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    差分选择策略在复杂多目标优化问题中的研究

    Difference Selection Strategy for Solving Complex Multi-Objective Problems

    • 摘要: 在多目标进化算法中,如何提高生成解的质量一直是研究的热点与难点.为解决以上问题,该算法从差分进化算法与计算资源分配策略2个方向进行了研究.根据多目标问题从决策空间到目标空间的映射关系以及差分进化算法基本原理,提出了一种基于双种群的多目标差分选择策略.它利用2个种群来区分个体间收敛性差别,在调整差分参数以适应多目标算法特性的基础上,以收敛性差别为依据选择参与差分运算的个体,从而提高差分算法性能,加快子代个体收敛.另外,根据子代个体收敛速率的不同,动态调整计算资源的分配,进一步提高算法收敛性.与ε-MOEA和MOEA/D-DRA在一系列复杂的多目标优化问题上进行了对比实验,结果表明了所提策略的有效性.

       

      Abstract: Since the emergence of complex multi-objective problems in the finance and economics areas, dealing with multi-objective problems has gained increasing attention. How to improve the quality of generating solutions is the key in solving such problems. Although a number of MOEAs (multi-objective evolution algorithms) have been proposed over the last several years to solve the complex financial and economic multi-objective problems, not much effort has been made to deal with generating solutions in multi-objective optimization. Recently, we have suggested a MODEA_DACR (multi-objective difference evolution algorithm via dynamic allocation of computational resource) to improve the quality of generating solutions. The proposed algorithm uses two populations with different convergence rates to extract convergence information for the Pareto set, and then adjusts the parameter and difference evolution selection strategy according to the obtained convergence rate.In addition,based on the convergence rate of the population the proposed algorithm dynamically allocates the computational resources. The proposed algorithm is compared with two state-of-the-art algorithms, ε-MOEA and MOEA/D-DRA, on a suite of test problems with a complex Pareto set. Experimental results have shown the effectiveness of the proposed algorithm.

       

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