A co-evolutionary algorithm based on sparsity clustering for sparse large-scale multi-objective optimization

Abstract

Sparse large-scale multi-objective optimization problems (LSMOPs), which are characterized by high dimensional search space and sparse Pareto optimal solutions, have a widespread existence in academic research and practical applications. While the high dimensional decision space poses challenges to multi-objective evolutionary algorithms (MOEAs), the difficulty of solving sparse LSMOPs can be alleviated by utilizing the prior knowledge that the optimal solutions are sparse. In this paper, a co-evolutionary algorithm based on sparsity clustering, namely SCEA, is proposed, where the prior knowledge of sparse optimal solutions is utilized explicitly. At each generation, SCEA first calculates the current optimal sparsity by sparsity clustering. Then, SCEA divides the population into a winner subpopulation and two loser subpopulations. While the winner subpopulation reproduces offspring solutions by conventional genetic operators, the loser subpopulations generate offspring solutions along two competitive directions under the guidance of current optimal sparsity and variable importance. In the experiments, four state-of-the-art MOEAs are selected as the comparative algorithms. Experimental results show that the proposed algorithm is superior to the four competitors on both benchmark problems and practical applications, which include the sparse signal reconstruction problem, the community detection problem, and the instance selection problem.