When constructing an investment portfolio, it is important to maximize returns while minimizing risks. This portfolio optimization can be considered as a multi-objective optimization problem that is solved by means of multi-objective evolutionary algorithms. The use of multi-objective evolutionary algorithms (MOEAs) provides an effective approach for dealing with the complex data involved in multi-objective optimization problems. However, current MOEAs often rely on a single strategy to obtain optimal solutions, leading to premature convergence and an insufficient population diversity. In this paper, a new MOEA called the Synergistic MOEA with Diffusion Population Generation (DPG-SMOEA) is proposed to address these limitations by integrating MOEAs with diffusion models. To train the diffusion model, a mixed memory pool strategy is optimized, which collects improved solutions from the MOEA/D-AEE, an optimized MOEA, as training samples. The trained model is then used to generate offspring. Considering the cold-start mechanism of the diffusion model, particularly during the training phase where it is not suitable for generating initial offspring, this paper adjusts and optimizes the collaborative strategy to enhance the synergy between the diffusion model and MOEA/D-AEE. Experimental validation of the DPG-SMOEA demonstrates the advantages of using diffusion models in low-dimensional and relatively continuous data analysis. The results show that the DPG-SMOEA performs well on the low-dimensional Hang Seng Index test dataset, while achieving average performance on other high-dimensional datasets, consistent with theoretical predictions. Overall, the DPG-SMOEA achieves better results compared to MOEA/D-AEE and other multi-objective optimization algorithms.

The multi-objective evolutionary algorithm optimization (MOEA) is a challenging but critical approach for tackling complex data analysis problems. However, prevailing MOEAs often rely on single strategies to obtain optimal solutions, leading to concerns such as premature convergence and insufficient population diversity, particularly in high-dimensional data scenarios. In this paper, we propose a novel adversarial population generation algorithm, APG-SMOEA, which synergistically combines the benefits of MOEAs and Generative Adversarial Networks (GANs) to address these limitations. In order to balance the efficiency and quality of offspring selection, we introduce an adaptive population entropy strategy, which includes control parameters based on population entropy and a learning pool for storing and retrieving optimal solutions. Additionally, we attempt to alleviate the training complexity and model collapse problems common in GANs with APG-SMOEA. Experimental results on benchmarks demonstrate that the proposed algorithm is superior to the existing algorithms in terms of solution quality and diversity of low-dimensional or high-dimensional complex data.