The Hausdorff distance dH is a widely used tool to measure the distance between different objects in several research fields. Possible reasons for this might be that it is a natural extension of the well-known and intuitive distance between points and/or the fact that dH defines in certain cases a metric in the mathematical sense. In evolutionary multiobjective optimization (EMO) the task is typically to compute the entire solution set-the so-called Pareto set-respectively its image, the Pareto front. Hence, dH should, at least at first sight, be a natural choice to measure the performance of the outcome set in particular since it is related to the terms spread and convergence as used in EMO literature. However, so far, dH does not find the general approval in the EMO community. The main reason for this is that dH penalizes single outliers of the candidate set which does not comply with the use of stochastic search algorithms such as evolutionary strategies. In this paper, we define a new performance indicator, Δp, which can be viewed as an “averaged Hausdorff distance” between the outcome set and the Pareto front and which is composed of (slight modifications of) the well-known indicators generational distance (GD) and inverted generational distance (IGD). We will discuss theoretical properties of Δp (as well as for GD and IGD) such as the metric properties and the compliance with state-of-theart multiobjective evolutionary algorithms (MOEAs), and will further on demonstrate by empirical results the potential of Δp as a new performance indicator for the evaluation of MOEAs.
11 December 2009 in IEEE Transactions on Evolutionary Computation
In this paper, we propose and investigate a new local search strategy for multiobjective memetic algorithms. More precisely, we suggest a novel iterative search procedure, known as the Hill Climber with Sidestep (HCS), which is designed for the treatment of multiobjective optimization problems, and show further two possible ways to integrate the HCS into a given evolutionary strategy leading to new memetic (or hybrid) algorithms. The pecularity of the HCS is that it is intended to be capable both moving toward and along the (local) Pareto set depending on the distance of the current iterate toward this set. The local search procedure utilizes the geometry of the directional cones of such optimization problems and works with or without gradient information. Finally, we present some numerical results on some well-known benchmark problems, indicating the strength of the local search strategy as a standalone algorithm as well as its benefit when used within a MOEA. For the latter we use the state of the art algorithms Nondominated Sorting Genetic Algorithm-II and Strength Pareto Evolutionary Algorithm 2 as base MOEAs.
14 October 2010 in IEEE Transactions on Evolutionary Computation
In this paper, we study the influence of the number of objectives of a continuous multiobjective optimization problem on its hardness for evolution strategies which is of particular interest for many-objective optimization problems. To be more precise, we measure the hardness in terms of the evolution (or convergence) of the population toward the set of interest, the Pareto set. Previous related studies consider mainly the number of nondominated individuals within a population which greatly improved the understanding of the problem and has led to possible remedies. However, in certain cases this ansatz is not sophisticated enough to understand all phenomena, and can even be misleading. In this paper, we suggest alternatively to consider the probability to improve the situation of the population which can, to a certain extent, be measured by the sizes of the descent cones. As an example, we make some qualitative considerations on a general class of uni-modal test problems and conjecture that these problems get harder by adding an objective, but that this difference is practically not significant, and we support this by some empirical studies. Further, we address the scalability in the number of objectives observed in the literature. That is, we try to extract the challenges for the treatment of many-objective problems for evolution strategies based on our observations and use them to explain recent advances in this field.
20 August 2015 in Computational Optimization and Applications
Multi-objective evolutionary algorithms are widely used by researchers and practitioners to solve multi-objective optimization problems (MOPs), since they require minimal assumptions and are capable of computing a finite size approximation of the entire solution set in one run of the algorithm. So far, however, the adequate treatment of equality constraints has played a minor role. Equality constraints are particular since they typically reduce the dimension of the search space, which causes problems for stochastic search algorithms such as evolutionary strategies. In this paper, we show that multi-objective evolutionary algorithms hybridized with continuation-like techniques lead to fast and reliable numerical solvers. For this, we first propose three new problems with different characteristics that are indeed hard to solve by evolutionary algorithms. Next, we develop a variant of NSGA-II with a continuation method. We present numerical results on several equality-constrained MOPs to show that the resulting method is highly competitive to state-of-the-art evolutionary algorithms.
10 April 2023 in IEEE Transactions on Evolutionary Computation
Routing and scheduling problems with increasingly realistic modelling approaches often entail the consideration of multiple objectives, time constraints, and modelling the system as a multigraph. This detailed modelling approach has increased computational complexity and may also lead to violation of the additivity property of the costs. In the worst scenario, increased complexity makes the problem intractable for exact algorithms. Even when the problem is solvable, exact algorithms may not provide solutions within the given time budget, and the found solutions are not guaranteed to be optimal due to the additivity property violation. Approximate solution methods become more suitable in this case. This paper focuses on one particular real-world application, the Airport Ground Movement Problem, where both time constraints and parallel arcs are involved. We introduce a novel Memetic Algorithm for Routing in Multigraphs with Time constraints (MARMT) and present a comprehensive study of its different variants based on diverse genetic representation methods. We propose a local search operator that enhances search efficiency and effectiveness. MARMT is tested on real data based on two airports of different sizes. Our results show that MARMT does not suffer from the non-additivity property problem as it outperforms the state-of-the-art exact algorithm when allowed to converge. When a time budget of 10 seconds is imposed on MARMT, it is able to provide solutions with quality comparable (within 1-5% degradation) to the ones given by the exact algorithm with respect to the aggregated objective values. MARMT can be adapted for other applications, such as train operations.