Generalized immigration schemes for dynamic evolutionary multiobjective optimization

Abstract

The insertion of atypical solutions (immigrants) in Evolutionary Algorithms populations is a well studied and successful strategy to cope with the difficulties of tracking optima in dynamic environments in single-objective optimization. This paper studies a probabilistic model, suggesting that centroid based diversity measures can mislead the search towards optima, and presents an extended taxonomy of immigration schemes, from which three immigrants strategies are generalized and integrated into NSGA2 for Dynamic Multiobjective Optimization (DMO). The correlation between two diversity indicators and hypervolume is analyzed in order to assess the influence of the diversity generated by the immigration schemes in the evolution of non-dominated solutions sets on distinct continuous DMO problems under different levels of severity and periodicity of change. Furthermore, the proposed immigration schemes are ranked in terms of the observed offline hypervolume indicator.