Constrained Multi-objective Optimization Problem Research Articles

Dual-stage and dual-population cooperative evolutionary algorithm for solving constrained multiobjective problems

During the search process, the characteristics of the feasible regions encountered by the population continually change in Constrained Multiobjective Optimization Problems (CMOPs). This variability poses a challenge for traditional evolutionary algorithms, which often struggle to adapt to the diverse problem characteristics of the encountered feasible regions. To overcome this limitation, we propose a Dual-Stage and Dual-Population Cooperative Evolutionary Algorithm (DDCEA) to address CMOPs characterized by diverse feasible regions. DDCEA employs a dual-stage mechanism to adapt the offspring generation strategy and establishes two distinct populations to evaluate offspring using constraint-sensitive and constraint-free strategies. Comparative analyses reveal that DDCEA surpasses chosen state-of-the-art CMOEAs in adapting to the changing feasible regions and then approximating the constrained Pareto fronts.

Reinforcement learning-based differential evolution algorithm for constrained multi-objective optimization problems

Many real-world problems can be established as Constrained Multi-objective Optimization Problems (CMOPs). It is still challenging to automatically set efficient parameters for Constrained Multi-Objective Evolutionary Algorithms (CMOEAs) to solve these CMOPs. A Reinforcement Learning-based Multi-Objective Differential Evolution (RLMODE) algorithm is proposed, in which the main parameters are dynamically adjusted. During the evolution process, the offspring generated is evaluated and compared with its corresponding parents, the relationship between the offspring and parent can adjust the parameters of RLMODE by the Reinforcement Learning (RL) technique. The feedback mechanism can produce the most appropriate parameters for RLMODE, which pushes the population towards feasible regions. The proposed RLMODE is evaluated on thirty functions and compared with some popular CMOEAs. The performance indicator IGD has revealed that the proposed RLMODE is competitive. Then, they are applied to solve the UAV path planning problem with three objectives and a constraint. The real application has further demonstrated the superiority of the proposed RLMODE.

A novel multi-population evolutionary algorithm based on hybrid collaboration for constrained multi-objective optimization

Multi-population-based methods are widely employed for solving constrained multiobjective optimization problems (CMOPs). The population collaboration strategy is a critical part of multi-population algorithms, and different collaboration strategies perform well on different complex CMOPs. However, these single-population collaboration strategies are still challenging to adapt to various CMOPs with different characteristics. To address this issue, we propose a novel tri-population hybrid collaboration evolutionary algorithm called TP-HCEA, which includes a constraint-relaxed population (denoted as mainpop), a constraint-ignored auxiliary population (denoted as auxpop1), and an auxiliary population (denoted as auxpop2) for the original CMOP, to search optimal solutions in the feasible region. Specifically, due to the different complementarities of the two auxiliary populations, mainpop collaborates with auxpop1 and auxpop2 in a dynamic choice between strong and weak cooperation. The effectiveness of TP-HCEA is validated through comparative analysis with seven state-of-the-art algorithms in four CMOP benchmark suites and nine real-world problems.

A novel tri-stage with reward-switching mechanism for constrained multiobjective optimization problems

AbstractThe effective exploitation of infeasible solutions plays a crucial role in addressing constrained multiobjective optimization problems (CMOPs). However, existing constrained multiobjective optimization evolutionary algorithms (CMOEAs) encounter challenges in effectively balancing objective optimization and constraint satisfaction, particularly when tackling problems with complex infeasible regions. Subsequent to the prior exploration, this paper proposes a novel tri-stage with reward-switching mechanism framework (TSRSM), including the push, pull, and repush stages. Each stage consists of two coevolutionary populations, namely $${\text {Pop}}_1$$ Pop 1 and $${\text {Pop}}_2$$ Pop 2 . Throughout the three stages, $${\text {Pop}}_1$$ Pop 1 is tasked with converging to the constrained Pareto front (CPF). However, $${\text {Pop}}_2$$ Pop 2 is assigned with distinct tasks: (i) converging to the unconstrained Pareto front (UPF) in the push stage; (ii) utilizing constraint relaxation technique to discover the CPF in the pull stage; and (iii) revisiting the search for the UPF through knowledge transfer in the repush stage. Additionally, a novel reward-switching mechanism (RSM) is employed to transition between different stages, considering the extent of changes in the convergence and diversity of populations. Finally, the experimental results on three benchmark test sets and 30 real-world CMOPs demonstrate that TSRSM achieves competitive performance when compared with nine state-of-the-art CMOEAs. The source code is available at https://github.com/Qu-jq/TSRSM.

