A Population Prediction Strategy for Evolutionary Dynamic Multiobjective Optimization

This paper investigates how to use prediction strategies to improve the performance of multiobjective evolutionary optimization algorithms in dealing with dynamic environments. Prediction-based methods have been applied to predict some isolated points in both dynamic single objective optimization and dynamic multiobjective optimization. We extend this idea to predict a whole population by considering the properties of continuous dynamic multiobjective optimization problems. In our approach, called population prediction strategy (PPS), a Pareto set is divided into two parts: a center point and a manifold. A sequence of center points is maintained to predict the next center, and the previous manifolds are used to estimate the next manifold. Thus, PPS could initialize a whole population by combining the predicted center and estimated manifold when a change is detected. We systematically compare PPS with a random initialization strategy and a hybrid initialization strategy on a variety of test instances with linear or nonlinear correlation between design variables. The statistical results show that PPS is promising for dealing with dynamic environments.