A two-stage direction-guided evolutionary algorithm for large-scale multiobjective optimization

Abstract

Large-scale multiobjective optimization problems (LSMOPs) have exponential growth in the search space as the decision variables increase, and the vast search space poses a challenge to the performance of multiobjective evolutionary algorithms (MOEAs). Many current large-scale MOEAs need to consume a large amount of computational resources to get good performance. This paper proposes a two-stage direction-guided evolutionary algorithm for large-scale multiobjective optimization (LMOEA-S2D) to balance the performance and computational resource overhead. The algorithm exploits the Pareto-optimality property of domination and the diversity-preserving property of decomposition to optimize the performance in the two stages, respectively, and designs a corresponding direction-guided mechanism to improve search efficiency. LMOEA-S2D designs global direction search and local direction search in the domination-based stage for efficient exploitation to accelerate population convergence. To promote greater population diversity, a hybrid direction search was devised to aid diversity exploration in the decomposition-based stage, and this facilitates even distribution of candidate solutions across the Pareto optimal frontier. LMOEA-S2D is compared with five state-of-the-art large-scale MOEAs on some large-scale multiobjective test suites with 100 to 5,000 decision variables. The experimental results show that LMOEA-S2D significantly outperformed all compared algorithms under limited computational resources.