Constraint subsets-based evolutionary multitasking for constrained multiobjective optimization

Constrained multiobjective optimization problems (CMOPs) are challenging because they need to optimize multiple conflicting objectives and satisfy various constraints simultaneously. To solve CMOPs, various constrained multiobjective evolutionary algorithms have been proposed in recent years. However, most of them tackle constraints by considering all constraints or zero constraint scenarios, these extreme treatment methods may be unable to utilize the information of multiple constraint subsets composed of partial constraints to maintain more promising infeasible solutions. To remedy this issue, a constraint subsets-based evolutionary multitasking method is developed, where a CMOP is transformed into a multitasking optimization problem by creating multiple simple auxiliary CMOPs. Particularly, the original CMOP is the main task, while the newly created CMOPs with different constraint subsets are the auxiliary tasks. Each task will be evolved by one specific population, and the knowledge transfer is conducted among tasks to realize the collaborative search. Meanwhile, the updating of the auxiliary task involves two stages. In the first stage, each auxiliary population will evolve to approach the pareto front of the constraint subset (s-CPF), promoting crossing the infeasible regions. While in the second stage, a feasible region-based search mechanism is proposed to approach the pareto front of the main task from each s-CPF, by utilizing unique and promising infeasible solutions. In addition, systematic experiments are carried out on three benchmark test suites and four real-world CMOPs. The experimental results fully demonstrate that the proposed algorithm is highly competitive with other state-of-the-art constrained multiobjective evolutionary algorithms.

Population Feasibility State Guided Autonomous Constrained Multi-Objective Evolutionary Optimization

Many practical problems can be classified as constrained multi-objective optimization problems. Although various methods have been proposed for solving constrained multi-objective optimization problems, there is still a lack of research considering the integration of multiple constraint handling techniques. Given this, this paper combines the objective and constraint separation method with the multi-operator method, proposing a population feasibility state guided autonomous constrained evolutionary optimization method. This method first defines the feasibility state of the population based on both feasibility and ε feasibility of the solutions. Subsequently, a reinforcement learning model is employed to construct a mapping model between the population state and reproduction operators. Finally, based on the real-time population state, the mapping model is utilized to recommend the promising reproduction operator for the next generation. This approach demonstrates significant performance improvement for ε constrained mechanisms in constrained multi-objective optimization algorithms, and shows considerable advantages in comparison with state-of-the-art constrained multi-objective optimization algorithms.

A self-organizing assisted multi-task algorithm for constrained multi-objective optimization problems

Constrained multi-objective optimization problems (CMOPs) require a delicate balance between satisfying constraints and optimizing objectives. Existing constrained multi-objective evolutionary algorithms (CMOEAs) often struggle to balance convergence, diversity, and feasibility, especially when dealing with CMOPs that have complex feasible regions. This paper proposes a multi-task-based self-organizing mapping evolutionary algorithm (MTSOM) to tackle this challenge, which includes a main and auxiliary task. Two populations independently optimize two tasks without considering constraints in the early stage. Subsequently, in the middle stage, both tasks explore the distribution structure of the population in parallel by employing a novel constraint-to-constraint self-organizing mapping (SOM) approach. In the late stage, the main task fully considers feasibility, while the auxiliary task focuses solely on the highest priority constraints. This approach enables rapid convergence toward feasible regions. To evaluate MTSOM’s effectiveness, we conducted a series of experiments on five benchmark suites. Results indicate that MTSOM is competitive when compared to other state-of-the-art CMOEAs. Additionally, our proposed constraint-to-constraint SOM is superior in handling complex CMOPs.

