Skip to main content
Log in

A many-objective evolutionary algorithm based on hyperplane projection and penalty distance selection

  • Published:
Natural Computing Aims and scope Submit manuscript

Abstract

For many-objective optimization problems, due to the low selection pressure of the Pareto-dominance relation and the ineffectivity of diversity maintenance scheme in the environmental selection, the current Pareto-dominance based multi-objective evolutionary algorithms (MOEAs) fail to balance between convergence and diversity. This paper proposes a many-objective evolutionary algorithm based on hyperplane projection and penalty distance selection (we call it MaOEA-HP). Firstly, the normalization method is used to construct an unit hyperplane and the population is projected onto the unit hyperplane. Then, a harmonic average distance is applied to calculate the crowding density of the projected points on the unit hyperplane. Finally, the perpendicular distance from the individual to the hyperplane as convergence information is added into the diversity maintenance phase, and a penalty distance selection scheme is designed to balance between convergence and diversity of solutions. Compared with six state-of-the-art many-objective evolutionary algorithms, the experimental results on two well-known many-objective optimization test suites show that MaOEA-HP has more advantage than the other algorithms, could improve the convergence and ensure the uniform distribution.

This is a preview of subscription content, log in via an institution to check access.

Access this article

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

Fig. 1
Fig. 2
Fig. 3
Fig. 4
Fig. 5
Fig. 6
Fig. 7
Fig. 8
Fig. 9

Similar content being viewed by others

Notes

  1. The code of MaOEA-DDFC was provided by its authors.

  2. The code of KnEA is from http://www.soft-computing.de/jin-pub_year.html.

  3. The code of SPEA2 + SDE and GrEA are from http://www.cs.bham.ac.uk/~limx/publication.html.

  4. See Footnote 3.

  5. The code of NSGA-III is from http://web.ntnu.edu.tw/~tcchiang/publications/nsga3cpp/nsga3cpp.htm.

  6. The code of MOEA/D is from http://dces.essex.ac.uk/staff/zhang/webofmoead.htm.

References

  • Adra SF, Fleming PJ (2011) Diversity management in evolutionary many-objective optimization. IEEE Trans Evol Comput 15:183–195. doi:10.1109/TEVC.2010.2058117

    Article  Google Scholar 

  • Asafuddoula M, Ray T, Sarker R (2015) A decomposition-based evolutionary algorithm for many objective optimization. IEEE Trans Evol Comput 19:445–460. doi:10.1109/TEVC.2014.2339823

    Article  Google Scholar 

  • Bader J, Zitzler E (2011) HypE: an algorithm for fast hypervolume-based many-objective optimization. Evol Comput 19:45–76. doi:10.1162/EVCO_a_00009

    Article  Google Scholar 

  • Beume N, Naujoks B, Emmerich M (2007) SMS-EMOA: multiobjective selection based on dominated hypervolume. Eur J Oper Res 181:1653–1669. doi:10.1016/j.ejor.2006.08.008

    Article  MATH  Google Scholar 

  • Carreno Jara E (2014) Multi-objective optimization by using evolutionary algorithms: the p-optimality criteria. IEEE Trans Evol Comput 18:167–179. doi:10.1109/TEVC.2013.2243455

    Article  Google Scholar 

  • Cheng J, Yen GG, Zhang G (2015) A many-objective evolutionary algorithm with enhanced mating and environmental selections. IEEE Trans Evol Comput 19:592–605. doi:10.1109/TEVC.2015.2424921

    Article  Google Scholar 

  • Conover WJ (1998) Practical nonparametric statistics. Wiley, London

    Google Scholar 

  • Corne DW, Jerram NR, Knowles JD, Oates MJ (2001) PESA-II: region-based selection in evolutionary multiobjective optimization. In: Proceedings of the 3rd annual conference on genetic and evolutionary computation. Morgan Kaufmann, pp 283–290

  • Das I, Dennis JE (1998) Normal-boundary intersection: a new method for generating the pareto surface in nonlinear multicriteria optimization problems. SIAM J Optim 8:631–657. doi:10.1137/s1052623496307510

    Article  MathSciNet  MATH  Google Scholar 

  • Deb K, Jain H (2014) An evolutionary many-objective optimization algorithm using reference-point-based nondominated sorting approach, part I: solving problems with box constraints. IEEE Trans Evol Comput 18:577–601. doi:10.1109/TEVC.2013.2281535

    Article  Google Scholar 

  • Deb K, Pratap A, Agarwal S, Meyarivan T (2002) A fast and elitist multiobjective genetic algorithm: NSGA-II. IEEE Trans Evol Comput 6:182–197. doi:10.1109/4235.996017

    Article  Google Scholar 

  • Deb K, Mohan M, Mishra S (2005a) Evaluating the ε-domination based multi-objective evolutionary algorithm for a quick computation of pareto-optimal solutions. Evol Comput 13:501–525. doi:10.1162/106365605774666895

