A Reference Point-Based Evolutionary Algorithm Solves Multi and Many-Objective Optimization Problems: Method and Validation.

Abstract

The integration of a decision maker's preferences in evolutionary multi-objective optimization (EMO) has been a common research scope over the last decade. In the published literature, several preference-based evolutionary approaches have been proposed. The reference point-based non-dominated sorting genetic (R-NSGA-II) algorithm represents one of the well-known preference-based evolutionary approaches. This method mainly aims to find a set of the Pareto-optimal solutions in the region of interest (ROI) rather than obtaining the entire Pareto-optimal set. This approach uses Euclidean distance as a metric to calculate the distance between each candidate solution and the reference point. However, this metric may not produce desired solutions because the final minimal Euclidean distance value is unknown. Thus, determining whether the true Pareto-optimal solution is achieved at the end of optimization run becomes difficult. In this study, R-NSGA-II method is modified using the recently proposed simplified Karush-Kuhn-Tucker proximity measure (S-KKTPM) metric instead of the Euclidean distance metric, where S-KKTPM-based distance measure can predict the convergence behavior of a point from the Pareto-optimal front without prior knowledge of the optimum solution. Experimental results show that the algorithm proposed herein is highly competitive compared with several state-of-the-art preference-based EMO methods. Extensive experiments were conducted with 2 to 10 objectives on various standard problems. Results show the effectiveness of our algorithm in obtaining the preferred solutions in the ROI and its ability to control the size of each preferred region separately at the same time.