A double auxiliary optimization constrained multi-objective evolutionary algorithm

In evolutionary constrained multi-objective optimization, the use of auxiliary optimization is gradually attracting attention. It is noted that different forms of auxiliary optimization have different advantages. Combining these advantages in an appropriate manner can further improve the algorithm’s performance. Motivated by this inspiration, we propose a double auxiliary optimization constrained multi-objective evolutionary algorithm, namely DAO. In DAO, two auxiliary optimizations, i.e., the unconstrained optimization and the (M+1)-objective optimization, are applied in a proposed tri-population co-evolution strategy. In this strategy, three populations are used to optimize the core optimization and the two auxiliary optimizations in an interactive evolution form. Furthermore, DAO develops a (M+1)-objective environmental selection strategy to deeply explore the boundary between the feasible and infeasible regions. In experimental studies, the performance of DAO and four other state-of-the-art algorithms is evaluated on three distinct benchmark test suites and two intricate real-world problem scenarios. The outcome of the comprehensive evaluation shows the competitive of DAO solving constrained multi-objective optimization problems.

Constrained Multiobjective Optimization via Multitasking and Knowledge Transfer

Solving constrained multi-objective optimization problems (CMOPs) with various features and challenges via evolutionary algorithms is very popular. Existing methods usually adopt an additional helper problem to simplify and solve them by divide-and-conquer. This paper proposes a new multitasking framework for CMOPs, borrowing the idea of evolutionary multitasking optimization. The main contributions are i) a multitasking framework is proposed, where a CMOP is modeled as a multitasking optimization problem with three tasks. Then, it is solved by constraint-first, constraint-ignored, and constraint-relaxed multi-objective evolutionary algorithms; ii) a knowledge expression and a transfer strategy are devised to transfer the knowledge among the tasks; and iii) based on the proposed framework, a new two-stage algorithm is presented to solve CMOPs. The effectiveness of our approach is validated through experiments on four CMOP benchmark suites and 19 real-world CMOPs.

Process Knowledge-Guided Autonomous Evolutionary Optimization for Constrained Multiobjective Problems

Various real-world problems can be attributed to constrained multi-objective optimization problems. Although there are various solution methods, it is still very challenging to automatically select efficient solving strategies for constrained multi-objective optimization problems. Given this, a process knowledge-guided constrained multi-objective autonomous evolutionary optimization method is proposed. Firstly, the effects of different solving strategies on population states are evaluated in the early evolutionary stage. Then, the mapping model of population states and solving strategies is established. Finally, the model recommends subsequent solving strategies based on the current population state. This method can be embedded into existing evolutionary algorithms, which can improve their performances to different degrees. The proposed method is applied to 41 benchmarks and 30 dispatch optimization problems of the integrated coal mine energy system. Experimental results verify the effectiveness and superiority of the proposed method in solving constrained multi-objective optimization problems.

Two-Stage Multiobjective Evolution Strategy for Constrained Multiobjective Optimization

For the past many years, several constrained multiobjective evolutionary algorithms (CMOEAs) have been designed for solving constrained multi-objective optimization problems (CMOPs). In these CMOEAs, some constraint-handling techniques (CHTs) were proposed to balance the convergence and constrained satisfaction, however, they still face some serious challenges, such as premature convergence to the local optimal region and labor-intensive tuning of parameters for a specific CMOP. Furthermore, most of the existing CHTs are derived by solving constrained single-objective optimization. The information hidden from the feasible non-dominated set (FNDS) has not been fully utilized. This study proposed a novel parameter-less constraint handling technique, which divides the entire population into three mutually exclusive subsets dynamically: FNDS, the subset dominated by FNDS, and the subset not dominated by FNDS. According to the proposed division of labor, it is not necessary to balance the convergence and constrained satisfaction in each subset. To avoid being entrapped in local optima, the proposed algorithm adopts a two-stage strategy to solve CMOPs. In the first stage, the proposed algorithm focuses solely on converging toward the unconstrained Pareto front without considering the constrained satisfaction. In the second stage, the FNDS constraint handling technique is adopted to guide the population converging toward constrained Pareto front effectively. The performance of the proposed algorithm was compared to that of nine state-of-the-art CMOEAs, and the comparison results show that the proposed algorithm performs significantly better on the CF, MW, and LIRCMOP test suites.

