Inflationary Differential Evolution for Constrained Multi-objective Optimisation Problems

Abstract

In this paper we review several parameter-based scalarisation approaches used within Multi-Objective Optimisation. We propose then a proof-of-concept for a new memetic algorithm designed to solve the Constrained Multi-Objective Optimisation Problem. The algorithm is finally tested on a benchmark with a series of difficulties.

Global solution of constrained min-max problems with inflationary differential evolution

“…Update archives A uc and A c : Algorithm 4 9: end while 10: set = max u∈U max i c i (d, u) 11: Restart Algorithm 2 computational complexity. Problem (11) indeed can be seen as an Epsilon-Constraint Scalarisation (ECS) (Filippi and Vasile 2020;Haimes et al 1971) formulation of the bi-objective min-max problem:…”

“…Three different methods were considered in this study: ECS, Weighted-Sum Scalarisation (WSS) (Gass and Saaty 1955) and Chebychev/Pascoletti-Serafini Scalarisation (CPSS) where the last one is a smooth combination of Weighted Chebyshev Scalarisation (WCS) (Bowman 1976) and Pascoletti-Serafini Scalarissation (PSS) (Bo et al 2007). A comparison of the different approaches can be found in Filippi and Vasile (2020). The difference in Algorithm 6 is only within the minimisation loop (lines 13 -22).…”