A Simulated Annealing Based Multi-objective Optimization Algorithm ...

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$LATEX and Beamer (Arijit Bishnu). - Indian Statistical Institute$

100.70.60.50.40.30.20.100.81.41.210.80.60.40.201.50.60.40.20.10 01(a)0.20.30.40.50.60.710.5000.21(b)0.40.60.8121.41.21.5110.50.80.60.40.20201.51.510.50.50 02(a)11.522.510.500.40.202(b)0.60.811.21.41.41.210.80.60.40.201.51.41.210.80.60.40.201.510.5000.23(a)0.40.60.811.21.410.500.40.203(b)0.60.811.21.4Fig. 8.The final non-dominated front obtained by (a) AMOSA (b) MOSA for the test problems (1) DTLZ1 (2) DTLZ2 (3) DTLZ3TABLE IIINEW MEASURE displacement ON THE TEST FUNCTIONS FOR BINARY ENCODINGAlgorithm SCH2 Deb4 ZDT 1 ZDT 2 ZDT 6AMOSA 0.0230 0.0047 0.0057 0.0058 0.0029PAES 0.6660 0.0153 0.0082 0.0176 0.0048NSGA-II 0.0240 0.0050 0.0157 0.0096 0.0046TABLE IVTIME TAKEN BY DIFFERENT PROGRAMS (IN SEC) FOR BINARY ENCODINGAlgorithm SCH1 SCH2 Deb1 Deb4 ZDT 1 ZDT 2 ZDT 6AMOSA 15 14.5 20 20 58 56 12PAES 6 5 5 15 17 18 16NSGA-II 11 11 14 14 77 60 21length, distribution index for the crossover operation=10, distributionindex for the mutation operation=100.In MOSA [17] authors have used unconstrained archivesize. Note that the archive size of AMOSA and the populationsize of NSGA-II are both 100. For the purpose ofcomparison with MOSA that has an unlimited archive [17],the clustering procedure (adopted for AMOSA), is used toreduce the number of solutions of [32] to 100. Comparisonis performed in terms of Purity, Convergence and MinimalSpacing. Table V shows the Purity, Convergence, MinimalSpacing measurements for DTLZ1-DTLZ6 problems obtainedafter application of AMOSA, MOSA and NSGA-II. It can
1121.61.41.51.2110.80.60.50.40.201.500.810.50.20 01(a)0.40.60.810.60.40.2001(b)0.20.40.60.87186.5166145.554.54121083.56342.51210.80.60.40.20.20 02(a)0.40.60.810.80.60.40.2000.22(b)0.40.60.81Fig. 9.The final non-dominated front obtained by (a) AMOSA (b) MOSA for the test problems (1) DTLZ5 (2) DTLZ6be seen from this table that AMOSA performs the best interms of Purity and Convergence for DTLZ1, DTLZ3, DTLZ5,DTLZ6. In DTLZ2 and DTLZ4 the performance of MOSA ismarginally better than that of AMOSA. NSGA-II performs theworst among all. Table V shows the Minimal Spacing valuesobtained by the 3 algorithms for DTLZ1-DTLZ6. AMOSAperforms the best in all the cases.As mentioned earlier, for comparing the performance ofMOSA (by considering the results reported in [32]), a versionof AMOSA without clustering and with unconstrained archiveis executed. The results reported here are the average over 10runs. Table VI shows the corresponding Purity, Convergenceand Minimal Spacing values. Again AMOSA performs muchbetter than MOSA for all the test problems except DTLZ4. ForDTLZ4, the MOSA performs better than that of AMOSA interms of both Purity and Convergence values. Figure 8 showsfinal Pareto-optimal front obtained by AMOSA and MOSAfor DTLZ1-DTLZ3 while Figure 9 shows the same for DTLZ5and DTLZ6. As can be seen from the figures, AMOSA appearsto be able to better approximate the front with more densesolutions as compared to MOSA.It was mentioned in [33] that for a particular test problem,almost 40% of the solutions provided by an algorithm withtruncation of archive got dominated by the solutions providedby an algorithm without archive truncation. However theexperiments we conducted did not adequately justify thisfinding. Let us denote the set of solutions of AMOSA withand without clustering as S c and S wc respectively. We foundthat for DTLZ1, 12.6% of S c were dominated by S wc , while4% of S wc were dominated by S c . For DTLZ2, 5.1% of S wcwere dominated by S c while 5.4% of S c were dominated byS wc . For DTLZ3, 22.38% of S wc were dominated by S c while0.53% of S c were dominated by S wc . For DTLZ4, all themembers of S wc and S c are non-dominating to each otherand the solutions are same. Because execution of AMOSAwithout clustering doesn’t provide more than 100 solutions.For DTLZ5, 10.4% of S wc were dominated by S c while 0.5%of S c were dominated by S wc . For DTLZ6, all the membersof S wc and S c are non-dominating to each other.To have a look at the performance of the AMOSA on afour-objective problem, we apply AMOSA and NSGA-II tothe 13-variable DTLZ2 test problem. This is referred to asDTLZ2 4. The problem has a spherical Pareto-front in fourdimensions given by the equation: f1 2 +f2 2 +f2 3 +f2 4 = 1 withf i ∈ [0, 1] for i = 1 to 4. Both the algorithms are applied for atotal of 30,000 function evaluations (for NSGA-II popsize=100and number of generations=300) and the Purity, Convergenceand Minimal Spacing values are shown in Table VII. AMOSAperforms much better than NSGA-II in terms of all the threemeasures.The proposed AMOSA and NSGA-II are also comparedfor DTLZ1 5 (9-variable 5 objective version of the test problemDTLZ1), DTLZ1 10 (14-variable 10 objective versionof DTLZ1) and DTLZ1 15 (19 variable 15 objective versionof DTLZ1). The three problems have a spherical Paretofrontin their respective dimensions given by the equation∑ Mi=1 f i = 0.5 where M is the total number of objectivefunctions. Both the algorithms are executed for a total of1,00,000 function evaluations for these three test problems(for NSGA-II popsize=200, number of generations=500) andthe corresponding Purity, Convergence and Minimal Spacingvalues are shown in Table VII. Convergence value indicatesthat NSGA-II doesn’t converge to the true PO front whereas AMOSA reaches the true PO front for all the three cases.
Page 2 and 3: 2exploration along the front. Howev
Page 4 and 5: 4Algorithm AMOSASet Tmax, Tmin, HL,
Page 6 and 7: 6current-pt is not a member of the
Page 8 and 9: 8displacement measure, a set P ∗
Page 12 and 13: 12TABLE VConvergence AND Purity MEA
Page 14 and 15: 14[13] D. Tuyttens, J. Teghem, and

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