Abstract
Most evolutionary multiobjective optimisation (EMO) algorithms explicitly or implicitly maintain an archive for an approximation of the Pareto front. A question arising is whether existing archiving methods are reliable with respect to their convergence and approximation ability. Despite theoretical results available, it remains unknown how these archivers actually perform in practice. In particular, what percentage of solutions in their final archive are Pareto optimal? How frequently do they experience deterioration during the archiving process? Deterioration means archiving a new solution which is dominated by some solution discarded previously. This paper answers the above questions through a systematic investigation of eight representative archivers on 37 test instances with two to five objectives. We have found that (1) deterioration happens to all the archivers; (2) the deterioration degree can vary dramatically on different problems; (3) some archivers clearly perform better than others; and (4) several popular archivers sometime return a population with most solutions being the non-optimal. All of these suggest the need of improvement of current archiving methods.
Access this chapter
Tax calculation will be finalised at checkout
Purchases are for personal use only
Notes
- 1.
- 2.
The method of computing the dominated hypervolume in SMS-EMOA was from [13], available at http://iridia.ulb.ac.be/~manuel/hypervolume.
- 3.
Here, “Pareto optimal” means being nondominated to all the solutions found during the run, rather than the problem’s Pareto optimal solutions.
References
Aguirre, H., Tanaka, K.: Working principles, behavior, and performance of MOEAs on MNK-landscapes. Eur. J. Oper. Res. 181(3), 1670–1690 (2007)
Aguirre, H., Zapotecas, S., Liefooghe, A., Verel, S., Tanaka, K.: Approaches for many-objective optimization: analysis and comparison on MNK-landscapes. In: Bonnevay, S., Legrand, P., Monmarché, N., Lutton, E., Schoenauer, M. (eds.) EA 2015. LNCS, vol. 9554, pp. 14–28. Springer, Cham (2016). https://doi.org/10.1007/978-3-319-31471-6_2
Beume, N., Naujoks, B., Emmerich, M.: SMS-EMOA: multiobjective selection based on dominated hypervolume. Eur. J. Oper. Res. 181(3), 1653–1669 (2007)
Bezerra, L.C.T., López-Ibánez, M., Stützle, T.: Automatic component-wise design of multiobjective evolutionary algorithms. IEEE Trans. Evol. Comput. 20(3), 403–417 (2016)
Bezerra, L.C.T., López-Ibáñez, M., Stützle, T.: A large-scale experimental evaluation of high-performing multi-and many-objective evolutionary algorithms. Evol. Comput. (2018, in press)
Corne, D., Knowles, J.: Some multiobjective optimizers are better than others. In: The 2003 Congress on Evolutionary Computation, vol. 4, pp. 2506–2512. IEEE (2003)
Deb, K., Jain, H.: An evolutionary many-objective optimization algorithm using reference-point-based nondominated sorting approach, part I: solving problems with box constraints. IEEE Trans. Evol. Comput. 18(4), 577–601 (2014)
Deb, K., Pratap, A., Agarwal, S., Meyarivan, T.: A fast and elitist multiobjective genetic algorithm: NSGA-II. IEEE Trans. Evol. Comput. 6(2), 182–197 (2002)
Deb, K., Thiele, L., Laumanns, M., Zitzler, E.: Scalable test problems for evolutionary multiobjective optimization. In: Abraham, A., Jain, L., Goldberg, R. (eds.) Evolutionary Multiobjective Optimization. Theoretical Advances and Applications, pp. 105–145. Springer, Berlin (2005). https://doi.org/10.1007/1-84628-137-7_6
Fieldsend, J.E.: University staff teaching allocation: formulating and optimising a many-objective problem. In: Proceedings of the Genetic and Evolutionary Computation Conference (GECCO), pp. 1097–1104. ACM (2017)
