基于分解和支配關(guān)系的超多目標(biāo)進(jìn)化算法
doi: 10.11999/JEIT190589 cstr: 32379.14.JEIT190589
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重慶郵電大學(xué)通信與信息工程學(xué)院 重慶 400065
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信號(hào)與信息處理重慶市重點(diǎn)實(shí)驗(yàn)室 重慶 400065
Decomposition and Dominance Relation Based Many-objective Evolutionary Algorithm
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School of Communication and Information Engineering, Chongqing University of Posts and Telecommunications, Chongqing 400065, China
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Chongqing Key Laboratory of Signal and Information Processing, Chongqing 400065, China
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摘要:
近年來,超多目標(biāo)優(yōu)化問題(MaOPs)成為了進(jìn)化計(jì)算領(lǐng)域的研究熱點(diǎn)。然而,在處理各種優(yōu)化問題中,如何有效地平衡收斂性和多樣性仍是一個(gè)難題。為了解決上述的問題,該文提出了一種基于分解和支配關(guān)系的超多目標(biāo)進(jìn)化算法(DdrEA)。首先利用權(quán)重向量把整個(gè)種群分解為一組子種群,這些子種群將進(jìn)行協(xié)同優(yōu)化;然后利用角度和角度支配關(guān)系計(jì)算子種群內(nèi)每個(gè)解的值;最后根據(jù)適應(yīng)度值進(jìn)行精英選擇,即在每個(gè)子空間內(nèi)選取適應(yīng)度值最小的解作為精英解進(jìn)入下一代。DdrEA通過與當(dāng)前較優(yōu)的NSGA-II/AD, RVEA, MOMBI-II等多個(gè)超多目標(biāo)進(jìn)化算法進(jìn)行實(shí)驗(yàn)對(duì)比,實(shí)驗(yàn)結(jié)果表明該文算法性能明顯優(yōu)于對(duì)比算法,能夠有效平衡種群的收斂性和多樣性。
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關(guān)鍵詞:
- 超多目標(biāo)優(yōu)化 /
- 分解 /
- 支配關(guān)系 /
- 進(jìn)化算法
Abstract:In recent year, the Many-objective Optimization Problems (MaOPs) have become an increasingly hot research area in evolutionary computation. However, it is still a difficult problem to achieve a good balance between convergence and diversity on solving various kinds of MaOPs. To alleviate this issue mentioned above, a Decomposition and dominance relation based many-objective Evolutionary Algorithm(DdrEA) is proposed in this paper. Firstly, the population is decomposed into numbers of sub-populations by using a set of uniform weight vectors, in which they are optimized in a cooperative manner. Then, the fitness value of solution in each sub-population is calculated by angle dominance relation and angle. Finally, elite selection strategy is performed according to its corresponding fitness value. That is, in each subspace, the solution with the smallest fitness value is selected as the elite solution to enter the next generation. Comparing with several high-dimensional and multi-objective evolutionary algorithms (NSGA-II/AD, RVEA, MOMBI-II), the experimental results show that the performance of the proposed algorithm DdrEA is better than that of the comparison algorithm, and the convergence and diversity of the population can be effectively balanced.
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Key words:
- Many-objective optimization /
- Decomposition /
- Dominance relation /
- Evolutionary algorithm
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表 1 DdrEA算法框架
