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摘要: 高维多目标优化问题由于具有巨大的目标空间使得一些经典的多目标优化算法面临挑战.提出一种基于自适应模糊支配的高维多目标粒子群算法MAPSOAF,该算法定义了一种自适应的模糊支配关系,通过对模糊支配的阈值自适应变化若干步长,在加强个体间支配能力的同时实现对种群选择压力的精细化控制,以改善算法的收敛性;其次,通过从外部档案集中选取扰动粒子,并在粒子速度更新公式中新增一扰动项以克服粒子群早熟收敛并改善个体分布的均匀性;另外,算法利用简化的Harmonic归一化距离评估个体的密度,在改善种群分布性的同时降低算法的计算代价.该算法与另外五种高性能的多目标进化算法在标准测试函数集DTLZ{1,2,4,5}上进行对比实验,结果表明该算法在收敛性和多样性方面总体上具有较显著的性能优势.
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关键词:
- 自适应模糊支配 /
- 精英个体扰动 /
- 粒子群算法 /
- 高维多目标优化问题 /
- 高维多目标粒子群优化算法
Abstract: The huge objective space makes some representative multiobjective optimization algorithms face challenges. A many-objective particle swarm optimization based on adaptive fuzzy dominance (MAPSOAF) is proposed. An adaptive fuzzy dominance relation is defined to adjust the threshold of fuzzy dominance adaptively to improve the convergence of MAPSOAF. Second, a perturbation term is added to the particle's velocity formula by selecting an elite member from the external archive to conquer premature convergence and to enhance the diversity of population. In addition, a method of simplified Harmonic normalized distance is utilized to evaluate the density of individuals and reduce the computational cost when while improving the population diversity. MAPSOAF is compared with other five high-performance multiobjective evolutionary algorithms on the benchmark test set DTLZ {1, 2, 4, 5}, and the results show that the proposed MAPSOAF has more significant performance advantages in convergence and diversity over the peering algorithms.1) 本文责任编委 魏庆来 -
表 1 5种对比算法的参数设置
Table 1 Parameter settings of all the algorithms compared
Algorithm Parameter settings NSGA-II ${N}=100, P_{c}=0.9, P_{m}=1/n, \eta_{c}=20, \eta_{m}=20$ SPEA2 ${N}=100, P_{c}=0.9, P_{m}=1/n, \eta_{c}=20, \eta_{m}=20$ SMPSO ${C}_1\in[1.5, 2.5], C_2\in[1.5, 2.5], P_{m}=1/n, \eta_{m}=20$ AbYSS ${N}=100, N_{RefSet1}=10, N_{RefSet2}=10, P_{c}=0.9, P_{m}=1/n, \eta_{c}=20, \eta_{m}=20$ MOEA/D-ACD ${N}=100, CR=1.0, F=0.5, P_{m}=1/n, \eta_{m}=20, \delta=0.9, n_{r}=2$ 表 2 各算法在DTLZ1函数上获得IGD值的比较
Table 2 Results of IGD for algorithms compared based on DTLZ1
各项指标 算法 NSGA-II AbYSS SPEA2 SMPSO MOEA$/$D-ACD MAPSOAF 目标个数 4目标 mean 2.0458E-01 9.5918E-02 1.7712E-01 7.8417E-02 3.4736E-01 8.2288E-02 std 5.6012E-04 5.5421E-04 1.1871E-04 4.0001E-04 5.8170E-05 8.4901E-04 rank 5 $-$ 3 $-$ 4 $-$ 1 + 6 $-$ 2 10目标 mean 6.7936E-01 5.9651E-01 6.1816E-01 5.0051E-01 6.9881E-01 4.9810E-01 std 4.9647E-04 7.5481E-04 3.6454E-04 4.7007E-04 4.4327E-05 7.5541E-04 rank 5 $-$ 3 $-$ 4 $-$ 2 $\approx$ 6 $-$ 1 30目标 mean 7.9579E-01 7.8171E-01 7.7545E-01 7.4014E-01 8.0986E-01 6.5187E-01 std 2.1294E-04 4.5699E-03 6.5441E-04 0.00E+00 2.9857E-04 5.3458E-03 rank 5 $-$ 3 $-$ 4 $-$ 2 $\approx$ 6 $-$ 1 rank sum 15 10 11 5 18 4 final rank 5 3 4 2 6 1 better$/$worst$/$similar 0$/3/$0 0$/3/$0 0$/3/$0 1$/1/$1 0$/3/$0 $/$ 表 3 各算法在DTLZ2函数上获得IGD值的比较
