A similarity-based cooperative co-evolutionary algorithm for dynamic interval multi-objective optimization problems

Date

2019-04-19

Advisors

Journal Title

Journal ISSN

ISSN

1089-778X

Volume Title

Publisher

IEEE Press

Type

Article

Peer reviewed

Yes

Abstract

Dynamic interval multi-objective optimization problems (DI-MOPs) are very common in real-world applications. However, there are few evolutionary algorithms that are suitable for tackling DI-MOPs up to date. A framework of dynamic interval multi-objective cooperative co-evolutionary optimization based on the interval similarity is presented in this paper to handle DI-MOPs. In the framework, a strategy for decomposing decision variables is first proposed, through which all the decision variables are divided into two groups according to the interval similarity between each decision variable and interval parameters. Following that, two sub-populations are utilized to cooperatively optimize decision variables in the two groups. Furthermore, two response strategies, rgb0.00,0.00,0.00i.e., a strategy based on the change intensity and a random mutation strategy, are employed to rapidly track the changing Pareto front of the optimization problem. The proposed algorithm is applied to eight benchmark optimization instances rgb0.00,0.00,0.00as well as a multi-period portfolio selection problem and compared with five state-of-the-art evolutionary algorithms. The experimental results reveal that the proposed algorithm is very competitive on most optimization instances.

Description

The file attached to this record is the author's final peer reviewed version. The Publisher's final version can be found by following the DOI link.

Keywords

Multi-objective optimization, Dynamic optimization, Cooperative co-evolutionary optimization, Interval similarity, Response strategy

Citation

Gong, D., Xu, B., Zhang, Y., Guo, Y. and Yang, S. (2019) A similarity-based cooperative co-evolutionary algorithm for dynamic interval multi-objective optimization problems. IEEE Transactions on Evolutionary Computation, 24 (1), pp. 142-156

Rights

Research Institute

Institute of Artificial Intelligence (IAI)