CN111369000A - High-dimensional multi-target evolution method based on decomposition - Google Patents

High-dimensional multi-target evolution method based on decomposition Download PDF

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CN111369000A
CN111369000A CN202010145618.2A CN202010145618A CN111369000A CN 111369000 A CN111369000 A CN 111369000A CN 202010145618 A CN202010145618 A CN 202010145618A CN 111369000 A CN111369000 A CN 111369000A
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孙树栋
代进伦
吴自高
刘亚琼
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Abstract

本发明提供了一种基于分解的高维多目标进化方法,生成参考向量,将高维多目标优化问题分解为多个单目标优化子问题,基于参考向量构建单目标优化子问题的子种群,运用分配机制为子种群分配个体,并构建邻域子种群,运用所构建的邻域子种群选择个体进行遗传进化,并运用设计的局部和全局选择策略选择种群中性能优异的个体进入下一代种群,重复执行进化过程直到终止并获得高维多目标优化问题的Pareto解集。本发明有效降低问题的求解复杂度,并解决多目标优化算法难以保证种群收敛性和多样性之间良好平衡的问题,获得良好多样性和收敛性的Pareto解集,有效提高算法效率,能有效保证算法的全局收敛性和种群多样性。

Figure 202010145618

The invention provides a decomposition-based high-dimensional multi-objective evolution method, generating a reference vector, decomposing a high-dimensional multi-objective optimization problem into a plurality of single-objective optimization sub-problems, and constructing a sub-population of the single-objective optimization sub-problems based on the reference vector, Use the allocation mechanism to assign individuals to the sub-population, and construct a neighborhood sub-population, use the constructed neighborhood sub-population to select individuals for genetic evolution, and use the designed local and global selection strategies to select individuals with excellent performance in the population to enter the next generation of populations , repeat the evolution process until termination and obtain the Pareto solution set of the high-dimensional multi-objective optimization problem. The invention effectively reduces the solving complexity of the problem, solves the problem that the multi-objective optimization algorithm is difficult to ensure a good balance between population convergence and diversity, obtains a Pareto solution set with good diversity and convergence, effectively improves the algorithm efficiency, and can effectively Ensure the global convergence and population diversity of the algorithm.

Figure 202010145618

Description

一种基于分解的高维多目标进化方法A high-dimensional multi-objective evolution method based on decomposition

技术领域technical field

本发明涉及智能优化算法领域,尤其是一种多目标进化方法。The invention relates to the field of intelligent optimization algorithms, in particular to a multi-objective evolution method.

背景技术Background technique

现实生活中的许多问题实际上都是多目标优化问题(MOPs),即具有两个及以上的目标优化问题。由于多目标优化问题具有多个冲突目标,所以最终得到的不是一个最优解而是一组Pareto解集。随着目标个数的增加,优化问题由原来的2-3个目标增加到4个及以上,问题就成为高维多目标优化问题(MaOPs)。由于目标数量增加,种群中非支配个体的数量急剧增加,当目标增加到一定数量时,种群中几乎所有个体都是非支配的,从而使进化种群的选择压力迅速下降,即当采用支配关系作为选择有限种群规模个体的标准时,种群向Pareto前沿(Pareto Front,PF)收敛的压力。现有多目标进化算法在解决高维多目标优化问题时,为了保证种群多样性和收敛性的良好平衡对进化算法提出了巨大的挑战。尽管进化算法在求解多目标优化问题时显示了卓越的性能,但对于高维多目标优化问题,现有方法存在目标维数难以扩展、Pareto支配关系无法区分进化个体、多样性维护策略失效等困难。Many real-life problems are actually multi-objective optimization problems (MOPs), i.e. optimization problems with two or more objectives. Since the multi-objective optimization problem has multiple conflicting objectives, the final result is not an optimal solution but a set of Pareto solutions. With the increase of the number of objectives, the optimization problem increases from the original 2-3 objectives to 4 or more, and the problem becomes a high-dimensional multi-objective optimization problem (MaOPs). Due to the increase in the number of targets, the number of non-dominated individuals in the population increases sharply. When the target increases to a certain number, almost all individuals in the population are non-dominated, so that the selection pressure of the evolutionary population decreases rapidly, that is, when the dominance relationship is used as the selection The pressure on the population to converge towards the Pareto Front (PF) when the criterion of finite population size individuals. When the existing multi-objective evolutionary algorithms solve high-dimensional multi-objective optimization problems, in order to ensure a good balance between population diversity and convergence, the evolutionary algorithms pose a huge challenge. Although evolutionary algorithms have shown excellent performance in solving multi-objective optimization problems, for high-dimensional multi-objective optimization problems, existing methods have difficulties such as difficulty in expanding the objective dimension, inability to distinguish evolutionary individuals by Pareto dominance, and failure of diversity maintenance strategies. .