Table 3 Results of IGD for algorithms compared based on DTLZ2
各项指标 算法 NSGA-II AbYSS SPEA2 SMPSO MOEA$/$D-ACD MAPSOAF 目标个数 4目标 mean 7.0109E-02 2.8412E-01 3.5341E-01 1.5415E-01 4.1627E-01 8.9241E-02 std 5.1015E-04 7.1918E-04 6.8418E-04 4.5159E-04 1.8748E-04 4.6174E-04 rank 1+ 4 $-$ 5 $-$ 3 $-$ 6 $-$ 2 10目标 mean 5.2851E-01 5.6171E-01 6.0151E-01 5.5241E-01 6.9741E-01 4.8169E-01 std 5.6740E-04 6.9151E-04 5.9871E-04 5.1762E-04 3.5061E-04 5.5651E-04 rank 2 $\approx$ 4 $-$ 5 $-$ 3 $-$ 6 $-$ 1 30目标 mean 7.5548E-01 7.8851E-01 7.8158E-01 7.7941E-01 7.9967E-01 6.9181E-01 std 6.5141E-03 5.9210E-04 4.2225E-04 6.2131E-03 5.1101E-04 3.6518E-03 rank 2 $-$ 5 $-$ 4 $-$ 3 $-$ 6 $-$ 1 rank sum 5 13 14 9 18 4 final rank 2 4 5 3 6 1 better$/$worst$/$similar 1$/1/$1 0$/3/$0 0$/3/$0 0$/0/$0 0$/3/$0 $/$ 表 4 各算法在DTLZ4函数上获得IGD值的比较
Table 4 Results of IGD for algorithms compared based on DTLZ4
各项指标 算法 NSGA-II AbYSS SPEA2 SMPSO MOEA$/$D-ACD MAPSOAF 目标个数 4目标 mean 8.3841E-02 2.1541E-01 2.6114E-01 1.5116E-01 7.1981E-02 7.9141E-02 std 3.2987E-04 4.1123E-04 5.6101E-04 6.8917E-04 3.3176E-04 4.5005E-04 rank 3 $\approx$ 5 $-$ 6 $-$ 4 $-$ 1+ 2 10目标 mean 5.8584E-01 6.5141E-01 6.9184E-01 6.6810E-01 5.4214E-01 5.9515E-01 std 5.8771E-04 4.4414E-04 6.6516E-04 7.0151E-04 3.6011E-04 4.6001E-04 rank 2 $\approx$ 4 $-$ 6 $-$ 5 $-$ 1+ 3 30目标 mean 7.5541E-01 8.2994E-01 8.0441E-01 8.1945E-01 7.0713E-01 7.9541E-01 std 8.8151E-03 8.5104E-04 2.9414E-03 4.6054E-03 5.6807E-03 5.1112E-03 rank 2 $-$ 6 $-$ 4 $-$ 5 $-$ 1+ 3 rank sum 7 15 16 14 3 8 final rank 2 5 6 4 1 3 better$/$worst$/$similar 0$/2/$1 0$/3/$0 0$/3/$0 0$/3/$0 3$/0/$0 $/$ 表 5 各算法在DTLZ5函数上获得IGD值的比较
Table 5 Results of IGD for algorithms compared based on DTLZ5
各项指标 算法 NSGA-II AbYSS SPEA2 SMPSO MOEA$/$D-ACD MAPSOAF 目标个数 4目标 mean 1.38121E-01 1.6051E-01 1.7717E-01 9.5651E-02 1.8678E-01 9.1410E-02 std 5.6012E-04 5.5421E-04 1.1871E-04 4.0001E-04 5.8170E-05 8.4901E-04 rank 3 $-$ 4 $-$ 5 $-$ 2 $\approx$ 6 $-$ 1 10目标 mean 6.5172E-01 7.1141E-01 7.0914E-01 6.9241E-01 7.2661E-01 5.0941E-01 std 7.5615E-04 5.5551E-04 4.1191E-04 6.4101E-04 5.5827E-04 5.9151E-04 rank 2 $\approx$ 5 $-$ 4 $-$ 3 $-$ 6 $-$ 1 30目标 mean 7.7141E-01 7.8810E-01 7.6585E-01 7.6151E-01 7.9841E-01 6.9510E-01 std 3.4287E-03 8.8140E-04 3.9410E-03 4.6415E-03 8.2662E-04 4.6519E-03 rank 4 $-$ 5 $-$ 3 $-$ 2 $-$ 6 $-$ 1 rank sum 9 14 13 7 18 3 final rank 3 5 4 2 6 1 better$/$worst$/$similar 0$/2/$1 0$/3/$0 0$/3/$0 0$/3/$1 0$/3/$0 $/$ -
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