Fieldsend, J.E., Everson, R.M., Singh, S.: Using unconstrained elite archives for multiobjective optimization. IEEE Trans. Evol. Comput. 7(3), 305–323 (2003)
Fonseca, C., Fleming, P.: An overview of evolutionary algorithms in multiobjective optimization. Evol. Comput. 3(1), 1–16 (1995)
Fonseca, C.M., Paquete, L., López-Ibánez, M.: An improved dimension-sweep algorithm for the hypervolume indicator. In: Proceedings of IEEE Congress Evolutionary Computation CEC 2006, pp. 1157–1163 (2006)
Hanne, T.: On the convergence of multiobjective evolutionary algorithms. Eur. J. Oper. Res. 117(3), 553–564 (1999)
Huband, S., Hingston, P., Barone, L., While, L.: A review of multiobjective test problems and a scalable test problem toolkit. IEEE Trans. Evol. Comput. 10(5), 477–506 (2006)
Ishibuchi, H., Hitotsuyanagi, Y., Tsukamoto, N., Nojima, Y.: Many-objective test problems to visually examine the behavior of multiobjective evolution in a decision space. In: Schaefer, R., Cotta, C., Kołodziej, J., Rudolph, G. (eds.) PPSN 2010. LNCS, vol. 6239, pp. 91–100. Springer, Heidelberg (2010). https://doi.org/10.1007/978-3-642-15871-1_10
Jain, H., Deb, K.: An evolutionary many-objective optimization algorithm using reference-point based nondominated sorting approach, part II: handling constraints and extending to an adaptive approach. IEEE Trans. Evol. Comput. 18(4), 602–622 (2014)
Jin, H., Wong, M.-L.: Adaptive, convergent, and diversified archiving strategy for multiobjective evolutionary algorithms. Expert Syst. Appl. 37(12), 8462–8470 (2010)
Judt, L., Mersmann, O., Naujoks, B.: Non-monotonicity of observed hypervolume in 1-Greedy S-Metric selection. J. Multi-Criteria Decis. Anal. 20(5–6), 277–290 (2013)
Knowles, J., Corne, D.: Properties of an adaptive archiving algorithm for storing nondominated vectors. IEEE Trans. Evol. Comput. 7(2), 100–116 (2003)
Knowles, J., Corne, D.: Bounded Pareto archiving: theory and practice. In: Gandibleux, X., Sevaux, M., Sörensen, K., T’kindt, V., et al. (eds.) LNE, vol. 535, pp. 39–64. Springer, Heidelberg (2004). https://doi.org/10.1007/978-3-642-17144-4_2
Knowles, J.D., Corne, D.W., Fleischer, M.: Bounded archiving using the Lebesgue measure. In: The 2003 Congress on Evolutionary Computation, vol. 4, pp. 2490–2497. IEEE (2003)
Köppen, M., Yoshida, K.: Substitute distance assignments in NSGA-II for handling many-objective optimization problems. In: Obayashi, S., Deb, K., Poloni, C., Hiroyasu, T., Murata, T. (eds.) EMO 2007. LNCS, vol. 4403, pp. 727–741. Springer, Heidelberg (2007). https://doi.org/10.1007/978-3-540-70928-2_55
Kursawe, F.: A variant of evolution strategies for vector optimization. In: Schwefel, H.-P., Männer, R. (eds.) PPSN 1990. LNCS, vol. 496, pp. 193–197. Springer, Heidelberg (1991). https://doi.org/10.1007/BFb0029752
Laumanns, M., Thiele, L., Deb, K., Zitzler, E.: Combining convergence and diversity in evolutionary multiobjective optimization. Evol. Comput. 10(3), 263–282 (2002)
Laumanns, M., Zenklusen, R.: Stochastic convergence of random search methods to fixed size Pareto front approximations. Eur. J. Oper. Res. 213(2), 414–421 (2011)
Li, M., Grosan, C., Yang, S., Liu, X., Yao, X.: Multi-line distance minimization: a visualized many-objective test problem suite. IEEE Trans. Evol. Comput. 22(1), 61–78 (2018)
Li, M., Yang, S., Liu, X.: Shift-based density estimation for Pareto-based algorithms in many-objective optimization. IEEE Trans. Evol. Comput. 18(3), 348–365 (2014)
