A feedback-based prediction strategy for dynamic multi-objective evolutionary optimization

Abstract

Prediction methods are widely used to solve dynamic multi-objective optimization problems (DMOPs). The key to the success of prediction methods lies in the accurate tracking of the new location of the Pareto set (PS) or Pareto front (PF) in a new environment. To improve the prediction accuracy, this paper proposes a novel feedback-based prediction strategy (FPS), which consists of two feedback mechanisms, namely correction feedback (CF) and effectiveness feedback (EF). CF is used to correct an initial prediction model. When the environment changes, CF constructs a representative individual to reflect the characteristics of the current population. The predicted solution of this individual in the new environment is calculated based on the initial prediction model. Afterward, a step size exploration method based on variable classification is introduced to adaptively correct the prediction model. EF is applied to enhance the effectiveness of re-initialization in two stages. In the first stage, half of the individuals in the population are re-initialized based on the corrected prediction model. In the second stage, EF re-initializes the rest of the individuals in the population using two rounds of roulette method based on the re-initialization effectiveness feedback of the first stage. The proposed FPS is incorporated into a dynamic multi-objective optimization evolutionary algorithm (DMOEA) based on decomposition resulting in a new algorithm denoted as MOEA/D-FPS. MOEA/D-FPS is compared with six state-of-the-art DMOEAs on twenty-two different benchmark problems. The experimental results demonstrate the effectiveness and efficacy of MOEA/D-FPS in solving DMOPs.