How to Specify a Reference Point in Hypervolume Calculation for Fair Performance Comparison

2018 ◽  
Vol 26 (3) ◽  
pp. 411-440 ◽  
Author(s):  
Hisao Ishibuchi ◽  
Ryo Imada ◽  
Yu Setoguchi ◽  
Yusuke Nojima
Keyword(s):  
Reference Point ◽  
Pareto Front ◽  
Performance Comparison ◽  
Test Problems ◽  
Optimal Distribution ◽  
Multi Objective ◽  
Specification Method ◽  
All Solutions ◽  
Nadir Point ◽  
Distributed Solutions

The hypervolume indicator has frequently been used for comparing evolutionary multi-objective optimization (EMO) algorithms. A reference point is needed for hypervolume calculation. However, its specification has not been discussed in detail from a viewpoint of fair performance comparison. A slightly worse point than the nadir point is usually used for hypervolume calculation in the EMO community. In this paper, we propose a reference point specification method for fair performance comparison of EMO algorithms. First, we discuss the relation between the reference point specification and the optimal distribution of solutions for hypervolume maximization. It is demonstrated that the optimal distribution of solutions strongly depends on the location of the reference point when a multi-objective problem has an inverted triangular Pareto front. Next, we propose a reference point specification method based on theoretical discussions on the optimal distribution of solutions. The basic idea is to specify the reference point so that a set of well-distributed solutions over the entire linear Pareto front has a large hypervolume and all solutions in such a solution set have similar hypervolume contributions. Then, we examine whether the proposed method can appropriately specify the reference point through computational experiments on various test problems. Finally, we examine the usefulness of the proposed method in a hypervolume-based EMO algorithm. Our discussions and experimental results clearly show that a slightly worse point than the nadir point is not always appropriate for performance comparison of EMO algorithms.

scholarly journals A New Framework of Evolutionary Multi-Objective Algorithms with an Unbounded External Archive

2020 ◽  
Author(s):  
Hisao Ishibuchi ◽  
Lie Meng Pang ◽  
Ke Shang
Keyword(s):  
Pareto Front ◽  
Algorithm Design ◽  
Future Research ◽  
Multi Objective ◽  
Final Population ◽  
External Archive ◽  
Processing Procedure ◽  
Distributed Solutions ◽  
New Framework ◽  
Main Characteristic Feature

This paper proposes a new framework for the design of evolutionary multi-objective optimization (EMO) algorithms. The main characteristic feature of the proposed framework is that the optimization result of an EMO algorithm is not the final population but a subset of the examined solutions during its execution. As a post-processing procedure, a pre-specified number of solutions are selected from an unbounded external archive where all the examined solutions are stored. In the proposed framework, the final population does not have to be a good solution set. The point of the algorithm design is to examine a wide variety of solutions over the entire Pareto front and to select well-distributed solutions from the archive. In this paper, first we explain difficulties in the design of EMO algorithms in the existing two frameworks: non-elitist and elitist. Next, we propose the new framework of EMO algorithms. Then we demonstrate advantages of the proposed framework over the existing ones through computational experiments. Finally we suggest some interesting and promising future research topics.

scholarly journals Multi-objective dynamic programming with limited precision

2021 ◽  
Author(s):  
L. Mandow ◽  
J. L. Perez-de-la-Cruz ◽  
N. Pozas
Keyword(s):  
Dynamic Programming ◽  
Pareto Front ◽  
Dynamic Programming Algorithm ◽  
Programming Algorithm ◽  
Value Iteration ◽  
Multi Objective ◽  
All Solutions ◽  
Markov Decision ◽  
Objective Value ◽  
Limited Precision

AbstractThis paper addresses the problem of approximating the set of all solutions for Multi-objective Markov Decision Processes. We show that in the vast majority of interesting cases, the number of solutions is exponential or even infinite. In order to overcome this difficulty we propose to approximate the set of all solutions by means of a limited precision approach based on White’s multi-objective value-iteration dynamic programming algorithm. We prove that the number of calculated solutions is tractable and show experimentally that the solutions obtained are a good approximation of the true Pareto front.

scholarly journals Evolutionary Search with Multiple Utopian Reference Points in Decomposition-Based Multiobjective Optimization

Complexity ◽  
2019 ◽  
Vol 2019 ◽  
pp. 1-22 ◽  
Author(s):  
Wu Lin ◽  
Qiuzhen Lin ◽  
Zexuan Zhu ◽  
Jianqiang Li ◽  
Jianyong Chen ◽  
...  
Keyword(s):  
Evolutionary Algorithms ◽  
Reference Point ◽  
Ideal Point ◽  
Search Space ◽  
Weight Vector ◽  
Reference Points ◽  
Test Problems ◽  
Evolutionary Search ◽  
Multiobjective Evolutionary Algorithms ◽  
Nadir Point