Li, M., Yang, S., Liu, X.: A test problem for visual investigation of high-dimensional multi-objective search. In: Proceedings of the IEEE Congress on Evolutionary Computation (CEC), pp. 2140–2147 (2014)
Li, M., Yang, S., Liu, X.: Pareto or non-pareto: bi-criterion evolution in multiobjective optimization. IEEE Trans. Evol. Comput. 20(5), 645–665 (2016)
López-Ibáñez, M., Knowles, J., Laumanns, M.: On sequential online archiving of objective vectors. In: Takahashi, R.H.C., Deb, K., Wanner, E.F., Greco, S. (eds.) EMO 2011. LNCS, vol. 6576, pp. 46–60. Springer, Heidelberg (2011). https://doi.org/10.1007/978-3-642-19893-9_4
Reed, P.M., Hadka, D., Herman, J.D., Kasprzyk, J.R., Kollat, J.B.: Evolutionary multiobjective optimization in water resources: the past, present, and future. Adv. Water Resour. 51, 438–456 (2013)
Rudolph, G., Agapie, A.: Convergence properties of some multi-objective evolutionary algorithms. In: Proceedings of the 2000 Congress on Evolutionary Computation, vol. 2, pp. 1010–1016. IEEE (2000)
Schaffer, J.D.: Multiple objective optimization with vector evaluated genetic algorithms. In: Proceedings of the First International Conference on Genetic Algorithms and their Applications, pp. 93–100 (1985)
Schütze, O., Laumanns, M., Coello, C.A., Dellnitz, M., Talbi, E.G.: Convergence of stochastic search algorithms to finite size Pareto set approximations. J. Glob. Optim. 41(4), 559–577 (2008)
Vlennet, R., Fonteix, C., Marc, I.: Multicriteria optimization using a genetic algorithm for determining a Pareto set. Int. J. Syst. Sci. 27(2), 255–260 (1996)
Zhang, Q., Li, H.: MOEA/D: a multiobjective evolutionary algorithm based on decomposition. IEEE Trans. Evol. Comput. 11(6), 712–731 (2007)
Zitzler, E., Deb, K., Thiele, L.: Comparison of multiobjective evolutionary algorithms: empirical results. Evol. Comput. 8(2), 173–195 (2000)
Zitzler, E., Künzli, S.: Indicator-based selection in multiobjective search. In: Yao, X., et al. (eds.) PPSN 2004. LNCS, vol. 3242, pp. 832–842. Springer, Heidelberg (2004). https://doi.org/10.1007/978-3-540-30217-9_84
Zitzler, E., Laumanns, M., Bleuler, S.: A tutorial on evolutionary multiobjective optimization. In: Gandibleux, X., Sevaux, M., Sörensen, K., T’kindt, V., et al. (eds.) Metaheuristics for Multiobjective Optimisation. LNE, vol. 535, pp. 3–37. Springer, Heidelberg (2004). https://doi.org/10.1007/978-3-642-17144-4_1
Zitzler, E., Laumanns, M., Thiele, L.: SPEA2: improving the strength Pareto evolutionary algorithm for multiobjective optimization. In: Evolutionary Methods for Design, Optimisation and Control, pp. 95–100, Barcelona, Spain (2002)
Acknowledgement
This work was supported by EPSRC (Grant Nos. EP/J017515/1 and EP/P005578/1) and Science and Technology Innovation Committee Foundation of Shenzhen (Grant Nos. ZDSYS201703031748284 and JCYJ20170307105521943).
Author information
Authors and Affiliations
Corresponding author
Editor information
Editors and Affiliations
Rights and permissions
Copyright information
© 2019 Springer Nature Switzerland AG
About this paper
Cite this paper
Li, M., Yao, X. (2019). An Empirical Investigation of the Optimality and Monotonicity Properties of Multiobjective Archiving Methods. In: Deb, K., et al. Evolutionary Multi-Criterion Optimization. EMO 2019. Lecture Notes in Computer Science(), vol 11411. Springer, Cham. https://doi.org/10.1007/978-3-030-12598-1_2
Download citation
DOI: https://doi.org/10.1007/978-3-030-12598-1_2
Published:
Publisher Name: Springer, Cham
Print ISBN: 978-3-030-12597-4
Online ISBN: 978-3-030-12598-1
eBook Packages: Computer ScienceComputer Science (R0)