A Multiobjective Evolutionary Algorithm Based on Decision Variable Analyses for Multiobjective Optimization Problems with Large-scale Variables


Abstract

State-of-the-art multiobjective evolutionary algorithms (MOEAs) treat all the decision variables as a whole to optimize performance. Inspired by the cooperative coevolution and linkage learning methods in the field of single objective optimization, it is interesting to decompose a difficult high-dimensional problem into a set of simpler and low-dimensional subproblems that are easier to solve. However, with no prior knowledge about the objective function, it is not clear how to decompose the objective function. Moreover, it is difficult to use such a decomposition method to solve multiobjective optimization problems (MOPs) because their objective functions are commonly conflicting with one another. That is to say, changing decision variables will generate incomparable solutions. This paper introduces interdependence variable analysis and control variable analysis to deal with the above two difficulties. Thereby, an MOEA based on decision variable analyses (DVAs) is proposed in this paper. Control variable analysis is used to recognize the conflicts among objective functions. More specifically, which variables affect the diversity of generated solutions and which variables play an important role in the convergence of population. Based on learned variable linkages, interdependence variable analysis decomposes decision variables into a set of low-dimensional subcomponents. The empirical studies show that DVA can improve the solution quality on most difficult MOPs. The code and supplementary material of the proposed algorithm are available at http://web.xidian.edu.cn/fliu/paper.html.