Decomposition-based multiobjective evolutionary algorithms (MOEA/Ds) have become increasingly popular in recent years. In these MOEA/Ds, evolutionary search is guided by the used weight vectors in decomposition function to approximate the Pareto front (PF). Generally, the decomposition function will be constructed by the weight vectors and the reference point, which play an important role to balance convergence and diversity during the evolutionary search. However, in most existing MOEA/Ds, only one ideal point is used as the reference point for all the evolutionary search, which is harmful to search the entire PF when tackling the problems with difficult-to-approximate PF boundaries. To address the above problem, this paper proposes an evolutionary search method with multiple utopian reference points in MOEA/Ds. Similar to the existing MOEA/Ds, each solution is associated with one weight vector, which provides an evolutionary search direction, while the novelty of our approach is to use multiple utopian reference points, which can provide evolutionary search directions for different weight vectors. Corner solutions are used to approximate the nadir point and then multiple utopian reference points for evolutionary search can be constructed based on the ideal point and the nadir point, which are uniformly distributed on the coordinate axis or planes. The use of these utopian points can prevent solutions to gather in the same region of PF and helps to strike a good balance of exploration and exploitation in the search space. The performance of our proposed algorithm is validated on tackling 16 recently proposed test problems with difficult-to-approximate PF boundaries and empirically compared to eight state-of-the-art multiobjective evolutionary algorithms. The experimental results demonstrate the superiority of the proposed algorithm on solving most of the test problems adopted.

scholarly journals An Entropy-Based Multiobjective Evolutionary Algorithm with an Enhanced Elite Mechanism

2012 ◽  
Vol 2012 ◽  
pp. 1-11 ◽  
Author(s):  
Yufang Qin ◽  
Junzhong Ji ◽  
Chunnian Liu
Keyword(s):  
Evolutionary Algorithm ◽  
Pareto Front ◽  
Optimization Problem ◽  
State Of The Art ◽  
Early Stage ◽  
Test Problems ◽  
Multiobjective Optimization Problem ◽  
Multi Objective Optimization ◽  
Nsga Ii ◽  
Multi Objective

Multiobjective optimization problem (MOP) is an important and challenging topic in the fields of industrial design and scientific research. Multi-objective evolutionary algorithm (MOEA) has proved to be one of the most efficient algorithms solving the multi-objective optimization. In this paper, we propose an entropy-based multi-objective evolutionary algorithm with an enhanced elite mechanism (E-MOEA), which improves the convergence and diversity of solution set in MOPs effectively. In this algorithm, an enhanced elite mechanism is applied to guide the direction of the evolution of the population. Specifically, it accelerates the population to approach the true Pareto front at the early stage of the evolution process. A strategy based on entropy is used to maintain the diversity of population when the population is near to the Pareto front. The proposed algorithm is executed on widely used test problems, and the simulated results show that the algorithm has better or comparative performances in convergence and diversity of solutions compared with two state-of-the-art evolutionary algorithms: NSGA-II, SPEA2 and the MOSADE.

scholarly journals Non-dominated sorting Harris’s hawk multi-objective optimizer based on reference point approach

2019 ◽  
Vol 15 (3) ◽  
pp. 1603 ◽  
Author(s):  
Shaymah Akram Yasear ◽  
Ku Ruhana Ku-Mahamud
Keyword(s):  
Reference Point ◽  
Pareto Front ◽  
Optimization Problems ◽  
Population Diversity ◽  
Experimental Results ◽  
Multi Objective Optimization ◽  
Next Generation ◽  
Multi Objective ◽  
Objective Space ◽  
Reference Point Approach

A non-dominated sorting Harris’s hawk multi-objective optimizer (NDSHHMO) algorithm is presented in this paper. The algorithm is able to improve the population diversity, convergence of non-dominated solutions toward the Pareto front, and prevent the population from trapping into local optimal. This was achieved by integrating fast non-dominated sorting with the original Harris’s hawk multi-objective optimizer (HHMO).  Non-dominated sorting divides the objective space into levels based on fitness values and then selects non-dominated solutions to produce the next generation of hawks. A set of well-known multi-objective optimization problems has been used to evaluate the performance of the proposed NDSHHMO algorithm. The results of the NDSHHMO algorithm were verified against the results of an HHMO algorithm. Experimental results demonstrate the efficiency of the proposed NDSHHMO algorithm in terms of enhancing the ability of convergence toward the Pareto front and significantly improve the search ability of the HHMO.

An Efficient Framework Using Normalized Dominance Operator for Multi-Objective Evolutionary Algorithms

2019 ◽  
Vol 10 (1) ◽  
pp. 15-37 ◽  
Author(s):  
Muneendra Ojha ◽  
Krishna Pratap Singh ◽  
Pavan Chakraborty ◽  
Shekhar Verma
Keyword(s):  
Evolutionary Algorithms ◽  
Pareto Front ◽  
Optimization Problem ◽  
Computational Cost ◽  
Optimization Methods ◽  
Objective Test ◽  
Test Problems ◽  
Multi Objective Optimization ◽  
Pareto Dominance ◽  
Multi Objective

