Multidirectional Prediction Approach for Dynamic Multiobjective Optimization Problems

• Published in: IEEE transactions on cybernetics Vol. 49; no. 9; pp. 3362 - 3374
• Main Authors: Rong, Miao, Gong, Dunwei, Zhang, Yong, Jin, Yaochu, Pedrycz, Witold
• Format: Journal Article
• Language: English
• Published: United States IEEE 01.09.2019; The Institute of Electrical and Electronics Engineers, Inc. (IEEE)
• Subjects: Adaptation; dynamic multiobjective optimization; Evolutionary algorithms; Heuristic algorithms; Mathematical programming; multidirection prediction (MDP); Multiple objective analysis; Optimization; Pareto optimization; Pareto optimum; Particle swarm optimization; Prediction algorithms; Predictions; Predictive models; representative individual; Sociology; Statistics; Strategy
• ISSN: 2168-2267; 2168-2275
• DOI: 10.1109/TCYB.2018.2842158

Various real-world multiobjective optimization problems are dynamic, requiring evolutionary algorithms (EAs) to be able to rapidly track the moving Pareto front of an optimization problem once an environmental change occurs. To this end, several methods have been developed to predict the new location of the moving Pareto set (PS) so that the population can be reinitialized around the predicted location. In this paper, we present a multidirectional prediction strategy to enhance the performance of EAs in solving a dynamic multiobjective optimization problem (DMOP). To more accurately predict the moving location of the PS, the population is clustered into a number of representative groups by a proposed classification strategy, where the number of clusters is adapted according to the intensity of the environmental change. To examine the performance of the developed algorithm, the proposed prediction strategy is compared with four state-of-the-art prediction methods under the framework of particle swarm optimization as well as five popular EAs for dynamic multiobjective optimization. Our experimental results demonstrate that the proposed algorithm can effectively tackle DMOPs.