An ensemble learning-based multi-population evolutionary framework for multi-scenario multi-objective optimization problems

Abstract

Multi-scenario multi-objective optimization problems (MSMOPs) are a topic of considerable interest in the field of optimization. The MSMOP contains a set of multi-objective optimization problems arising from varying operating conditions, with the goal of determining a set of communal compromise solutions. However, there are few universal methods available for MSMOPs. This paper presents a general method incorporating transfer learning for MSMOPs. First, a multi-scenario ensemble framework that transfers knowledge between scenarios is developed to combine arbitrary multi-objective evolutionary algorithms, where a scenario-based comprehensive evaluation indicator is developed for combination with base learners. Then, an adaptive decomposition-based multi-objective evolutionary algorithm with a bi-layer selection (EADaBS) is proposed and embedded within the framework as a base learner. EADaBS incorporates an adaptive fitness assignment in its first layer to facilitate exploration, and density measurement in its second layer to ensure exploitation. A rebalancing operator is also designed to aid the population towards the Pareto front. Finally, a multitude of experiments is conducted to verify the effectiveness and efficiency of the proposed algorithms. Two three-scenario multi-objective optimization problems are designed and utilized as test problems. The experimental results clearly demonstrate that the proposed framework outperforms existing state-of-the-art algorithms. In conclusion, this research provides new insights into the solution of MSMOPs.