A Grid Weighted Sum Pareto Local Search for Combinatorial Multi and Many-Objective Optimization.

Abstract

Combinatorial multiobjective optimization problems (CMOPs) are very popular due to their widespread applications in the real world. One common method for CMOPs is Pareto local search (PLS), a natural extension of single-objective local search (LS). However, classical PLS tends to reserve all of the nondominated solutions for LS, which causes the inefficient LS, as well as unbearable computational and space cost. Due to the aforementioned reasons, most PLS approaches can only handle CMOPs with no more than two objectives. In this paper, by combining the Pareto dominance and weighted sum (WS) approach in a grid system, the grid weighted sum dominance (gws-dominance) is proposed and integrated into PLS for CMOPs with multiple objectives. In the grid system, at most one representative solution is maintained in each grid for more efficient LS, thus largely reducing the computational and space complexity. The grid-based WS approach can further guide the LS in different grids for maintaining more widely and uniformly distributed Pareto front approximations. In the experimental studies, the grid WS PLS is compared with the classical PLS, three decomposition-based LS approaches [multiobjective evolutionary algorithm based on decomposition-LS (WS, Tchebycheff, and penalty-based boundary intersection)], a grid-based algorithm ( ϵ -MOEA), and a state-of-the-art hybrid approach (multiobjective memetic algorithm based on decomposition) on two sets of benchmark CMOPs. The experimental results show that the grid weighted sum Pareto local search significantly outperforms the compared algorithms and remains effective and efficient on combinatorial multiobjective and even many-objective optimization problems.