Parallel cooperative multiobjective coevolutionary algorithm for constrained multiobjective optimization problems

The existing parallel multiobjective evolutionary computation does not perform well for constrained multiobjective optimization problems with discontinuous Pareto fronts or narrow feasible regions. This study parallelizes the state-of-the-art cooperative multiobjective coevolutionary algorithm and proposes an effective parallel evolutionary algorithm for constrained multiobjective optimization problems that are difficult to optimize. Two parallelization methods are compared: a global parallel model in which solution evaluations are performed in parallel, and a hybrid model that treats the cooperative populations in a distributed manner while performing each solution evaluation in parallel. The first model is a straightforward parallelization, while the second one capitalizes on the characteristics of the coevolutionary framework. To investigate the efficacy of the proposed models, experiments are conducted on constrained multiobjective optimization problems, including complex characteristics, while varying the number of parallel cores up to 64. The experiments compare the two proposed methods from the viewpoint of search performance and execution time. The experimental results reveal that the latter hybrid model shows better computational efficiency and scalability against an increasing number of cores without adversely affecting the search performance compared to the former straightforward parallelization.

A Multi-Fidelity Bayesian Optimization Approach for Constrained Multi-Objective Optimization Problems

Abstract In this paper, a multi-fidelity Bayesian optimization approach is presented to tackle computationally expensive constrained multiobjective optimization problems (MOPs). The proposed approach consists of a three-stage optimization framework designed to search for promising candidate points. In the first stage, an acquisition function is proposed to identify a feasible solution if none is available in the current set of sampling points. Subsequently, a new multi-fidelity weighted expected hypervolume improvement function is developed to find better solutions. In the third stage, a constrained weighted lower confidence bound acquisition function is presented to enhance the constraint predictions and refine the solutions near the constraint boundary. Additionally, a filter strategy is suggested to determine whether constraint updating is necessary, aiming to save computational resources and improve optimization efficiency. Moreover, to expedite the optimization process, a parallel optimization approach is further developed based on the suggested three-stage optimization framework. To achieve this, a multi-fidelity influence function is introduced, allowing the proposed approach to determine a desired number of candidate points within a single iteration. Lastly, the proposed approach is demonstrated through six numerical benchmark examples, which verifies its significant advantages in addressing expensive constrained MOPs. Besides, the proposed approach is applied to the multiobjective optimization of a metamaterial vibration isolator, resulting in the attainment of satisfactory solutions.

Spectral projected subgradient method with a 1-memory momentum term for constrained multiobjective optimization problem

Spectral projected subgradient method with a 1-memory momentum term for constrained multiobjective optimization problem

Constrained Multiobjective Optimization with Escape and Expansion Forces

Constraints may scatter the Pareto optimal solutions of a constrained multiobjective optimization problem (CMOP) into multiple feasible regions. To avoid getting trapped in local optimal feasible regions or a part of the global optimal feasible regions, a constrained multiobjective evolutionary algorithm (CMOEA) should consider both the escape force and the expansion force carefully during the search process. However, most CMOEAs fail to provide these two forces effectively. As a remedy for this limitation, this article proposes a method called TPEA. TPEA maintains three populations, termed Pop1, Pop2, and Pop3. Pop1 is a regular population, updated with a constrained NSGA-II variant. Pop2 and Pop3 are two auxiliary populations, containing the innermost and outermost nondominated infeasible solutions, respectively. The analysis reveals that these two types of nondominated infeasible solutions can contribute to the generation of escape and expansion forces, respectively. Due to these two forces, TPEA is likely to identify more global optimal feasible regions, which is crucial for constrained multiobjective optimization. Also, a mating selection strategy is developed in TPEA to coordinate the interaction among these three populations. Extensive experiments on 58 benchmark CMOPs and 35 real-world ones demonstrate that TPEA is significantly superior or comparable to six state-of-the-art CMOEAs on most test instances.

