Abstract
The trade-off between the exploration of large size neighborhoods and the exploitation of Pareto fronts with high cardinality is a challenging task for the metaheuristics for many-objective combinatorial optimization problems. Cartesian products of scalarization functions, or simpler, Cartesian scalarization, is a novel technique that simplifies the search by reducing the number of objectives using sets of scalarization functions. Cartesian scalarization is an alternative to scalarization functions that scales up the local search for many-objective spaces. We introduce a method that automatically generates Cartesian scalarization functions; we use combinatorics to analyze the properties of Cartesian scalarization functions. Cartesian scalarization local search (CsLs) uses a set of Cartesian scalarization functions to generate a quality Pareto local front. We show that CsLs is a well-defined local search algorithm that converges to a Pareto local solution set in finite time. Cartesian scalarization outperforms other Pareto and scalarization local search methods on many-objective combinatorial optimization instances.
Similar content being viewed by others
References
Aguirre, H.E., Tanaka, K.: Working principles, behavior, and performance of MOEAs on MNK-landscapes. Eur. J. Oper. Res. 181(3), 1670–1690 (2007)
Angel, E., Bampis, E., Gourvès, L.: Approximating the pareto curve with local search for the bicriteria TSP(1, 2) problem. Theor. Comput. Sci. 310(1–3), 135–146 (2004)
Bader, J., Zitzler, E.: Hype: an algorithm for fast hypervolume-based many-objective optimization. Evol. Comput. 19(1), 45–76 (2011)
Basseur, M., Seynhaeve, F., Talbi, E.-G.: Path relinking in pareto multi-objective genetic algorithms. In: Evolutionary Multi-Criterion Optimization EMO, pp. 120–134 (2005)
Bleuler, S., Laumanns, M., Thiele, L., Zitzler, E.: PISA: a platform and programming language independent interface for search algorithms. In: Evolutionary Multi-criterion Optimization (EMO), pp. 494–508 (2003)
Blot, A., Pernet, A., Jourdan, L., Kessaci-Marmion, M.-É., Hoos, H.H.: Automatically configuring multi-objective local search using multi-objective optimisation. In: Evolutionary Multi-Criterion Optimization (EMO), pp. 61–76 (2017)
Chiarandini, M.: Stochastic local search methods for highly constrained combinatorial optimisation problems: graph colouring, generalisations, and applications. PhD thesis, Darmstadt University of Technology, Germany (2005)
Coelho, V.N., Oliveira, T.A., Coelho, I.M., Coelho, B.N., Fleming, P.J., Guimarães, F.G., Lourenço, H.R.D., Souza, M.J.F., Talbi, E.-G., Lust, T.: Generic pareto local search metaheuristic for optimization of targeted offers in a bi-objective direct marketing campaign. Comput. Oper. Res. 78, 578–587 (2017)
Daolio, F., Liefooghe, A., Vérel, S., Aguirre, H.E., Tanaka, K.: Global versus local search on multi-objective NK-landscapes: contrasting the impact of problem features. In: Genetic and Evolutionary Computation Conference (GECCO), pp. 369–376 (2015)
Das, I., Dennis, J.E.: Normal-boundary intersection: a new method for generating the Pareto surface in nonlinear multicriteria optimization problems. SIAM J. Optim. 8(3), 631–657 (1998)
Drugan, M.M.: Cartesian product of scalarization functions for many-objective QAP instances with correlated flow matrices. In: Genetic and Evolutionary Computation Conference, (GECCO), pp. 527–534 (2013)
Drugan, M.M.: Sets of interacting scalarization functions in local search for multi-objective combinatorial optimization problems. In: 2013 IEEE Symposium on Computational Intelligence in Multi-criteria Decision-Making, (MCDM), pp. 41–47 (2013)
Drugan, M.M., Thierens, D.: Stochastic pareto local search: Pareto neighbourhood exploration and perturbation strategies. J. Heuristics 18(5), 727–766 (2012)
Dubois-Lacoste, J., López-Ibáñez, M., Stützle, T.: Improving the anytime behavior of two-phase local search. Ann. Math. Artif. Intell. 61(2), 125–154 (2011)