Multi-objective optimization algorithms using evolutionary optimization methods have shown strength in solving various problems using several techniques for producing uniformly distributed set of solutions. In this article, a framework is presented to solve the multi-objective optimization problem which implements a novel normalized dominance operator (ND) with the Pareto dominance concept. The proposed method has a lesser computational cost as compared to crowding-distance-based algorithms and better convergence. A parallel external elitist archive is used which enhances spread of solutions across the Pareto front. The proposed algorithm is applied to a number of benchmark multi-objective test problems with up to 10 objectives and compared with widely accepted aggregation-based techniques. Experiments produce a consistently good performance when applied to different recombination operators. Results have further been compared with other established methods to prove effective convergence and scalability.

scholarly journals 2 Indicator-Based Multiobjective Search

2015 ◽  
Vol 23 (3) ◽  
pp. 369-395 ◽  
Author(s):  
Dimo Brockhoff ◽  
Tobias Wagner ◽  
Heike Trautmann
Keyword(s):  
Multiobjective Optimization ◽  
Performance Indicators ◽  
Pareto Front ◽  
Empirical Studies ◽  
Performance Comparison ◽  
Optimal Distribution ◽  
Conference Paper ◽  
Comprehensive Investigation ◽  
Previous Conference

In multiobjective optimization, set-based performance indicators are commonly used to assess the quality of a Pareto front approximation. Based on the scalarization obtained by these indicators, a performance comparison of multiobjective optimization algorithms becomes possible. The [Formula: see text] and the hypervolume (HV) indicator represent two recommended approaches which have shown a correlated behavior in recent empirical studies. Whereas the HV indicator has been comprehensively analyzed in the last years, almost no studies on the [Formula: see text] indicator exist. In this extended version of our previous conference paper, we thus perform a comprehensive investigation of the properties of the [Formula: see text] indicator in a theoretical and empirical way. The influence of the number and distribution of the weight vectors on the optimal distribution of [Formula: see text] solutions is analyzed. Based on a comparative analysis, specific characteristics and differences of the [Formula: see text] and HV indicator are presented. Furthermore, the [Formula: see text] indicator is integrated into an indicator-based steady-state evolutionary multiobjective optimization algorithm (EMOA). It is shown that the so-called [Formula: see text]-EMOA can accurately approximate the optimal distribution of [Formula: see text] solutions regarding [Formula: see text].

scholarly journals A New Framework of Evolutionary Multi-Objective Algorithms with an Unbounded External Archive

2020 ◽  
Author(s):  
Hisao Ishibuchi ◽  
Lie Meng Pang ◽  
Ke Shang
Keyword(s):  
Pareto Front ◽  
Algorithm Design ◽  
Future Research ◽  
Multi Objective ◽  
Final Population ◽  
External Archive ◽  
Processing Procedure ◽  
Distributed Solutions ◽  
New Framework ◽  
Main Characteristic Feature

This paper proposes a new framework for the design of evolutionary multi-objective optimization (EMO) algorithms. The main characteristic feature of the proposed framework is that the optimization result of an EMO algorithm is not the final population but a subset of the examined solutions during its execution. As a post-processing procedure, a pre-specified number of solutions are selected from an unbounded external archive where all the examined solutions are stored. In the proposed framework, the final population does not have to be a good solution set. The point of the algorithm design is to examine a wide variety of solutions over the entire Pareto front and to select well-distributed solutions from the archive. In this paper, first we explain difficulties in the design of EMO algorithms in the existing two frameworks: non-elitist and elitist. Next, we propose the new framework of EMO algorithms. Then we demonstrate advantages of the proposed framework over the existing ones through computational experiments. Finally we suggest some interesting and promising future research topics.

scholarly journals Multiplicative Approximations, Optimal Hypervolume Distributions, and the Choice of the Reference Point

2015 ◽  
Vol 23 (1) ◽  
pp. 131-159 ◽  
Author(s):  
Tobias Friedrich ◽  
Frank Neumann ◽  
Christian Thyssen
Keyword(s):  
Evolutionary Algorithms ◽  
Reference Point ◽  
Pareto Front ◽  
Optimization Problems ◽  
Extreme Points ◽  
Approximation Ratio ◽  
Objective Functions ◽  
Theoretical Understanding ◽  
Multi Objective ◽  
Trade Offs

Many optimization problems arising in applications have to consider several objective functions at the same time. Evolutionary algorithms seem to be a very natural choice for dealing with multi-objective problems as the population of such an algorithm can be used to represent the trade-offs with respect to the given objective functions. In this paper, we contribute to the theoretical understanding of evolutionary algorithms for multi-objective problems. We consider indicator-based algorithms whose goal is to maximize the hypervolume for a given problem by distributing [Formula: see text] points on the Pareto front. To gain new theoretical insights into the behavior of hypervolume-based algorithms, we compare their optimization goal to the goal of achieving an optimal multiplicative approximation ratio. Our studies are carried out for different Pareto front shapes of bi-objective problems. For the class of linear fronts and a class of convex fronts, we prove that maximizing the hypervolume gives the best possible approximation ratio when assuming that the extreme points have to be included in both distributions of the points on the Pareto front. Furthermore, we investigate the choice of the reference point on the approximation behavior of hypervolume-based approaches and examine Pareto fronts of different shapes by numerical calculations.

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