    Article  Google Scholar 

  • Deb K, Thiele L, Laumanns M, Zitzler E (2005b) Scalable test problems for evolutionary multiobjective optimization. In: Abraham A, Jain L, Goldberg R (eds) Evolutionary multiobjective optimization. Advanced information and knowledge processing. Springer, London, pp 105–145. doi:10.1007/1-84628-137-7_6

    Chapter  MATH  Google Scholar 

  • Farina M, Amato P (2004) A fuzzy definition of “optimality” for many-criteria optimization problems. IEEE Trans Syst Man Cybern A Syst Hum 34:315–326

    Article  Google Scholar 

  • Fleischer M (2003) The measure of pareto optima applications to multi-objective metaheuristics. In: Fonseca C, Fleming P, Zitzler E, Thiele L, Deb K (eds) Evolutionary multi-criterion optimization, vol 2632. Lecture notes in computer science. Springer, Berlin, pp 519–533. doi:10.1007/3-540-36970-8_37

    Google Scholar 

  • Garza-Fabre M, Pulido G, Coello CC (2009) Ranking methods for many-objective optimization. In: Aguirre A, Borja R, Garciá C (eds) MICAI 2009: advances in artificial intelligence, vol 5845. Lecture notes in computer science. Springer, Berlin, pp 633–645. doi:10.1007/978-3-642-05258-3_56

    Chapter  Google Scholar 

  • He Z, Yen GG, Zhang J (2014) Fuzzy-based Pareto optimality for many-objective evolutionary algorithms. IEEE Trans Evol Comput 18:269–285. doi:10.1109/TEVC.2013.2258025

    Article  Google Scholar 

  • Huang V, Suganthan P, Qin A, Baskar S (2005) Multiobjective differential evolution with external archive and harmonic distance-based diversity measure. School of Electrical and Electronic Engineering, Technological University Technical Report, Nanyang

    Google Scholar 

  • Huband S, Hingston P, Barone L, While L (2006) A review of multiobjective test problems and a scalable test problem toolkit. IEEE Trans Evol Comput 10:477–506. doi:10.1109/TEVC.2005.861417

    Article  MATH  Google Scholar 

  • Ikeda K, Kita H, Kobayashi S (2001) Failure of Pareto-based MOEAs: does non-dominated really mean near to optimal? In: Proceedings of the 2001 congress on evolutionary computation, 2001, vol 952, pp 957–962. doi:10.1109/CEC.2001.934293

  • Ishibuchi H, Tsukamoto N, Nojima Y Evolutionary many-objective optimization: a short review. In: IEEE congress on evolutionary computation, 2008. CEC 2008. (IEEE World Congress on Computational Intelligence), 1–6 June 2008, pp 2419–2426. doi:10.1109/CEC.2008.4631121

  • Jain H, Deb K (2014) An evolutionary many-objective optimization algorithm using reference-point based nondominated sorting approach, part II: handling constraints and extending to an adaptive approach. IEEE Trans Evol Comput 18:602–622. doi:10.1109/TEVC.2013.2281534

    Article  Google Scholar 

  • Li M, Yang S, Liu X (2014) Shift-based density estimation for pareto-based algorithms in many-objective optimization. IEEE Trans Evol Comput 18:348–365. doi:10.1109/TEVC.2013.2262178

    Article  Google Scholar 

  • Li K, Deb K, Zhang Q, Kwong S (2015) An evolutionary many-objective optimization algorithm based on dominance and decomposition. IEEE Trans Evol Comput 19:694–716. doi:10.1109/TEVC.2014.2373386

    Article  Google Scholar 

  • Lopez EM, Antonio LM, Coello CAC (2015) A GPU-based algorithm for a faster hypervolume contribution computation. In: International conference on evolutionary multi-criterion optimization. Springer, Berlin, pp 80–94

    Google Scholar 

  • Mezura-Montes E, Coello Coello CA (2011) Constraint-handling in nature-inspired numerical optimization: past, present and future. Swarm Evol Comput 1:173–194. doi:10.1016/j.swevo.2011.10.001

    Article  Google Scholar 

  • Miller BL, Goldberg DE (1995) Genetic algorithms, tournament selection, and the effects of noise. Complex Syst 9:193–212

    MathSciNet  Google Scholar 

  • Phan DH, Suzuki J (2013) R2-IBEA: R2 indicator based evolutionary algorithm for multiobjective optimization. In: 2013 IEEE congress on evolutionary computation (CEC), 20–23 June 2013, pp 1836–1845. doi:10.1109/CEC.2013.6557783

  • Pierro Fd, Khu ST, Savic DA (2007) An investigation on preference order ranking scheme for multiobjective evolutionary optimization. IEEE Trans Evol Comput 11:17–45. doi:10.1109/TEVC.2006.876362

    Article  Google Scholar 

  • Purshouse RC, Fleming PJ (2007) On the evolutionary optimization of many conflicting objectives. IEEE Trans Evol Comput 11:770–784. doi:10.1109/TEVC.2007.910138

