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Difficulty Adjustable and Scalable Constrained Multiobjective Test Problem Toolkit

Zhun Fan, Wenji Li, Xinye Cai*, Hui Li, Caimin Wei, Qingfu Zhang, Kalyanmoy Deb, Erik Goodman

*Corresponding author for this work

Research output: Journal Publications and ReviewsRGC 21 - Publication in refereed journalpeer-review

Abstract

Multiobjective evolutionary algorithms (MOEAs) have progressed significantly in recent decades, butmost of them are designed to solve unconstrained multiobjective optimization problems. In fact, many real-world multiobjective problems contain a number of constraints. To promote research on constrained multiobjective optimization, we first propose a problem classification scheme with three primary types of difficulty, which reflect various types of challenges presented by real-world optimization problems, in order to characterize the constraint functions in constrained multiobjective optimization problems (CMOPs). These are feasibility-hardness, convergence-hardness, and diversity-hardness. We then develop a general toolkit to construct difficulty adjustable and scalable CMOPs (DAS-CMOPs, or DAS-CMaOPs when the number of objectives is greater than three) with three types of parameterized constraint functions developed to capture the three proposed types of difficulty. In fact, the combination of the three primary constraint functions with different parameters allows the construction of a large variety of CMOPs, with difficulty that can be defined by a triplet, with each of its parameters specifying the level of one of the types of primary difficulty. Furthermore, the number of objectives in this toolkit can be scaled beyond three. Based on this toolkit, we suggest nine difficulty adjustable and scalable CMOPs and nine CMaOPs, to be called DAS-CMOP1-9 and DAS-CMaOP1-9, respectively. To evaluate the proposed test problems, two popular CMOEAs—MOEA/D-CDP (MOEA/D with constraint dominance principle) and NSGA-II-CDP (NSGA-II with constraint dominance principle) and two popular constrainedmany-objective evolutionary algorithms (CMaOEAs)—C-MOEA/DD and C-NSGA-III—are used to compare performance on DAS-CMOP1-9 and DAS-CMaOP1-9 with a variety of difficulty triplets, respectively. The experimental results reveal that mechanisms in MOEA/D-CDP may be more effective in solving convergence-hard DAS-CMOPs,while mechanisms of NSGA-II-CDP may bemore effective in solving DAS-CMOPs with simultaneous diversity-, feasibility-, and convergence-hardness. Mechanisms in C-NSGA-III may be more effective in solving feasibility-hard CMaOPs, while mechanisms of C-MOEA/DD may be more effective in solving CMaOPs with convergence-hardness. In addition, none of them can solve these problems efficiently, which stimulates us to continue to develop new CMOEAs and CMaOEAs to solve the suggested DAS-CMOPs and DAS-CMaOPs.
Original languageEnglish
Pages (from-to)339-378
JournalEvolutionary Computation
Volume28
Issue number3
Online published1 Sept 2020
DOIs
Publication statusPublished - 2020

Research Keywords

  • Constrained problems
  • Controlled difficulties
  • Evolutionary multiobjective optimization
  • Test problems

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  • ANR: Big Multi-objective Optimization

    ZHANG, Q. (Principal Investigator / Project Coordinator), DERBEL, B. (Co-Investigator), KWONG, T. W. S. (Co-Investigator) & WANG, J. (Co-Investigator)

    1/04/177/09/22

    Project: Research

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