Abstract
This paper addresses multimodality of multi-objective (MO) optimization landscapes. Contrary to common perception of local optima, according to which they are hindering the progress of optimization algorithms, it will be shown that local efficient sets in a multi-objective setting can assist optimizers in finding global efficient sets. We use sophisticated visualization techniques, which rely on gradient field heatmaps, to highlight those insights into landscape characteristics. Finally, the MO local optimizer MOGSA is introduced, which exploits those observations by sliding down the multi-objective gradient hill and moving along the local efficient sets.
Access this chapter
Tax calculation will be finalised at checkout
Purchases are for personal use only
Similar content being viewed by others
Notes
- 1.
If no initial point is given, it will be sampled randomly within the search space.
- 2.
Note that the current implementation of MOGSA only enables the optimization of bi-objective problems.
References
Beume, N., Naujoks, B., Emmerich, M.T.M.: SMS-EMOA: multiobjective selection based on dominated hypervolume. EJOR 181(3), 1653–1669 (2007)
Bossek, J.: ecr 2.0: a modular framework for evolutionary computation in R. In: Proceedings of GECCO Companion, pp. 1187–1193. ACM (2017)
Bossek, J.: smoof: single- and multi-objective optimization test functions. R J. (2017). https://journal.r-project.org/archive/2017/RJ-2017-004/
Brockhoff, D., Tran, T.D., Hansen, N.: Benchmarking numerical multiobjective optimizers revisited. In: Proceedings of GECCO, pp. 639–646. ACM (2015)
Burden, R.L., Faires, D.J.: Numeric Analysis, 3rd edn. Prindle, Weber & Schmidt Publishing Company, Boston (1985)
Daolio, F., Liefooghe, A., Verel, S., Aguirre, H.E., Tanaka, K.: Global vs local search on multi-objective NK-landscapes: contrasting the impact of problem features. In: Proceedings of GECCO, pp. 369–376. ACM (2015)
Deb, K., Pratap, A., Agarwal, S., Meyarivan, T.: A fast and elitist multiobjective genetic algorithm: NSGA-II. IEEE TEVC 6(2), 182–197 (2002)
Deb, K., Thiele, L., Laumanns, M., Zitzler, E.: Scalable test problems for evolutionary multiobjective optimization. In: Abraham, A., Jain, L., Goldberg, R. (eds.) Evolutionary Multiobjective Optimization, pp. 105–145. Springer, London (2005)
Ehrgott, M., Klamroth, K.: Connectedness of efficient solutions in multiple criteria combinatorial optimization. EJOR 97(1), 159–166 (1997)
Emmerich, M.T.M., Deutz, A.H.: Test problems based on Lamé superspheres. In: Obayashi, S., Deb, K., Poloni, C., Hiroyasu, T., Murata, T. (eds.) EMO 2007. LNCS, vol. 4403, pp. 922–936. Springer, Heidelberg (2007). https://doi.org/10.1007/978-3-540-70928-2_68
da Fonseca, C.M.M.: Multiobjective genetic algorithms with application to control engineering problems. Ph.D. thesis, University of Sheffield (1995)
Gerstl, K., Rudolph, G., Schtze, O., Trautmann, H.: Finding evenly spaced fronts for multiobjective control via averaging Hausdorff-measure. In: 2011 8th International Conference on Electrical Engineering, Computing Science and Automatic Control, pp. 1–6 (2011). https://doi.org/10.1109/ICEEE.2011.6106656
Grimme, C., Kerschke, P., Emmerich, M.T.M., Preuss, M., Deutz, A.H., Trautmann, H.: Sliding to the global optimum: how to benefit from non-global optima in multimodal multi-objective optimization. In: Proceedings of LeGO (2018, accepted)
Grimme, C., Lepping, J., Papaspyrou, A.: Adapting to the habitat: on the integration of local search into the predator-prey model. In: Ehrgott, M., Fonseca, C.M., Gandibleux, X., Hao, J.-K., Sevaux, M. (eds.) EMO 2009. LNCS, vol. 5467, pp. 510–524. Springer, Heidelberg (2009). https://doi.org/10.1007/978-3-642-01020-0_40
Hansen, N., Finck, S., Ros, R., Auger, A.: Real-parameter black-box optimization benchmarking 2009: noiseless functions definitions. Technical report, INRIA (2009)
Jin, Y., Sendhoff, B.: Connectedness, regularity and the success of local search in evolutionary multi-objective optimization. In: Proceedings of the IEEE CEC, vol. 3, pp. 1910–1917. IEEE (2003)
