Accelerating large-scale multiobjective optimization via problem reformulation

Cheng HE, Lianghao LI, Ye TIAN, Xingyi ZHANG, Ran CHENG, Yaochu JIN, Xin YAO

Research output: Journal PublicationsJournal Article (refereed)peer-review

239 Citations (Scopus)

Abstract

In this paper, we propose a framework to accelerate the computational efficiency of evolutionary algorithms on large-scale multiobjective optimization. The main idea is to track the Pareto optimal set (PS) directly via problem reformulation. To begin with, the algorithm obtains a set of reference directions in the decision space and associates them with a set of weight variables for locating the PS. Afterwards, the original large-scale multiobjective optimization problem is reformulated into a low-dimensional single-objective optimization problem. In the reformulated problem, the decision space is reconstructed by the weight variables and the objective space is reduced by an indicator function. Thanks to the low dimensionality of the weight variables and reduced objective space, a set of quasi-optimal solutions can be obtained efficiently. Finally, a multiobjective evolutionary algorithm is used to spread the quasi-optimal solutions over the approximate Pareto optimal front evenly. Experiments have been conducted on a variety of large-scale multiobjective problems with up to 5000 decision variables. Four different types of representative algorithms are embedded into the proposed framework and compared with their original versions, respectively. Furthermore, the proposed framework has been compared with two state-of-the-art algorithms for large-scale multiobjective optimization. The experimental results have demonstrated the significant improvement benefited from the framework in terms of its performance and computational efficiency in large-scale multiobjective optimization.

Original languageEnglish
Article number8628263
Pages (from-to)949-961
Number of pages13
JournalIEEE Transactions on Evolutionary Computation
Volume23
Issue number6
Early online date28 Jan 2019
DOIs
Publication statusPublished - Dec 2019
Externally publishedYes

Bibliographical note

Publisher Copyright:
© 1997-2012 IEEE.

Funding

This work was supported in part by the National Key Research and Development Program of China under Grant 2017YFC0804002, in part by the Program for Guangdong Introducing Innovative and Entrepreneurial Teams under Grant 2017ZT07X386, in part by the Shenzhen Peacock Plan under Grant KQTD2016112514355531, in part by the Science and Technology Innovation Committee Foundation of Shenzhen under Grant ZDSYS201703031748284, in part by the Program for University Key Laboratory of Guangdong Province under Grant 2017KSYS008, in part by the National Natural Science Foundation of China under Grant 61320106005 and Grant 61772214, and in part by Engineering and Physical Sciences Research Council under Grant EP/M017869/1.

Keywords

  • Evolutionary algorithms
  • large-scale optimization
  • multiobjective optimization
  • problem reformulation

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