Abstract
In this work we examine the inner mechanisms of the recently developed sophisticated local search procedure SOMOGSA. This method solves multimodal single-objective continuous optimization problems by first expanding the problem with an additional objective (e.g., a sphere function) to the bi-objective space, and subsequently exploiting local structures and ridges of the resulting landscapes. Our study particularly focusses on the sensitivity of this multiobjectivization approach w.r.t. (i) the parametrization of the artificial second objective, as well as (ii) the position of the initial starting points in the search space.
As SOMOGSA is a modular framework for encapsulating local search, we integrate Gradient and Nelder-Mead local search (as optimizers in the respective module) and compare the performance of the resulting hybrid local search to their original single-objective counterparts. We show that the SOMOGSA framework can significantly boost local search by multiobjectivization. Combined with more sophisticated local search and metaheuristics this may help in solving highly multimodal optimization problems in future.
Access this chapter
Tax calculation will be finalised at checkout
Purchases are for personal use only
Notes
- 1.
For two points \(a,b \in \mathbb {R}^m\) we state that a dominates b, if \(a_i \le b_i\) for all \(i \in \{1,\ldots , m\}\) and \(a_j<b_j\) for at least one \(j \in \{1,\ldots , m\}\). As a reminder, within this work, we only consider bi-objective problems, i.e., \(m = 2\).
- 2.
LHS implementation of the pyDOE package: https://pythonhosted.org/pyDOE/.
References
Brockhoff, D., Friedrich, T., Hebbinghaus, N., Klein, C., Neumann, F., Zitzler, E.: Do additional objectives make a problem harder? In: Proceedings of the 9th Annual Conference on Genetic and Evolutionary Computation (GECCO), pp. 765–772 (2007)
Garza-Fabre, M., Toscano-Pulido, G., Rodriguez-Tello, E.: Multi-objectivization, fitness landscape transformation and search performance: a case of study on the HP model for protein structure prediction. Eur. J. Oper. Res. (EJOR) 243(2), 405–422 (2015)
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: AIP Conference Proceedings, pp. 020052-1–020052-4. AIP Publishing (2019)
Grimme, C., Kerschke, P., Trautmann, H.: Multimodality in multi-objective optimization – more boon than bane? In: Deb, K., et al. (eds.) EMO 2019. LNCS, vol. 11411, pp. 126–138. Springer, Cham (2019). https://doi.org/10.1007/978-3-030-12598-1_11
Handl, J., Lovell, S.C., Knowles, J.: Multiobjectivization by decomposition of scalar cost functions. In: Rudolph, G., Jansen, T., Beume, N., Lucas, S., Poloni, C. (eds.) PPSN 2008. LNCS, vol. 5199, pp. 31–40. Springer, Heidelberg (2008). https://doi.org/10.1007/978-3-540-87700-4_4
Hansen, N., Finck, S., Ros, R., Auger, A.: Real-parameter black-box optimization benchmarking 2009: noiseless functions definitions. Research Report RR-6829, INRIA (2009). https://hal.inria.fr/inria-00362633
Hoffmeister, F., Bäck, T.: Genetic algorithms and evolution strategies: similarities and differences. In: Schwefel, H.-P., Männer, R. (eds.) PPSN 1990. LNCS, vol. 496, pp. 455–469. Springer, Heidelberg (1991). https://doi.org/10.1007/BFb0029787
Jensen, M.T.: Helper-objectives: using multi-objective evolutionary algorithms for single-objective optimisation. J. Math. Model. Algorithms 3(4), 323–347 (2004)
John, F.: Extremum Problems with Inequalities as Subsidiary Conditions, Studies and Essays Presented to R. Courant on his 60th Birthday, 8 January 1948 (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.: Towards analyzing multimodality of continuous multiobjective landscapes. In: Handl, J., et al. (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. (ECJ) 27, 577–609 (2019)
Knowles, J.D., Watson, R.A., Corne, D.W.: Reducing local optima in single-objective problems by multi-objectivization. In: Zitzler, E., Thiele, L., Deb, K., Coello Coello, C.A., Corne, D. (eds.) EMO 2001. LNCS, vol. 1993, pp. 269–283. Springer, Heidelberg (2001). https://doi.org/10.1007/3-540-44719-9_19
Mckay, M.D., Beckman, R.J., Conover, W.J.: A comparison of three methods for selecting values of input variables in the analysis of output from a computer code. Technometrics 21(2), 239–245 (1979)
Nelder, J.A., Mead, R.: A simplex method for function minimization. Comput. J. 7(4), 308–313 (1965)
Neumann, F., Wegener, I.: Can single-objective optimization profit from multiobjective optimization? In: Knowles, J., Corne, D., Deb, K., Chair, D.R. (eds.) Multiobjective Problem Solving from Nature, pp. 115–130. Springer, Heidelberg (2008). https://doi.org/10.1007/978-3-540-72964-8_6
Preuss, M.: Summary and final remarks. Multimodal Optimization by Means of Evolutionary Algorithms. NCS, pp. 171–175. Springer, Cham (2015). https://doi.org/10.1007/978-3-319-07407-8_7
Segura, C., Coello Coello, C.A., Miranda, G., León, C.: Using multi-objective evolutionary algorithms for single-objective optimization. 4OR 11(3), 201–228 (2013)
Segura, C., Coello Coello, C.A., Miranda, G., León, C.: Using multi-objective evolutionary algorithms for single-objective constrained and unconstrained optimization. Ann. Oper. Res. 240(1), 217–250 (2016)
Steinhoff, V., Kerschke, P., Aspar, P., Trautmann, H., Grimme, C.: Multiobjectivization of local search: single-objective optimization benefits from multi-objective gradient descent. In: Proceedings of the IEEE Symposium Series on Computational Intelligence (SSCI) (2020). (accepted for publication, preprint available on arXiv: https://arxiv.org/abs/2010.01004)
Tran, T.D., Brockhoff, D., Derbel, B.: Multiobjectivization with NSGA-II on the noiseless BBOB testbed. In: Proceedings of the 15th Annual Conference on Genetic and Evolutionary Computation (GECCO) Companion, pp. 1217–1224. ACM (2013)
Acknowledgement
The authors acknowledge support by the European Research Center for Information Systems (ERCIS).
Author information
Authors and Affiliations
Corresponding authors
Editor information
Editors and Affiliations
Rights and permissions
Copyright information
© 2021 Springer Nature Switzerland AG
About this paper
Cite this paper
Aspar, P., Kerschke, P., Steinhoff, V., Trautmann, H., Grimme, C. (2021). Multi\(^3\): Optimizing Multimodal Single-Objective Continuous Problems in the Multi-objective Space by Means of Multiobjectivization. In: Ishibuchi, H., et al. Evolutionary Multi-Criterion Optimization. EMO 2021. Lecture Notes in Computer Science(), vol 12654. Springer, Cham. https://doi.org/10.1007/978-3-030-72062-9_25
Download citation
DOI: https://doi.org/10.1007/978-3-030-72062-9_25
Published:
Publisher Name: Springer, Cham
Print ISBN: 978-3-030-72061-2
Online ISBN: 978-3-030-72062-9
eBook Packages: Computer ScienceComputer Science (R0)