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Multiobjective differential evolution enhanced with principle component analysis for constrained optimization
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DOI：10.1016/j.swevo.2019.100571.png)
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Abstract
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Multiobjective evolutionary algorithms (MOEAs) have been successfully applied to a number of constrained optimization problems. Many of them adopt mutation and crossover operators from differential evolution. However, these operators do not explicitly utilise features of fitness landscapes. To improve the performance of algorithms, this paper aims to design a search operator adapting to fitness landscapes. Through an observation, we find that principle component analysis (PCA) can be used to characterise fitness landscapes. Based on this finding, a new search operator, called PCA-projection, is proposed. In order to verify the effectiveness of PCA-projection, we design two algorithms enhanced with PCA-projection for solving constrained optimization problems, called PMODE and HECO-PDE, respectively. Experiments have been conducted on the IEEE CEC 2017 constrained optimization competition benchmark suite. PMODE and HECO-PDE are compared with the algorithms from the IEEE CEC 2018 competition and another recent MOEA for constrained optimization. Experimental results show that an algorithm enhanced with PCA-projection performs better than its corresponding opponent without this operator. Furthermore, HECO-PDE is ranked first on all dimensions according to the competition rules. This study reveals that decomposition-based MOEAs, such as HECO-PDE, are competitive with best single-objective evolutionary algorithms for constrained optimization, but MOEAs based on non-dominance, such as PMODE, may not.
Keywords:
Constrained optimization
Multiobjective optimization
Principle component analysis
Differential evolution
Fitness landscape
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