用于多目标优化的自适应随机分形搜索算法

Adaptive stochastic fractal search algorithm for multi-objective optimization☆

用于多目标优化的自适应随机分形搜索算法☆

ABSTRACT

摘要

        Stochastic fractal search algorithm, a relatively efficient algorithm has certain advantages in solving multi-objective optimization problems. Decomposition-based strategy is effective for solving multi-objective optimization, which guarantees the diversity of solutions. On the other hand, a challenge for decomposition-based strategy is to enhance the algorithm’s convergence while maintaining the algorithm’s distribution. This paper proposes a reference vector-guided stochastic fractal search algorithm for multi-objective optimization(RVSFS). In the proposed algorithm, the leader solution of each subspace is selected by reference vectors to assist the generation of new solutions and ensure the convergence of the algorithm. A new selection criterion length–angle distance (LAD) is proposed. Furthermore, the Gaussian walk and Levy flight are conducted in different searching stages to balance the exploration and exploitation ability. To speed up convergence and maintain the diversity of solutions, an adaptive dynamic proportion mechanism is designed when using the random fractals and Gaussian walks to generate offspring. Since information is shared and exchanged among different solutions in each iteration, the searching process is accelerated and the exploration capability can be enhanced contemporary. On top of this, a vector-guided enhanced selection operator is designed in the elite selection step to provide desirable distribution. Our experimental results on 45 benchmarks from UF and WFG test suits show prominent competitiveness compared with five state-of-the-art algorithms. RVSFS is very competitive on all 9 UF benchmarks in terms of the metric inverted generational distance and also performs well on 14 of 36 benchmarks from WFG in terms of the metric inverted generational distance and the metric hypervolume.
        随机分形搜索算法是一种相对高效的算法，在解决多目标优化问题方面具有一定的优势。基于分解的策略对于多目标优化求解是有效的，保证了解的多样性。另一方面，基于分解的策略面临的挑战是在保持算法分布的同时增强算法的收敛性。该文提出一种用于多目标优化（RVSFS）的参考向量引导随机分形搜索算法。在所提算法中，通过参考向量选择每个子空间的领先解，以辅助生成新的解，保证算法的收敛性。提出了一种新的选择准则：长角距离（LAD）。此外，高斯行走和Levy飞行在不同的搜索阶段进行，以平衡勘探和开发能力。为了加快收敛速度，保持解的多样性，在利用随机分形和高斯游走生成后代时，设计了一种自适应动态比例机制。由于信息在每次迭代中都会在不同的解决方案之间共享和交换，因此可以加快搜索过程，并增强探索能力。在此基础上，在精英选择步骤中设计了一个向量引导的增强选择算子，以提供理想的分布。我们对 UF 和 WFG 测试服的 45 个基准测试的实验结果显示，与五种最先进的算法相比，具有突出的竞争力。 RVSFS 在所有 9 个 UF 基准测试中都非常有竞争力，并且在 WFG 的 36 个基准测试中的 14 个基准测试中，在指标倒置代际距离和指标超量方面也表现良好。

Keywords 关键字

Stochastic fractal search 随机分形搜索

Multi-objective optimization 多目标优化

Meta-heuristic algorithm 元启发式算法

Reference vector 参考向量

Gaussian walk 高斯游走

1. Introduction 

1. 引言

        One of the most important characteristics of many real-world optimization problems is multi-objectivity, which makes them challenging. The multi-objective optimization problem (MOP) aims to achieve multiple goals simultaneously which are always mutually restricted. Multi-objective optimization problems have many applications in the real world, such as geology [1], economics [2], and biology [3]. It can be abstracted as the following formula:

        许多现实世界的优化问题最重要的特征之一是多客观性，这使得它们具有挑战性。多目标优化问题 （MOP） 旨在同时实现多个目标，这些目标始终相互限制。多目标优化问题在现实世界中有许多应用，如地质学[1]、经济学[2]和生物学[3]。它可以抽象为以下公式：

        where �⊆�� is the decision space with x=�1,�2,…,�� being the decision vector, �� is one of the objective functions to be optimized simultaneously, with �=1,…,�. Due to the constraints among the various objectives, it is impossible to find an ideal solution that can satisfy each goal simultaneously so we can only find a series of compromise solutions to balance each objective as much as possible. These solutions are the trade-offs of various objectives which are also called