目前所提出的高维多目标优化算法主要分为三类:The proposed high-dimensional multi-objective optimization algorithms are mainly divided into three categories:

1)基于Pareto支配的方法。该类方法通过修改Pareto支配关系或者多样性维护策略来增强选择压力,从而求解高维多目标优化问题。1) A method based on Pareto domination. This kind of method enhances the selection pressure by modifying the Pareto dominance relation or the diversity maintenance strategy, so as to solve the high-dimensional multi-objective optimization problem.

2)基于指标的方法。该类方法通过一些评价指标来引导种群的进化,从而求解高维多目标优化问题。2) Indicator-based approach. This kind of method guides the evolution of the population through some evaluation indicators, so as to solve the high-dimensional multi-objective optimization problem.

3)基于分解的方法。该类方法通过引入聚合函数将高维目标优化问题分解为几个多目标优化子问题或一系列单目标优化子问题,然后同时进化分解后的多目标或单目标优化子问题,从而求解高维多目标优化问题。3) Decomposition-based approach. This kind of method decomposes the high-dimensional objective optimization problem into several multi-objective optimization sub-problems or a series of single-objective optimization sub-problems by introducing aggregation functions, and then simultaneously evolves the decomposed multi-objective or single-objective optimization sub-problems, so as to solve high-dimensional optimization problems. Multi-objective optimization problem.

发明内容SUMMARY OF THE INVENTION

为了克服现有技术的不足,针对现有多目标进化算法在求解高维目标优化问题时难以有效平衡收敛性和多样性的不足,提出一种基于分解的高维多目标进化算法,主要包括参考向量生成、子种群构建、种群初始化、个体适应度评价、理想点和极值点计算与更新、目标向量归一化、目标向量与参考向量关联、种群非支配排序、邻域子种群构建、交叉变异个体选择、子代种群生成和环境选择策略。本发明生成一系列均匀分布的参考向量,利用参考向量将高维多目标优化问题分解为多个单目标优化子问题,基于参考向量构建单目标优化子问题的子种群,运用分配机制为子种群分配个体,并基于子种群构建邻域子种群,运用所构建的邻域子种群选择个体进行遗传进化,并运用设计的局部和全局选择策略选择种群中性能优异的个体进入下一代种群,重复执行进化过程直到算法终止并获得高维多目标优化问题的Pareto解集。通过基于分解的思想、交叉变异个体的选择策略、交叉和变异概率的自适应调整和环境选择策略等保证了算法在求解高维多目标优化问题时种群收敛性和多样性之间的良好平衡,有效的改善了基于Pareto支配关系的高维多目标优化算法在求解高维多目标优化问题时性能急剧恶化的缺点。In order to overcome the deficiencies of the existing technology, a high-dimensional multi-objective evolutionary algorithm based on decomposition is proposed, which mainly includes reference Vector generation, subpopulation construction, population initialization, individual fitness evaluation, ideal point and extreme point calculation and update, target vector normalization, target vector and reference vector association, population non-dominated sorting, neighborhood subpopulation construction, crossover Variant individual selection, offspring population generation, and environmental selection strategies. The invention generates a series of uniformly distributed reference vectors, uses the reference vectors to decompose the high-dimensional multi-objective optimization problem into multiple single-objective optimization sub-problems, builds sub-populations of the single-objective optimization sub-problems based on the reference vectors, and uses an allocation mechanism to create sub-populations. Allocate individuals, build neighborhood subpopulations based on subpopulations, use the constructed neighborhood subpopulations to select individuals for genetic evolution, and use the designed local and global selection strategies to select individuals with excellent performance in the population to enter the next generation population, and repeat the execution The evolution process is performed until the algorithm terminates and the Pareto solution set of the high-dimensional multi-objective optimization problem is obtained. Through the idea of decomposition, the selection strategy of crossover and mutation individuals, the adaptive adjustment of crossover and mutation probability, and the environment selection strategy, the algorithm ensures a good balance between population convergence and diversity when solving high-dimensional multi-objective optimization problems. The shortcomings of the high-dimensional multi-objective optimization algorithm based on Pareto dominance relation are effectively improved when solving high-dimensional multi-objective optimization problems.

