Combining Kernelized Autoencoding and Centroid Prediction for Dynamic Multi-objective Optimization

Evolutionary algorithms face significant challenges when dealing with dynamic multi-objective optimization because Pareto optimal solutions and/or Pareto optimal fronts change. This paper proposes a unified paradigm, which combines the kernelized autoncoding evolutionary search and the centriod-based prediction (denoted by KAEP), for solving dynamic multi-objective optimization problems (DMOPs). Specifically, whenever a change is detected, KAEP reacts effectively to it by generating two subpopulations. The first subpoulation is generated by a simple centriod-based prediction strategy. For the second initial subpopulation, the kernel autoencoder is derived to predict the moving of the Pareto-optimal solutions based on the historical elite solutions. In this way, an initial population is predicted by the proposed combination strategies with good convergence and diversity, which can be effective for solving DMOPs. The performance of our proposed method is compared with five state-of-the-art algorithms on a number of complex benchmark problems. Empirical results fully demonstrate the superiority of our proposed method on most test instances.