Ehrgott, M.: Multicriteria Optimization. Springer, London (2005)
Eichfelder, G.: Adaptive Scalarization Methods in Multiobjective Optimization. Springer, Berlin (2008)
Hansen, P.: Bicriterion Path Problems, pp. 109–127. Springer, London (1980)
Hoos, H.H., Stützle, T.: Stochastic Local Search: Foundations and Applications. Elsevier/Morgan Kaufmann (2004)
Ishibuchi, H., Sakane, Y., Tsukamoto, N., Nojima, Y.: Simultaneous use of different scalarizing functions in MOEA/D. In: Genetic and Evolutionary Computation Conference, (GECCO), pp. 519–526 (2010)
Jaszkiewicz, A., Lust, T.: Nd-tree: a fast online algorithm for updating a pareto archive and its application in many-objective pareto local search. CoRR abs/1603.04798 (2016)
Knowles, J.D., Corne, D.: Properties of an adaptive archiving algorithm for storing nondominated vectors. IEEE Trans. Evolut. Comput. 7(2), 100–116 (2003)
Li, H., Zhang, Q., Deng, J.: Biased multiobjective optimization and decomposition algorithm. IEEE Trans. Cybern. 47(1), 52–66 (2017)
Liefooghe, A., Humeau, J., Mesmoudi, S., Jourdan, L., Talbi, E.-G.: On dominance-based multiobjective local search: design, implementation and experimental analysis on scheduling and traveling salesman problems. J. Heuristics 18(2), 317–352 (2012)
Lust, T., Teghem, J.: Two-phase pareto local search for the biobjective traveling salesman problem. J. Heuristics 16(3), 475–510 (2010)
Miettienen, K.: Nonlinear Multiobjective Optimization. Springer, US (1998)
Paquete, L.: Stochastic Local Search Algorithms for Multiobjective Combinatorial Optimization: Methods and Analysis. IOS Press (2006)
Paquete, L., Chiarandini, M., Stutzle, T.: Pareto local optimum sets in the biobjective traveling salesman problem: an experimental study. In: Metaheuristics for Multiobjective Optimization, pp. 177–200. Springer, Berlin (2004)
Paquete, L., Schiavinotto, T., Stützle, T.: On local optima in multiobjective combinatorial optimization problems. Ann. Oper. Res. 156(1), 83–97 (2007)
Paquete, L., Stützle, T.: A study of stochastic local search algorithms for the biobjective QAP with correlated flow matrices. Eur. J. Oper. Res. 169(3), 943–959 (2006)
Pasia, J.M., Aguirre, H.E., Tanaka, K.: Path relinking on many-objective nk-landscapes. In: Parallel Problem Solving from Nature—PPSN, pp. 677–686 (2010)
Saxena, D.K., Duro, J.A., Tiwari, A., Deb, K., Zhang, Q.: Objective reduction in many-objective optimization: linear and nonlinear algorithms. IEEE Trans. Evolut. Comput. 17(1), 77–99 (2013)
Talbi, E.-G., Basseur, M., Nebro, A.J., Alba, E.: Multi-objective optimization using metaheuristics: non-standard algorithms. Int. Trans. Oper. Res. 19(1–2), 283–305 (2012)
While, R.L., Bradstreet, L., Barone, L.: A fast way of calculating exact hypervolumes. IEEE Trans. Evolut. Comput. 16(1), 86–95 (2012)
Zhang, Q., Li, H.: MOEA/D: a multiobjective evolutionary algorithm based on decomposition. IEEE Trans. Evolut. Comput. 11(6), 712–731 (2007)
Zitzler, E., Thiele, L.: Multiobjective evolutionary algorithms: a comparative case study and the strength Pareto approach. IEEE Trans. Evolut. Comput. 3(4), 257–271 (1999)
Zitzler, E., Thiele, L., Laumanns, M., Fonseca, C.M., da Fonseca, V.G.: Performance assessment of multiobjective optimizers: an analysis and review. IEEE Trans. Evol. Comput. 7(2), 117–132 (2003)
Zydallis, J.B., van Veldhuizen, D.A., Lamont, G.B.: A statistical comparison of multiobjective evolutionary algorithms including the MOMGA-II. In: Evolutionary Multi-criterion Optimization (EMO), pp. 226–240 (2001)
Author information
Authors and Affiliations
Corresponding author
Rights and permissions
About this article
Cite this article
Drugan, M.M. Scaling-up many-objective combinatorial optimization with Cartesian products of scalarization functions. J Heuristics 24, 135–172 (2018). https://doi.org/10.1007/s10732-017-9361-x
Received:
Revised:
Accepted:
Published:
Issue Date:
DOI: https://doi.org/10.1007/s10732-017-9361-x