本发明解决其技术问题所采用的技术方案包括以下步骤:The technical scheme adopted by the present invention to solve its technical problem comprises the following steps:

步骤1,参数设置:代数g=0,最大迭代次数Gmax,目标数量M≥4,种群规模N;Step 1, parameter setting: algebra g=0, maximum number of iterations G max , target number M≥4, population size N;

步骤2,生成N个参考向量W={W1,W2,...,WN}:Step 2, generate N reference vectors W={W 1 , W 2 ,...,W N }:

步骤2.1,采用正常边界交点(Penalty Boundary Intersection,PBI)方法在一个单位超平面L上生成分布均匀的参考点RP={RP1,RP2,…,RPN};Step 2.1, using the normal boundary intersection (Penalty Boundary Intersection, PBI) method to generate a uniformly distributed reference point RP={RP 1 ,RP 2 ,...,RP N } on a unit hyperplane L;

步骤2.2,基于参考点RP1,RP2,…,RPN在目标空间中构建均匀分布的参考向量W1,W2,…,WN,参考向量满足以下条件:Step 2.2, based on the reference points RP 1 , RP 2 ,...,RP N , construct uniformly distributed reference vectors W 1 , W 2 ,..., W N in the target space, and the reference vectors satisfy the following conditions:

Figure BDA0002400598180000021
Figure BDA0002400598180000021

其中

Figure BDA0002400598180000022
表示参考向量Wi的第j维度的分量值,且
Figure BDA0002400598180000023
Figure BDA0002400598180000024
H表示将每个目标划分为H等份,生成参考向量的数量为N,其中
Figure BDA0002400598180000025
in
Figure BDA0002400598180000022
represents the component value of the jth dimension of the reference vector Wi, and
Figure BDA0002400598180000023
Figure BDA0002400598180000024
H means that each target is divided into H equal parts, and the number of generated reference vectors is N, where
Figure BDA0002400598180000025

步骤3,随机生成规模为N的初始种群Pg=0,并进行个体适应度评价:Step 3, randomly generate an initial population P g = 0 of size N, and perform individual fitness evaluation:

步骤3.1,在满足约束条件下,从决策空间中随机生成种群规模为N的初始种群Pg={X1,X2,...,Xi...,XN},其中Xi={x1,x2,...,xD},i=1,2,...,N,D表示决策变量Xi的维度,g表示当前种群的代数;Step 3.1, under the condition that the constraints are satisfied, randomly generate an initial population P g = {X 1 , X 2 ,...,X i ...,X N } with a population size of N from the decision space, where X i = {x 1 , x 2 ,...,x D }, i=1,2,...,N, D represents the dimension of the decision variable X i , and g represents the algebra of the current population;

步骤3.2,计算种群Pg中所有个体的目标向量F(X)=(f1(X),f2(X),...,fM(X)),X∈Pg,并令个体X的适应度值为Fit(F(X))=F(X);Step 3.2, calculate the target vector F(X)=(f 1 (X), f 2 (X),..., f M (X)) of all individuals in the population P g , X∈P g , and let the individual The fitness value of X is Fit(F(X))=F(X);

步骤3.3,基于所有个体的目标向量F(X),计算理想点Z*、极值点Znad和最差点Zworst,但在实际多目标优化过程中,理想点Z*、最差点Zworst和极值点Znad无法提前预知,基于当前种群Pg中个体的目标向量计算理想点Z*、最差点Zworst和极值点Znad为:Step 3.3, based on the target vector F(X) of all individuals, calculate the ideal point Z * , the extreme point Z nad and the worst point Z worst , but in the actual multi-objective optimization process, the ideal point Z * , the worst point Z worst and The extreme point Z nad cannot be predicted in advance. Based on the target vector of the individuals in the current population P g , the ideal point Z * , the worst point Z worst and the extreme point Z nad are calculated as:

(1)理想点

Figure BDA0002400598180000031
其中
Figure BDA0002400598180000032
任意X∈Pg;(1) Ideal point
Figure BDA0002400598180000031
in
Figure BDA0002400598180000032
any X∈Pg ;

(2)最差点

Figure BDA0002400598180000033
其中
Figure BDA0002400598180000034
任意X∈Pg;(2) Worst point
Figure BDA0002400598180000033
in
Figure BDA0002400598180000034
any X∈Pg ;

(3)极值点

Figure BDA0002400598180000035
其中
Figure BDA0002400598180000036
而极值点
Figure BDA0002400598180000037
表示极小值点对应的自变量,即
Figure BDA0002400598180000038
(3) Extreme point
Figure BDA0002400598180000035
in
Figure BDA0002400598180000036
the extreme point
Figure BDA0002400598180000037
represents the independent variable corresponding to the minimum point, that is
Figure BDA0002400598180000038

步骤3.4,归一化种群Pg中所有个体的目标向量;Step 3.4, normalize the target vectors of all individuals in the population P g ;

通过归一化将每个目标的目标值范围转换到区间[0,1],归一化通过

Figure BDA0002400598180000039
进行,其中fi(X)表示个体X实际目标值,f′i(X)表示个体X执行归一化后的目标向量,其中i∈1,2,...,M,后续提到的目标向量若不具体说明,则都是经过归一化处理之后的目标向量,且令fi(X)=f′i(X),即用fi(X)表示归一化之后的目标向量;Transform the range of target values for each target to the interval [0,1] by normalizing by
Figure BDA0002400598180000039
carry out, where f i (X) represents the actual target value of individual X, and f′ i (X) represents the normalized target vector of individual X, where i∈1,2,...,M, mentioned later If the target vector is not specified, it is the target vector after normalization, and let f i (X)=f′ i (X), that is, f i (X) represents the normalized target vector ;

步骤4,基于参考向量W1,W2,...,WN将种群Pg中的个体分配到子种群SP={SPi,i∈1,2,...,N}:Step 4, based on the reference vectors W 1 , W 2 ,...,W N , assign individuals in the population P g to the subpopulation SP={SP i , i∈1,2,...,N}:

步骤4.1,参考向量关联子种群:初始化N个参考向量W1,W2,...,WN对应N个为空的关联子种群SP1,SP2,…,SPN,即参考向量Wi关联子种群SPiStep 4.1, reference vector associated subpopulations: Initialize N reference vectors W 1 , W 2 ,...,W N corresponding to N empty associated subpopulations SP 1 , SP 2 , ..., SP N , that is, the reference vector W i associated subpopulation SP i ;

步骤4.2,分配个体到每个子种群SPiStep 4.2, assign individuals to each subpopulation SP i :

(a)首先计算种群Pg中每个个体的目标向量F(Xi)与所有参考向量Wj之间的夹角

Figure BDA0002400598180000041
(a) First calculate the angle between the target vector F(X i ) of each individual in the population P g and all the reference vectors W j
Figure BDA0002400598180000041

(b)比较θij的大小;(b) Compare the size of θ ij ;

(c)如果k=argminXiij|Wj,j=1,2,...,N),将第i个体Xi的目标向量F(Xi)与第j参考向量Wj关联,即将第i个个体Xi分配给由第j个参考向量Wj构建的子种群SPj(c) If k=argminX iij |W j ,j=1,2,...,N), associate the target vector F(X i ) of the i-th individual X i with the j-th reference vector W j , that is, assign the i-th individual X i to the sub-population SP j constructed by the j-th reference vector W j ;

(d)重复执行步骤a-c,直到种群Pg中所有个体Xi都分配到子种群中;(d) Repeat steps ac until all individuals X i in the population P g are assigned to the sub-population;

步骤5,执行基于领域子种群的选择操作选择父代个体执行遗传操作:Step 5, perform the selection operation based on the domain subpopulation to select the parent individual to perform the genetic operation:

步骤5.1,对种群Pg中的所有个体按下述规则进行非支配排序:对于种群中的任意两个个体a和b,当且仅当对于

Figure BDA0002400598180000042
fi(a)≤fi(b)且
Figure BDA0002400598180000043
fi(a)<fi(b),那么个体aPareto支配个体b;Step 5.1, perform non-dominated sorting on all individuals in the population P g according to the following rules: for any two individuals a and b in the population, if and only if for
Figure BDA0002400598180000042
f i (a) ≤ f i (b) and
Figure BDA0002400598180000043
f i (a) < f i (b), then individual aPareto dominates individual b;

步骤5.1.1,预排序:Step 5.1.1, Presort:

(a)预先对多目标优化问题的M个目标定义一个排序;(a) Define an ordering in advance for the M objectives of the multi-objective optimization problem;

(b)按照第一个目标的目标值f1(X)将种群Pg中所有个体进行升序排序,如果两个个体的第一个目标值f1(X)相等,则按照第二个目标的目标值f2(X)对两个个体进行升序排序,如果两个个体所有目标值都相等,则两个个体任意排序;(b) Sort all individuals in the population P g in ascending order according to the target value f 1 (X) of the first target. If the first target value f 1 (X) of the two individuals is equal, then according to the second target The target value f 2 (X) of the two individuals is sorted in ascending order. If all the target values of the two individuals are equal, the two individuals will be sorted arbitrarily;

(c)重复步骤b,直到种群Pg中所有的个体按目标排序完成,设置排序后的结果为X1,X2,...,XN(c) Step b is repeated until all individuals in the population P g are sorted according to the target, and the sorted results are set as X 1 , X 2 ,...,X N ;

步骤5.1.2,非支配排序:Step 5.1.2, non-dominated sorting:

(a)按照排序X1,X2,...,XN的顺序依次选择个体执行非支配排序,预先设定r=0个非支配层{F1,F2,…},Fi为第i非支配层,i∈1,2,...,r,令k=0;(a) Select individuals in the order of sorting X 1 , X 2 ,..., X N to perform non-dominated sorting, pre-set r=0 non-dominated layers {F 1 , F 2 ,...}, F i is The i-th non-dominated layer, i∈1,2,...,r, let k=0;

(b)对于任意一个个体Xm,m∈1,2,...,N,首先检查个体Xm与非支配层Fk中所有个体的支配关系,如果非支配层Fk中不存在任何个体支配个体Xm,则将个体Xm的排名设为k,即个体Xm属于第k非支配层Fk。个体Xm与非支配层Fk中的个体比较时,个体Xm先与非支配层Fk中的最后一个个体比较,再与非支配层Fi中倒数第二个个体比较,最后和非支配层Fk中第一个个体比较,即在非支配层中执行倒序比较;(b) For any individual X m , m∈1,2,...,N, first check the dominance relationship between individual X m and all individuals in the non-dominated layer F k , if there is no any If the individual dominates the individual X m , the rank of the individual X m is set to k, that is, the individual X m belongs to the kth non-dominated layer F k . When the individual X m is compared with the individuals in the non-dominated layer F k , the individual X m is first compared with the last individual in the non-dominated layer F k , then with the penultimate individual in the non-dominated layer F i , and finally with the non-dominated layer F i. The first individual comparison in the dominant layer F k , that is, the reverse order comparison is performed in the non-dominated layer;

(c)如果个体Xm被非支配层Fk中至少一个个体所支配且k<r;(c) if the individual X m is dominated by at least one individual in the non-dominated layer F k and k <r;

(d)则令k加1,并重复执行步骤b-c,否则为个体Xm创建新的排名r+1,即个体Xm属于第(r+1)非支配层Fr+1(d) then add 1 to k, and repeat step bc, otherwise create a new ranking r+1 for the individual X m , that is, the individual X m belongs to the (r+1)th non-dominated layer Fr+1 ;

(e)执行非支配排序后,排名后的非支配层记为F1,F2,…,Fr(e) After the non-dominated sorting is performed, the ranked non-dominated layers are denoted as F 1 , F 2 ,...,F r ;

步骤5.2,选择执行交叉、变异操作的个体:Step 5.2, select individuals to perform crossover and mutation operations:

步骤5.2.1,确定邻域种群:Step 5.2.1, determine the neighborhood population:

(a)首先定义参考向量的邻域参考向量,计算任意两个参考向量之间的欧式距离

Figure BDA0002400598180000051
且i≠j,
Figure BDA0002400598180000052
表示Wi和Wj之间的夹角;(a) First define the neighborhood reference vector of the reference vector, and calculate the Euclidean distance between any two reference vectors
Figure BDA0002400598180000051
and i≠j,
Figure BDA0002400598180000052
represents the angle between Wi and W j ;

(b)然后计算距离每个参考向量Wi最近的T个参考向量,用B(i)={i1,i2,...,iT}表示接近Wi的T个邻域参考向量的集合,该集合中的各元素为

Figure BDA0002400598180000053
(b) Then calculate the T reference vectors closest to each reference vector Wi, and use B( i )={i 1 , i 2 , . . . , i T } to represent the T neighborhood reference vectors close to Wi The set of , each element in the set is
Figure BDA0002400598180000053

(c)相应的,最接近子种群SPi的T个邻域子种群为对应的参考向量Wi的T个邻域参考向量

Figure BDA0002400598180000054
所构建的T个子种群,记为SPi1,SPi2,...,SPiT;(c) Correspondingly, the T neighborhood subpopulations closest to the subpopulation SP i are the T neighborhood reference vectors of the corresponding reference vector W i
Figure BDA0002400598180000054
The constructed T subpopulations are denoted as SP i1 , SP i2 ,..., SP iT ;

步骤5.2.2,从邻域种群中选择两个父代个体:Step 5.2.2, select two parent individuals from the neighborhood population:

(a)个体一Xi为随机从子种群SPi中选择非支配排名靠前的一个个体;(a) Individual-X i randomly selects a non-dominated individual from the sub-population SP i with the highest ranking;

(b)个体二Xj从子种群SPi的任一邻域种群SPi1,SPi2,...,SPiT中随机选择;(b) Individual two X j are randomly selected from any neighborhood population SP i1 , SP i2 ,..., SP iT of the subpopulation SP i;

步骤5.2.3,对两父代个体执行遗传操作:对于选择的两个个体Xi和Xj,执行遗传操作,即模拟二进制交叉和多项式变异,产生两个个体X′i和X′j,重复执行N/2次后产生N个子代个体,即新种群Q;为了提高种群的多样性和收敛速度,根据选择个体的适应度值自适应调整交叉概率和变异概率,其中交叉概率为

Figure BDA0002400598180000055
变异概率为
Figure BDA0002400598180000056
K1和K2是两个常系数,k表示第k个目标,k∈1,2,...,M,
Figure BDA0002400598180000057
fk(Xi)表示个体Xi的第k个目标值,fk(Xj)表示个体Xj的第k个目标值;Step 5.2.3, perform genetic operations on the two parent individuals: for the two selected individuals X i and X j , perform genetic operations, that is, simulate binary crossover and polynomial mutation, and generate two individuals X′ i and X′ j , After repeating N/2 times, N offspring individuals are generated, that is, a new population Q; in order to improve the diversity and convergence speed of the population, the crossover probability and mutation probability are adaptively adjusted according to the fitness value of the selected individual, where the crossover probability is
Figure BDA0002400598180000055
The probability of mutation is
Figure BDA0002400598180000056
K 1 and K 2 are two constant coefficients, k represents the kth target, k∈1,2,...,M,
Figure BDA0002400598180000057
f k (X i ) represents the k-th target value of the individual X i , and f k (X j ) represents the k-th target value of the individual X j ;

步骤6,基于子代种群Q中的个体更新子种群SP1,SP2,...,SPNStep 6: Update the subpopulations SP 1 , SP 2 , . . . , SP N based on the individuals in the sub-population Q:

步骤6.1,采用步骤3.2对新种群Q中所有个体进行适应度评价:计算新种群Q中所有个体的目标值F(X)和适应度值Fit(F(X));Step 6.1, adopt step 3.2 to evaluate the fitness of all individuals in the new population Q: calculate the target value F(X) and fitness value Fit(F(X)) of all individuals in the new population Q;

步骤6.2,基于新种群Q,采用步骤3.3更新理想点Z*和最差点ZnadStep 6.2, based on the new population Q, adopt step 3.3 to update the ideal point Z * and the worst point Z nad ;