輸入: N (種群規(guī)模) 輸出: P (最終種群) (1) ${ V} = \operatorname{Uniform\;Reference\;Vector} (N)$; (2) $P = \operatorname{RandomInitialize} (N)$; (3) while 終止條件未滿足 do (4) ${\rm{Pool} } = \operatorname{Bianry\;Tournament} (P)$; (5) $O = \operatorname{Variation} ({\rm{Pool}})$; (6) $P = \operatorname{Environmental\;Selection} (P \cup O,V,N)$; (7) end while 下載: 導(dǎo)出CSV
表 2 環(huán)境選擇算法框架
輸入: P (合并后的種群), V (參考向量); 輸出: Q (下一代種群); (1) /*目標(biāo)值標(biāo)準(zhǔn)化*/
(2) ${f_i}\;(p) = \dfrac{{{f_i}(p) - z_i^{{\rm{id}}}}}{{z_i^{{\rm{na}}} - z_i^{{\rm{id}}}}},\forall p \in P$;(3) /*種群分解*/ (4) for $i = 1\;{\rm{to }}\left| P \right|$ do (5) for $j = 1\;{\rm{to }}N$ do
(6) ${\theta _{i,j} } = \arccos \dfrac{ { {f_i}\;(p) \cdot {v_j} } }{ {\left\| { {f_i}\;(p)} \right\|} }$;(7) end for (8) end for (9) for $i = 1\;{\rm{to }}\left| P \right|$ do (10) $r = \arg \min {\theta _{i,j}},j \in \{ 1,2, ··· ,N\} $; (11) ${\overline P _k} = {\overline P _k} \cup \{ {I_r}\} $; (12) end for (13) /*精英選擇*/ (14) 非支配排序獲得每個(gè)解的AD等級(jí); (15) for $i = 1\;{\rm{to }}N$ do (16) for $j = 1\;{\rm{to } }\left| { { { {\overline P}_k} } } \right|$ do (17) ${\rm{fi}}{{\rm{t}}_{i,j}} = F_i^p + {\theta _{i,j}}$; (18) end for (19) end for (20) for $i = 1\;{\rm{to }}N$ do (21) $r = \arg \min {\rm{fi}}{{\rm{t}}_{i,j}}$ (22) $Q = Q \cup \{ {I_r}\} $ (23) end for 下載: 導(dǎo)出CSV
表 3 各算法在WFG測(cè)試集上獨(dú)立運(yùn)行30次的HV均值和標(biāo)準(zhǔn)差
測(cè)試問題 M DdrEA NSGA-II/AD RVEA MOMBI-II WFG1 5 9.7500e-1 (3.88e-3) 9.7759e-1 (1.72e-3) + 9.9722e-1 (5.54e-4) + 9.4668e-1 (5.46e-2) = 10 9.9821e-1 (4.94e-4) 9.9849e-1 (1.57e-4) + 9.9768e-1 (5.30e-4) – 9.9990e-1 (6.65e-5) + 15 9.9960e-1 (2.23e-4) 9.9977e-1 (5.94e-5) + 9.9546e-1 (1.65e-2) – 9.9900e-1 (9.15e-4) – WFG2 5 9.5980e-1 (4.39e-3) 9.8390e-1 (6.84e-4) + 9.9385e-1 (1.19e-3) + 9.9432e-1 (2.64e-3) + 10 9.9548e-1 (1.94e-3) 9.9819e-1 (3.42e-4) + 9.8944e-1 (2.64e-3) – 9.9459e-1 (4.80e-3) = 15 9.9516e-1 (3.28e-3) 9.9854e-1 (4.21e-4) + 9.7143e-1 (6.37e-3) – 9.4784e-1 (4.42e-2) – WFG3 5 2.1343e-1 (1.95e-2) 2.4953e-1 (4.42e-3) + 1.5392e-1 (2.34e-2) – 9.1612e-2 (1.14e-3) – 10 9.2805e-2 (1.72e-2) 7.7407e-2 (1.47e-2) – 0.0000e+0 (0.00e+0) – 8.8033e-2 (1.38e-2) = 15 8.3502e-4 (3.18e-3) 5.6841e-4 (2.97e-3) = 0.0000e+0 (0.00e+0) = 0.0000e+0 (0.00e+0) = WFG4 5 7.9321e-1 (6.31e-4) 6.4860e-1 (1.20e-3) – 7.9120e-1 (6.98e-4) – 7.9039e-1 (7.50e-3) = 10 9.6871e-1 (4.54e-4) 8.3306e-1 (1.02e-3) – 9.5997e-1 (2.21e-3) – 9.2583e-1 (5.33e-2) – 15 9.8842e-1 (4.27e-3) 9.0197e-1 (2.24e-3) – 9.7572e-1 (3.32e-3) – 6.5742e-1 (6.09e-2) – WFG5 5 7.4375e-1 (4.53e-4) 5.9898e-1 (9.69e-4) – 7.4385e-1 (3.78e-4) = 7.1661e-1 (1.18e-2) – 10 9.0472e-1 (2.50e-4) 7.6876e-1 (7.00e-4) – 9.0333e-1 (3.03e-4) – 8.2511e-1 (1.49e-2) – 15 9.1756e-1 (2.50e-4) 8.2982e-1 (1.15e-3) – 9.1591e-1 (2.52e-4) – 3.0980e-1 (1.03e-1) – WFG6 5 7.2159e-1 (1.32e-2) 5.8627e-1 (1.86e-2) – 7.2535e-1 (1.44e-2) = 7.2502e-1 (2.91e-2) = 10 8.8790e-1 (1.79e-2) 7.4225e-1 (2.01e-2) – 8.7718e-1 (1.67e-2) – 8.6054e-1 (5.34e-2) – 15 8.9955e-1 (2.46e-2) 7.9363e-1 (2.38e-2) – 7.2363e-1 (8.04e-2) – 6.2650e-1 (5.72e-2) – WFG7 