Theoretical Analysis and Empirical Validation of the Conical Area Evolutionary Algorithm for Bi-Objective Optimization

Abstract

Multiobjective evolutionary algorithms (EAs) based on decomposition are becoming successful and popular. Particularly, a conical area EA (CAEA) was developed to heighten the convergence and population diversity of decomposition-based algorithms for bi-objective optimization by employing a cone decomposition approach. The global Pareto optimality of cone decomposition was proved. It means that the optimum of every conical subproblem of the cone decomposition approach is Pareto optimal in the entire bi-objective space in the presence of a continuous frontier segment within its associated subregion. In this article, based on the global Pareto optimality, we further reveal that the cone decomposition approach also has a desired ability of <inline-formula xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink"> <tex-math notation="LaTeX">$\mu $ </tex-math></inline-formula> -distribution convergence for bi-objective optimization. We first prove by the monotonicity and additivity of the Lebesgue measure and the squeeze theorem for limits that the hypervolume of the optimal solutions of all <inline-formula xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink"> <tex-math notation="LaTeX">$\mu $ </tex-math></inline-formula> subproblems of the cone decomposition approach is infinitely close to that of the optimal <inline-formula xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink"> <tex-math notation="LaTeX">$\mu $ </tex-math></inline-formula> -distribution for large enough <inline-formula xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink"> <tex-math notation="LaTeX">$\mu $ </tex-math></inline-formula> in the presence of a continuous frontier. Meanwhile, the original CAEA is further improved to better approximate the optimal solutions of conical subproblems. The experimental results on bi-objective benchmark problems show that the improved CAEA achieves higher qualities of frontiers and better <inline-formula xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink"> <tex-math notation="LaTeX">$\mu $ </tex-math></inline-formula> -distribution convergence in the terms of hypervolume error compared with six other popular multiobjective algorithms.