutionary dynamic multiobjective optimization

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Abstract

Many real-world multiobjective optimization problems are dynamic, requiring an optimization algorithm that is able to continuously track the moving Pareto front over time. In this paper, we propose a directed search strategy (DSS) consisting of two mechanisms for improving the performance of multiobjective evolutionary algorithms in changing environments. The first mechanism reinitializes the population based on the predicted moving direction as well as the directions that are orthogonal to the moving direction of the Pareto set, when a change is detected. The second mechanism aims to accelerate the convergence by generating solutions in predicted regions of the Pareto set according to the moving direction of the non-dominated solutions between two consecutive generations. The two mechanisms, when combined together, are able to achieve a good balance between exploration and exploitation for evolutionary algorithms to solve dynamic multiobjective optimization problems. We compare DSS with two existing prediction strategies on a variety of test instances having different changing dynamics. Empirical results show that DSS is powerful for evolutionary algorithms to deal with dynamic multiobjective optimization problems.

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Acknowledgments

This work was supported in part by the National Natural Science Foundation of China (No. 61105065 and No.11326188), the Fundamental Research Funds for the Central Universities (No. K5051270009), and the Joint Research Fund for Overseas Chinese, Hong Kong and Macao Scholars of the National Natural Science Foundation of China (Grant No. 61428302).

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Authors and Affiliations

  1. School of Mathematics and Statistics, Xidian University, Xian, 710071, China

    Yan Wu

  2. Department of Computing, University of Surrey, Guildford, GU2 7XH, UK

    Yaochu Jin

  3. College of Information Sciences and Technology, Donghua University, Shanghai, 201620, China

    Yaochu Jin

  4. School of Automation, Northwestern Polytechnical University, Xian, 710072, China

    Xiaoxiong Liu

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  1. Yan Wu
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  2. Yaochu Jin
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  3. Xiaoxiong Liu
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Correspondence to Yaochu Jin.

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Communicated by V. Loia.

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Wu, Y., Jin, Y. & Liu, X. A directed search strategy for evolutionary dynamic multiobjective optimization. Soft Comput 19, 3221–3235 (2015). https://doi.org/10.1007/s00500-014-1477-4

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