MOEA/D + uniform design: A new version of MOEA/D for optimization problems with many objectives

摘要

To extend multiobjective evolutionary algorithm based on decomposition (MOEA/D) in higher dimensional objective spaces, this paper proposes a new version of MOEA/D with uniform design, named the uniform design multiobjective evolutionary algorithm based on decomposition (UMOEA/D), and compares the proposed algorithm with MOEA/D and NSGA-Ⅱ on some scalable test problems with three to five objectives. UMOEA/D adopts the uniform design method to set the aggregation coefficient vectors of the subproblems. Compared with MOEA/D, distribution of the coefficient vectors is more uniform over the design space, and the population size neither increases nonlinearly with the number of objectives nor considers a formulaic setting. The experimental results indicate that UMOEA/D outperforms MOEA/D and NSGA-Ⅱ on almost all these many-objective test instances, especially on problems with higher dimensional objectives and complicated Pareto set shapes. Experimental results also show that UMOEA/D runs faster than NSGA-Ⅱ for the problems used in this paper. In additional, the results obtained are very competitive when comparing UMOEA/D with some other algorithm on the multiobjective knapsack problems.