    Article  Google Scholar 

  • Sato H, Aguirre H, Tanaka K (2007) Controlling dominance area of solutions and its impact on the performance of MOEAs. In: Obayashi S, Deb K, Poloni C, Hiroyasu T, Murata T (eds) Evolutionary multi-criterion optimization, vol 4403. Lecture notes in computer science. Springer, Berlin, pp 5–20. doi:10.1007/978-3-540-70928-2_5

  • Tian Y, Cheng R, Zhang X, Jin Y (2017) PlatEMO: a MATLAB platform for evolutionary multi-objective optimization. arXiv preprint arXiv:170100879

  • von Lücken C, Barán B, Brizuela C (2014) A survey on multi-objective evolutionary algorithms for many-objective problems. Comput Optim Appl 58:707–756. doi:10.1007/s10589-014-9644-1

    Article  MathSciNet  MATH  Google Scholar 

  • While L, Bradstreet L, Barone L (2012) A fast way of calculating exact hypervolumes. IEEE Trans Evol Comput 16:86–95. doi:10.1109/TEVC.2010.2077298

    Article  Google Scholar 

  • Yang S, Li M, Liu X, Zheng J (2013) A grid-based evolutionary algorithm for many-objective optimization. IEEE Trans Evol Comput 17:721–736. doi:10.1109/TEVC.2012.2227145

    Article  Google Scholar 

  • Yuan Y, Xu H, Wang B, Yao X (2016a) A new dominance relation-based evolutionary algorithm for many-objective optimization. IEEE Trans Evol Comput 20:16–37. doi:10.1109/TEVC.2015.2420112

    Article  Google Scholar 

  • Yuan Y, Xu H, Wang B, Zhang B, Yao X (2016b) Balancing convergence and diversity in decomposition-based many-objective optimizers. IEEE Trans Evol Comput 20:180–198. doi:10.1109/TEVC.2015.2443001

    Article  Google Scholar 

  • Zhang Q, Li H (2007) MOEA/D: a multiobjective evolutionary algorithm based on decomposition. IEEE Trans Evol Comput 11:712–731. doi:10.1109/TEVC.2007.892759

    Article  Google Scholar 

  • Zhang XY, Tian Y, Jin YC (2015) A knee point-driven evolutionary algorithm for many-objective optimization. IEEE Trans Evol Comput 19:761–776. doi:10.1109/Tevc.2014.2378512

    Article  Google Scholar 

  • Zhou A, Qu B-Y, Li H, Zhao S-Z, Suganthan PN, Zhang Q (2011) Multiobjective evolutionary algorithms: a survey of the state of the art. Swarm Evol Comput 1:32–49. doi:10.1016/j.swevo.2011.03.001

    Article  Google Scholar 

  • Zitzler E, Künzli S (2004) Indicator-based selection in multiobjective search. In: Yao X et al (eds) Parallel problem solving from nature—PPSN VIII, vol 3242. Lecture notes in computer science. Springer, Berlin, pp 832–842. doi:10.1007/978-3-540-30217-9_84

    Google Scholar 

  • Zitzler E, Thiele L (1999) Multiobjective evolutionary algorithms: a comparative case study and the strength Pareto approach. IEEE Trans Evol Comput 3:257–271. doi:10.1109/4235.797969

    Article  Google Scholar 

  • Zitzler E, Laumanns M, Thiele L (2001) SPEA2: improving the strength Pareto evolutionary algorithm. TIK, Swiss Federal Institute of Technology (ETH), Switzerland

    Google Scholar 

  • Zitzler E, Thiele L, Laumanns M, Fonseca CM, da Fonseca VG (2003) Performance assessment of multiobjective optimizers: an analysis and review. IEEE Trans Evol Comput 7:117–132. doi:10.1109/TEVC.2003.810758

    Article  Google Scholar 

  • Zou X, Chen Y, Liu M, Kang L (2008) A new evolutionary algorithm for solving many-objective optimization problems. IEEE Trans Syst Man Cybern Part B Cybern 38:1402–1412. doi:10.1109/TSMCB.2008.926329

    Article  Google Scholar 

Download references

Acknowledgements

This work is supported by the National Natural Science Foundation of China (Grant No. 61175126) and the International S&T Cooperation Program of China (Grant No. 2015DFG12150).

Author information

Authors and Affiliations

Authors

Corresponding author

Correspondence to Chao Wang.

Ethics declarations

Conflict of interest

The authors declare that they have no conflict of interest.

Human and animal rights statement

All procedures performed in studies involving human participants were in accordance with the ethical standards of the institutional and/or national research committee and with the 1964 Helsinki declaration and its later amendments or comparable ethical standards. This article does not contain any studies with animals performed by any of the authors.

Informed consent

Informed consent was obtained from all individual participants included in the study.

Rights and permissions

Reprints and permissions

About this article

Check for updates. Verify currency and authenticity via CrossMark

Cite this article

Bi, X., Wang, C. A many-objective evolutionary algorithm based on hyperplane projection and penalty distance selection. Nat Comput 17, 877–899 (2018). https://doi.org/10.1007/s11047-017-9633-2

Download citation

  • Published:

  • Issue Date:

  • DOI: https://doi.org/10.1007/s11047-017-9633-2

Keywords

Navigation