The directed search method for multi-objective memetic algorithms
We propose a new iterative search procedure for the numerical treatment of unconstrained multi-objective optimization problems (MOPs) which steers the search along a predefined direction given in objective space. Based on this idea we will present two methods: directed search (DS) descent which seek...
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| Published in: | Computational optimization and applications Vol. 63; no. 2; pp. 305 - 332 |
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| Main Authors: | , , , , , |
| Format: | Journal Article |
| Language: | English |
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01.03.2016
Springer Nature B.V |
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| ISSN: | 0926-6003, 1573-2894 |
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| Abstract | We propose a new iterative search procedure for the numerical treatment of unconstrained multi-objective optimization problems (MOPs) which steers the search along a predefined direction given in objective space. Based on this idea we will present two methods: directed search (DS) descent which seeks for improvements of the given model, and a novel continuation method (DS continuation) which allows to search along the Pareto set of a given MOP. One advantage of both methods is that they can be realized with and without gradient information, and if neighborhood information is available the computation of the search direction comes even for free. The latter makes our algorithms interesting candidates for local search engines within memetic strategies. Further, the approach can be used to gain some interesting insights into the nature of multi-objective stochastic local search which may explain one facet of the success of multi-objective evolutionary algorithms (MOEAs). Finally, we demonstrate the strength of the method both as standalone algorithm and as local search engine within a MOEA. |
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| AbstractList | We propose a new iterative search procedure for the numerical treatment of unconstrained multi-objective optimization problems (MOPs) which steers the search along a predefined direction given in objective space. Based on this idea we will present two methods: directed search (DS) descent which seeks for improvements of the given model, and a novel continuation method (DS continuation) which allows to search along the Pareto set of a given MOP. One advantage of both methods is that they can be realized with and without gradient information, and if neighborhood information is available the computation of the search direction comes even for free. The latter makes our algorithms interesting candidates for local search engines within memetic strategies. Further, the approach can be used to gain some interesting insights into the nature of multi-objective stochastic local search which may explain one facet of the success of multi-objective evolutionary algorithms (MOEAs). Finally, we demonstrate the strength of the method both as standalone algorithm and as local search engine within a MOEA. |
| Author | Salinas, Eduardo Martín, Adanay Schütze, Oliver Lara, Adriana Coello, Carlos A. Coello Alvarado, Sergio |
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| Keywords | Memetic algorithm Continuation Multi-objective optimization Stochastic local search |
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Algorithms201157221723310.1007/s11075-010-9425-61217.65110 N Beume (9774_CR2) 2007; 181 A Lara (9774_CR6) 2010; 14 H Ishibuchi (9774_CR5) 2003; 7 R Motta (9774_CR36) 2012; 46 O Schütze (9774_CR44) 2012; 16 ME Henderson (9774_CR26) 2003; 12 J-Y Lin (9774_CR39) 2011; 15 9774_CR27 C Hillermeier (9774_CR18) 2001 J Knowles (9774_CR40) 2005 FW Gembicki (9774_CR10) 1975; 20 M Brown (9774_CR29) 2005; 6 9774_CR43 P Deuflhard (9774_CR21) 2002 PAN Bosman (9774_CR13) 2012; 16 J Nocedal (9774_CR20) 2006 9774_CR42 9774_CR4 9774_CR23 9774_CR45 Q Zhang (9774_CR3) 2007; 11 A Caponio (9774_CR38) 2009 V Pareto (9774_CR17) 1971 H Wang (9774_CR24) 2013; 25 M Vasile (9774_CR7) 2011; 225 I Das (9774_CR11) 1998; 8 K Deb (9774_CR35) 2005 9774_CR19 K Deb (9774_CR1) 2001 9774_CR16 EL Allgower (9774_CR22) 1990 F Zuiani (9774_CR8) 2013; 56 S Schäffler (9774_CR25) 2002; 114 J-D Boissonnat (9774_CR28) 2010; 4 9774_CR32 P Shukla (9774_CR41) 2007 A Potschka (9774_CR12) 2011; 57 9774_CR33 9774_CR30 9774_CR31 E Zitzler (9774_CR37) 2000; 8 9774_CR14 B Roy (9774_CR9) 1971; 1 9774_CR15 9774_CR34 |
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