A Two-Phase Kriging-Assisted Evolutionary Algorithm for Expensive Constrained Multiobjective Optimization Problems

A Two-Phase Kriging-Assisted Evolutionary Algorithm for Expensive Constrained Multiobjective Optimization Problems

Constrained Probabilistic Pareto Dominance for Expensive Constrained Multiobjective Optimization Problems

Constrained Probabilistic Pareto Dominance for Expensive Constrained Multiobjective Optimization Problems

A constrained multi-objective optimization algorithm based on coordinated strategy of archive and weight vectors

When dealing with Constrained Multi-objective Optimization Problems (CMOPs) and struggling to enhance feasibility, convergence and diversity, the researchers of Constrained Multi-objective Optimization Evolutionary Algorithms (CMOEAs) gravitate toward feasibility or take precedence to preserve well-converged solutions ignoring diversity in the past. To compensate for the defects, the paper proposes CMOEA-MSWA to guide the search of infeasible regions by coordinated strategy of archive and weight vectors. Firstly, the archive carrying the information of population diversity updates the weight vectors. Secondly, the updated weight vectors perpetuate the diversity information to the search of infeasible regions. The circular effects between strategies promote the detection of infeasible solutions with good objectives and exhibit competitive performance in terms of spread and evenness. To testify the versatility the CMOEA-MSWA in enhancing diversity, the comprehensive performance is evaluated firstly and the diversity analysis of the CMOEA-MSWA is carried out on four benchmark suites with 34 test instances, where the number of objectives for some of test problems is scaled from three to five. In comparison with five state-of-the-art CMOEAs, the proposed algorithm yields highly competitive performance in diversity on different types of CMOPs. In addition, the effectiveness of collaboration between archive and weight vectors on handling infeasible solutions is also verified.

Characterization of geological uncertainties from limited boreholes using copula-based coupled Markov chains for underground construction

This paper proposes an efficient method for quantifying the stratigraphic uncertainties and modeling the geological formations based on boreholes. Two Markov chains are used to describe the soil transitions along different directions, and the transition probability matrices (TPMs) of the Markov chains are analytically expressed by copulas. This copula expression is efficient since it can represent a large TPM by a few unknown parameters. Due to the analytical expression of the TPMs, the likelihood function of the Markov chain model is given in an explicit form. The estimation of the TPMs is then re-casted as a multi-objective constrained optimization problem that aims to maximize the likelihoods of two independent Markov chains subject to a set of parameter constraints. Unlike the method which determines the TPMs by counting the number of transitions between soil types, the proposed method is more statistically sound. Moreover, a random path sampling method is presented to avoid the directional effect problem in simulations. The soil type at a location is inferred from its nearest known neighbors along the cardinal directions. A general form of the conditional probability, based on Pickard's theorem and Bayes rule, is presented for the soil type generation. The proposed stratigraphic characterization and simulation method is applied to real borehole data collected from a construction site in Wuhan, China. It is illustrated that the proposed method is accurate in prediction and does not show an inclination during simulation.

A niche-based evolutionary algorithm with dual cooperative archive for solving constrained multi-objective optimization problems

Constrained multi-objective optimization problems (CMOPs) are commonly encountered in engineering practice. The key to effectively solving these problems lies in achieving a timely balance between convergence, diversity, and feasibility during iterations. Furthermore, the appropriate utilization of infeasible solutions is crucial for identifying potential feasible regions. In order to accomplish this comprehensive objective, we propose a novel dual-stage constrained multi-objective evolutionary algorithm (CMOEA) called NACMOEA in this paper. It can be characterized by the following features: 1) Introducing a novel niche-based individual selection and infeasible solution utilization strategy to enhance convergence, diversity, and feasibility. 2) Presenting a cooperative search strategy assisted by dual archives to approximate the constrained Pareto front (CPF) from both feasible and infeasible perspectives, thereby improving the efficiency of obtaining the complete CPF. 3) Designing a new stage switch method based on non-dominant coverage rate to ensure proper completion of search stage switching. Extensive experiments demonstrate that NACMOEA exhibits competitive comprehensive performance when compared with other advanced CMOEAs.