Preference-Inspired Coevolutionary Algorithms for Many-Objective Optimization

Abstract

The simultaneous optimization of many objectives (in excess of 3), in order to obtain a full and satisfactory set of tradeoff solutions to support a posteriori decision making, remains a challenging problem. The concept of coevolving a family of decision-maker preferences together with a population of candidate solutions is studied here and demonstrated to have promising performance characteristics for such problems. After introducing the concept of the preference-inspired coevolutionary algorithm (PICEA), a realization of this concept, PICEA-g, is systematically compared with four of the best-in-class evolutionary algorithms (EAs); random search is also studied as a baseline approach. The four EAs used in the comparison are a Pareto-dominance relation-based algorithm (NSGA-II), an <formula formulatype="inline" xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink"><tex Notation="TeX">$\epsilon$</tex></formula> -dominance relation-based algorithm [ <formula formulatype="inline" xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink"><tex Notation="TeX">$\epsilon$</tex></formula> -multiobjective evolutionary algorithm (MOEA)], a scalarizing function-based algorithm (MOEA/D), and an indicator-based algorithm [hypervolume-based algorithm (HypE)]. It is demonstrated that, for bi-objective problems, all of the multi-objective evolutionary algorithms perform competitively. As the number of objectives increases, PICEA-g and HypE, which have comparable performance, tend to outperform NSGA-II, <formula formulatype="inline" xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink"><tex Notation="TeX">$\epsilon$</tex></formula> -MOEA, and MOEA/D. All the algorithms outperformed random search.