Multiobjective Estimation of Distribution Algorithm Based on Joint Modeling of Objectives and Variables

This paper proposes a new multiobjective estimation of distribution algorithm (EDA) based on joint probabilistic modeling of objectives and variables. This EDA uses the multidimensional Bayesian network as its probabilistic model. In this way, it can capture the dependencies between objectives, vari...

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Veröffentlicht in:IEEE transactions on evolutionary computation Jg. 18; H. 4; S. 519 - 542
Hauptverfasser: Karshenas, Hossein, Santana, Roberto, Bielza, Concha, Larranaga, Pedro
Format: Journal Article
Sprache:Englisch
Veröffentlicht: New York, NY IEEE 01.08.2014
Institute of Electrical and Electronics Engineers
The Institute of Electrical and Electronics Engineers, Inc. (IEEE)
Schlagworte:
Algorithmics. Computability. Computer arithmetics
Algorithms
Applied sciences
Approximation algorithms
Bayes methods
Bayesian analysis
Computer science; control theory; systems
Decision theory. Utility theory
Estimation
Estimation of distribution algorithm
Evolutionary algorithms
Exact sciences and technology
Information retrieval. Graph
Joint objective-variable modeling
Joints
Many-objective problem
Mathematical models
Multi-objective optimization
Networks
Objectives
Objectives relationship
Operational research and scientific management
Operational research. Management science
Optimization
Pareto optimum
Probabilistic logic
Probabilistic methods
Probability theory
Search problems
Theoretical computing
multiobjective optimization
joint objective-variable modeling
many-objective problem
Estimation of distribution algorithm
objectives relationship
Probabilistic approach
Pareto optimum
Dependability
Hierarchical classification
Evolutionary algorithm
Competitiveness
Multiobjective programming
Approximation algorithm
Modeling
Standards
Optimization
Experimental result
Genetic algorithm
Probabilistic net
Bayes network
Graph method
ISSN:1089-778X, 1941-0026
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Zusammenfassung:This paper proposes a new multiobjective estimation of distribution algorithm (EDA) based on joint probabilistic modeling of objectives and variables. This EDA uses the multidimensional Bayesian network as its probabilistic model. In this way, it can capture the dependencies between objectives, variables and objectives, as well as the dependencies learned between variables in other Bayesian network-based EDAs. This model leads to a problem decomposition that helps the proposed algorithm find better tradeoff solutions to the multiobjective problem. In addition to Pareto set approximation, the algorithm is also able to estimate the structure of the multiobjective problem. To apply the algorithm to many-objective problems, the algorithm includes four different ranking methods proposed in the literature for this purpose. The algorithm is first applied to the set of walking fish group problems, and its optimization performance is compared with a standard multiobjective evolutionary algorithm and another competitive multiobjective EDA. The experimental results show that on several of these problems, and for different objective space dimensions, the proposed algorithm performs significantly better and on some others achieves comparable results when compared with the other two algorithms. The algorithm is then tested on the set of CEC09 problems, where the results show that multiobjective optimization based on joint model estimation is able to obtain considerably better fronts for some of the problems compared with the search based on conventional genetic operators in the state-of-the-art multiobjective evolutionary algorithms.
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ISSN:1089-778X
1941-0026
DOI:10.1109/TEVC.2013.2281524