5 7.9404e-1 (5.38e-4) 6.4353e-1 (1.20e-3) – 7.8991e-1 (5.70e-4) – 7.8952e-1 (8.36e-3) – 10 9.6965e-1 (2.60e-4) 8.2831e-1 (4.30e-3) – 9.5835e-1 (1.80e-3) – 9.6818e-1 (3.92e-3) = 15 9.9072e-1 (9.04e-4) 8.9903e-1 (1.10e-3) – 9.8234e-1 (5.24e-3) – 7.5033e-1 (8.01e-2) – WFG8 5 6.8107e-1 (1.14e-3) 4.6230e-1 (5.93e-3) – 6.7438e-1 (2.36e-3) – 3.1772e-1 (6.41e-3) – 10 8.7577e-1 (6.90e-3) 6.0416e-1 (6.06e-2) – 8.3098e-1 (8.86e-2) = 6.4422e-1 (1.85e-2) – 15 8.9925e-1 (1.56e-3) 7.6855e-1 (6.04e-2) – 7.7368e-1 (1.23e-1) – 5.1932e-1 (7.33e-2) – WFG9 5 7.4084e-1 (4.55e-2) 6.3546e-1 (3.05e-3) – 7.5200e-1 (5.64e-3) = 5.5025e-1 (5.88e-2) – 10 9.0376e-1 (4.59e-2) 8.1230e-1 (7.64e-3) – 8.8746e-1 (3.28e-2) – 8.0514e-1 (1.40e-2) – 15 9.1408e-1 (3.94e-2) 8.4483e-1 (3.67e-2) – 8.3486e-1 (5.14e-2) – 2.6009e-1 (3.09e-2) – $ + \;/\; - \;/\; = $ 7/19/1 2/20/5 2/18/7 下載: 導(dǎo)出CSV
表 4 各算法在DTLZ測(cè)試集上獨(dú)立運(yùn)行30次的HV均值和標(biāo)準(zhǔn)差
測(cè)試問題 M DdrEA NSGA-II/AD RVEA MOMBI-II DTLZ1 5 8.4928e-1 (4.56e-2) 9.0703e-1 (4.42e-3) + 9.7490e-1 (1.72e-4) + 9.7461e-1 (2.59e-4) + 10 9.8958e-1 (5.26e-3) 9.8084e-1 (1.48e-3) – 9.9968e-1 (1.73e-5) + 9.6198e-1 (3.15e-2) – 15 9.1625e-1 (6.21e-2) 9.9583e-1 (3.87e-4) + 9.9990e-1 (4.62e-5) + 9.0337e-1 (3.90e-2) – DTLZ2 5 7.9489e-1 (2.85e-4) 7.1691e-1 (5.66e-3) – 7.9479e-1 (3.56e-4) = 7.9449e-1 (5.39e-4) – 10 9.7092e-1 (2.45e-4) 9.0347e-1 (4.42e-3) – 9.6974e-1 (1.49e-4) – 9.7085e-1 (2.13e-4) = 15 9.9160e-1 (1.05e-4) 9.5411e-1 (3.00e-3) – 9.9109e-1 (2.99e-4) – 8.8008e-1 (6.31e-2) – DTLZ3 5 6.2295e-1 (4.78e-2) 7.1455e-1 (7.51e-3) = 7.9246e-1 (2.06e-3) + 7.9042e-1 (2.58e-3) + 10 8.8458e-1 (2.77e-2) 8.9986e-1 (5.59e-3) = 9.6952e-1 (3.56e-4) + 8.2910e-1 (9.36e-2) – 15 7.0985e-1 (5.92e-2) 9.4928e-1 (5.01e-3) + 9.9072e-1 (2.96e-4) + 5.5538e-1 (5.08e-2) – DTLZ4 5 7.9479e-1 (4.40e-4) 7.2830e-1 (5.61e-3) – 7.8505e-1 (2.91e-2) = 7.8426e-1 (2.85e-2) – 10 9.7157e-1 (2.23e-4) 9.1475e-1 (4.07e-3) – 9.6980e-1 (1.53e-4) – 9.7226e-1 (2.24e-3) + 15 9.9206e-1 (1.14e-4) 9.6070e-1 (2.35e-3) – 9.9076e-1 (1.18e-3) – 9.9044e-1 (1.51e-3) – DTLZ5 5 1.0799e-1 (3.39e-3) 1.2935e-1 (3.74e-4) + 1.0483e-1 (2.04e-3) – 9.0959e-2 (2.73e-4) – 10 9.1644e-2 (1.16e-3) 1.0062e-1 (2.77e-4) + 9.0893e-2 (1.10e-4) – 9.1359e-2 (7.19e-4) = 15 9.1168e-2 (3.89e-4) 9.4858e-2 (3.18e-4) + 9.0648e-2 (3.24e-3) = 9.1206e-2 (3.78e-4) = DTLZ6 5 1.0371e-1 (5.39e-3) 1.2924e-1 (2.68e-4) + 1.0340e-1 (1.29e-2) = 9.0959e-2 (2.53e-4) – 10 9.1619e-2 (8.82e-4) 1.0053e-1 (2.70e-4) + 9.1873e-2 (8.07e-4) = 9.2808e-2 (1.11e-3) + 15 9.1147e-2 (5.02e-4) 9.4877e-2 (2.90e-4) + 8.7721e-2 (1.72e-2) = 9.1664e-2 (5.93e-4) + DTLZ7 5 2.4710e-1 (5.77e-3) 2.3300e-1 (4.51e-3) – 2.0265e-1 (3.05e-3) – 2.4292e-1 (5.42e-3) – 10 1.9578e-1 (2.23e-3) 1.9180e-1 (3.40e-3) – 1.4878e-1 (2.05e-2) – 1.5877e-1 (1.00e-2) – 15 1.6487e-1 (4.21e-3) 1.5882e-1 (5.21e-3) – 5.8918e-2 (5.77e-2) – 1.2108e-1 (1.74e-3) – $ + \;/\; - \;/\; = $ 9/10/2 6/9/6 5/13/3 下載: 導(dǎo)出CSV
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