Combining modified inverted generational distance indicator with reference-vector-guided selection for many-objective optimization

Combining modified inverted generational distance indicator with reference-vector-guided selection for many-objective optimization
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将改进的倒代距离指标与参考向量引导选择相结合以实现多目标优化

DOI:
10.1007/s10489-022-04115-w
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发表时间:
2022-09
影响因子:
5.3
通讯作者:
Pei-Qiu Huang
Pei-Qiu Huang
中科院分区:
计算机科学2区
文献类型:
--
作者:
Fei Li;Zhengkun Shang;Hao Shen;Yuanqu Liu;Pei-Qiu Huang

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改进的逆世代距离(IGD⁺)指标由于其能够获得弱帕累托最优解,已被广泛用于处理具有两个或三个目标的优化问题。然而,仅仅使用IGD⁺指标无法有效地……
The modified inverted generational distance (IGD+) indicator has been widely used to handle optimization problems with two or three objectives due to its ability to obtain weak Pareto optimal solutions. However, only using the IGD+indicator cannot effectively balance the convergence and diversity of candidate solutions in the high-dimensional objective space of many-objective optimization problems (MaOPs). To solve this issue, we propose a two-stage selection strategy based on the IGD+indicator and the reference vector guidance method. This two-stage selection mechanism uses the IGD+indicator and the reference vector guidance method to select two sub-populations, which form the parent population at the next generation. In this way, it can balance convergence and diversity well when solving MaOPs. Experiments were performed on 65 test problems. The proposed algorithm achieved the best HV value 39 times, showing competitive performance compared to five representative algorithms for many-objective optimization.
一种结合多目标优化和多属性决策的新型投资组合优化模型
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