John, F.: Extremum problems with inequalities as subsidiary conditions. In: Studies and Essays, Courant Anniversary Volume, pp. 187–204. Interscience (1948)
Kerschke, P., Grimme, C.: An expedition to multimodal multi-objective optimization landscapes. In: Trautmann, H., et al. (eds.) EMO 2017. LNCS, vol. 10173, pp. 329–343. Springer, Cham (2017). https://doi.org/10.1007/978-3-319-54157-0_23
Kerschke, P., et al.: Cell mapping techniques for exploratory landscape analysis. In: Tantar, A.-A., et al. (eds.) EVOLVE - A Bridge between Probability, Set Oriented Numerics, and Evolutionary Computation V. AISC, vol. 288, pp. 115–131. Springer, Cham (2014). https://doi.org/10.1007/978-3-319-07494-8_9
Kerschke, P., et al.: Towards analyzing multimodality of continuous multiobjective landscapes. In: Handl, J., Hart, E., Lewis, P.R., López-Ibáñez, M., Ochoa, G., Paechter, B. (eds.) PPSN 2016. LNCS, vol. 9921, pp. 962–972. Springer, Cham (2016). https://doi.org/10.1007/978-3-319-45823-6_90
Kerschke, P., et al.: Search dynamics on multimodal multi-objective problems. Evol. Comput. 1–33 (2018). https://doi.org/10.1162/evco_a_00234
Preuss, M.: Multimodal Optimization by Means of Evolutionary Algorithms. Springer, Cham (2015). https://doi.org/10.1007/978-3-319-07407-8. https://www.springer.com/de/book/9783319074061
Rosenthal, S., Borschbach, M.: A concept for real-valued multi-objective landscape analysis characterizing two biochemical optimization problems. In: Mora, A.M., Squillero, G. (eds.) EvoApplications 2015. LNCS, vol. 9028, pp. 897–909. Springer, Cham (2015). https://doi.org/10.1007/978-3-319-16549-3_72
Schütze, O., Hernández, V.A., Trautmann, H., Rudolph, G.: The hypervolume based directed search method for multi-objective optimization problems. J. Heuristics 22(3), 273–300 (2016)
Schütze, O., Martín, A., Lara, A., Alvarado, S., Salinas, E., Coello, C.A.: The directed search method for multi-objective memetic algorithms. Comput. Optim. Appl. 63(2), 305–332 (2016)
Schütze, O., Sanchez, G., Coello Coello, C.A.: A new memetic strategy for the numerical treatment of multi-objective optimization problems. In: Proceedings of GECCO, pp. 705–712. ACM (2008)
Spall, J.C.: Multivariate stochastic approximation using a simultaneous perturbation gradient approximation. IEEE Trans. Autom. Control 37(3), 332–341 (1992)
Stein, M.: Large sample properties of simulations using latin hypercube sampling. Technometrics 29, 143–151 (1987)
Tušar, T., Filipič, B.: Visualization of Pareto front approximations in evolutionary multiobjective optimization: a critical review and the prosection method. IEEE TEVC 19(2), 225–245 (2015)
Tušar, T., Brockhoff, D., Hansen, N., Auger, A.: COCO: the bi-objective black box optimization benchmarking (bbob-biobj) test suite. arXiv preprint (2016)
Ulrich, T., Bader, J., Thiele, L.: Defining and optimizing indicator-based diversity measures in multiobjective search. In: Schaefer, R., Cotta, C., Kołodziej, J., Rudolph, G. (eds.) PPSN 2010. LNCS, vol. 6238, pp. 707–717. Springer, Heidelberg (2010). https://doi.org/10.1007/978-3-642-15844-5_71
Verel, S., Liefooghe, A., Jourdan, L., Dhaenens, C.: On the structure of multiobjective combinatorial search space: MNK-landscapes with correlated objectives. Eur. J. Oper. Res. 227(2), 331–342 (2013)
Wessing, S.: Two-stage methods for multimodal optimization. Ph.D. thesis, Technische Universität Dortmund (2015). http://hdl.handle.net/2003/34148
Author information
Authors and Affiliations
Corresponding author
Editor information
Editors and Affiliations
Rights and permissions
Copyright information
© 2019 Springer Nature Switzerland AG
About this paper
Cite this paper
Grimme, C., Kerschke, P., Trautmann, H. (2019). Multimodality in Multi-objective Optimization – More Boon than Bane?. In: Deb, K., et al. Evolutionary Multi-Criterion Optimization. EMO 2019. Lecture Notes in Computer Science(), vol 11411. Springer, Cham. https://doi.org/10.1007/978-3-030-12598-1_11
Download citation
DOI: https://doi.org/10.1007/978-3-030-12598-1_11
Published:
Publisher Name: Springer, Cham
Print ISBN: 978-3-030-12597-4
Online ISBN: 978-3-030-12598-1
eBook Packages: Computer ScienceComputer Science (R0)