This article describes a new adaptive metaheuristic based on a vector evaluated approach for solving multiobjective problems. We called our proposed algorithm Vector Evaluated Meta-Heuristic. Its main idea is to evolve two populations independently, exchanging information between them, i.e., the first population evolves according to the best individual of the second population and vice-versa. The choice of which algorithm will be executed on each generation is carried out stochastically among three evolutionary algorithms well known in the literature: PSO, DE, ABC. In order to evaluate the results, we used an established metric in multiobjective evolutionary algorithms called hypervolume. Tests have shown that the adaptive metaheuristic reaches the best hyper-volumes in three of ZDT benchmarks functions and, also, in two portfolios of a real-world problem called portfolio investment optimization. The results show that our algorithm improved the Pareto curve when compared to the hypervolumes of each heuristic separately.

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This article investigates the enhancement of a vector evaluat-ed-based adaptive metaheuristics for solving two multiobjective problems called environmental-economic dispatch and portfolio optimization. The idea is to evolve two populations independently, and exchange information between them, i.e., the first population evolves according to the best individual of the second population and vice-versa. The choice of which algorithm will be executed on each generation is carried out stochastically among three evolutionary algorithms well-known in the literature: PSO, DE, ABC. To assess the results, we used an established metric in multiobjective evolutionary algorithms called hypervolume. Tests solving the referred problem have shown that the new approach reaches the best hypervolumes in power systems comprised of six and forty generators and five different datasets of portfolio optimization. The experiments were performed 31 times, using 250, 500, and 1000 iterations in both problems. Results have also shown that our proposal tends to overcome a variation of a hybrid SPEA2 compared to their cooperative and competitive approaches.