Inverse Gaussian Process Modeling for Evolutionary Dynamic Multiobjective Optimization

Huan Zhang

doi:10.1109/TCYB.2021.3070434

2022-10-01

PRE

DOI：10.1109/TCYB.2021.3070434

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摘要

En 中文

For dynamic multiobjective optimization problems (DMOPs), it is challenging to track the varying Pareto-optimal front. Most traditional approaches estimate the Pareto-optimal sets in the decision space. However, the obtained solutions do not necessarily satisfy the desired properties of decision makers in the objective space. Inverse model-based algorithms have a great potential to solve such problems. Nonetheless, the existing ones have low precision for handling DMOPs with nonlinear correlations between the objective and decision vectors, which greatly limits the application of the inverse models. In this article, an inverse Gaussian process (IGP)-based prediction approach for solving DMOPs is proposed. Unlike most traditional approaches, this approach exploits the IGP to construct a predictor that maps the historical optimal solutions from the objective space to the decision space. A sampling mechanism is developed for generating sample points in the objective space. Then, the IGP-based predictor is employed to generate an effective initial population by using these sample points. The proposed method by introducing IGP can obtain solutions with better diversity and convergence in the objective space, which is more responsive to the demand of decision makers than the traditional methods. It also has better performance than other inverse model-based methods in solving nonlinear DMOPs. To investigate the performance of the proposed approach, experiments have been conducted on 23 benchmark problems and a real-world raw ore allocation problem in mineral processing. The experimental results demonstrate that the proposed algorithm can significantly improve the dynamic optimization performance and has certain practical significance for solving real-world DMOPs.

Keyword:

Inverse problems

Optimization

Heuristic algorithms

Computational modeling

Gaussian processes

Kernel

Sociology

Dynamic multiobjective optimization

evolutionary algorithm (EA)

inverse Gaussian process (IGP)

objective space