步骤6.3,采用步骤3.4归一化新种群Q中所有个体;Step 6.3, use step 3.4 to normalize all individuals in the new population Q;

步骤6.4,基于步骤5.1.2(e)对种群Pg中个体排名后的非支配层F1,F2,…,Fr为基础,采用步骤5.1.2(b)对新种群Q中所有个体进行非支配排序,更新非支配层F1,F2,…,Fr中的个体,通过Q中未排名个体与非支配层F1,F2,…,Fr中已排名个体比较支配关系,能有效提高算法的效率;Step 6.4, based on step 5.1.2 ( e ), the non-dominated layers F 1 , F 2 , . Individuals perform non-dominated sorting, update the individuals in the non-dominated layers F 1 , F 2 ,..., Fr , and compare the dominance of the unranked individuals in Q with the ranked individuals in the non-dominated layers F 1 , F 2 ,..., Fr relationship, which can effectively improve the efficiency of the algorithm;

步骤6.5,执行步骤6.4后,是将种群Pg和种群Q组合得到组合种群R=Pg∪Q并更新非支配层F1,F2,…,Fr,其中组合种群R的规模为2N;Step 6.5, after performing step 6.4, is to combine the population P g and the population Q to obtain a combined population R=P g ∪Q and update the non-dominated layers F 1 , F 2 ,...,F r , where the scale of the combined population R is 2N ;

步骤6.6,更新子种群SP1,SP2,…,SPN:采用步骤4.2个体分配机制,将新种群Q中的个体分配给子种群SPi,i∈{1,2,...,N}。Step 6.6, update the subpopulations SP 1 , SP 2 ,..., SP N : adopt the individual assignment mechanism of step 4.2, assign the individuals in the new population Q to the sub population SP i , i∈{1,2,...,N }.

步骤7,对组合种群R执行环境选择,更新下一代种群Pg+1:环境选择过程是从R中的2N个体选择性能优异的N个体作为下一代的父代种群,环境选择策略包括局部环境选择策略及全局环境选择策略;Step 7: Perform environment selection on the combined population R, and update the next generation population P g+1 : The environment selection process is to select N individuals with excellent performance from the 2N individuals in R as the parent population of the next generation. The environment selection strategy includes local environment. Selection strategy and global environment selection strategy;

步骤7.1,局部环境选择策略:Step 7.1, local environment selection strategy:

步骤7.1.1,根据步骤6.4更新的子种群SP1,SP2,...,SPN,首先计算每个子种群SPi中个体的目标向量F(Xi)到参考向量Wi的欧氏距离

Figure BDA0002400598180000061
即目标向量F(Xi)到参考向量Wi的垂直距离,其中||F(Xi)||表示目标向量F(Xi)的模长,||Wi||表示参考向量Wi的模长,<F(Xi),Wi>表示个体的目标向量F(Xi)和参考向量Wi之间的夹角,sin<F(Xi),Wi>表示夹角<F(Xi),Wi>的正弦值;Step 7.1.1, according to the updated sub-populations SP 1 , SP 2 ,..., SP N in step 6.4, first calculate the Euclidean relationship between the target vector F(X i ) of the individual in each sub-population SP i to the reference vector Wi distance
Figure BDA0002400598180000061
That is, the vertical distance from the target vector F(X i ) to the reference vector Wi, where ||F(X i )|| represents the modulo length of the target vector F(X i ) , and ||W i || represents the reference vector Wi The modulo length of , <F(X i ), Wi > represents the angle between the individual target vector F(X i ) and the reference vector Wi, sin<F(X i ) , Wi > represents the angle< F(X i ) , the sine of Wi >;

步骤7.1.2,计算每个子种群SPi中个体的目标向量F(Xi)的位置到构建参考向量Wi的参考点的距离

Figure BDA0002400598180000062
其中||F(Xi)-Wi||表示向量(F(Xi)-Wi)的模长,即目标向量F(Xi)的位置到参考向量Wi的参考点的距离,如果子种群SPi中某个体位于构建的超平面L之下,即该个体支配第i个参考点,此时
Figure BDA0002400598180000063
为负;Step 7.1.2, calculate the distance from the position of the target vector F(X i ) of the individual in each subpopulation SP i to the reference point for constructing the reference vector Wi
Figure BDA0002400598180000062
where ||F(X i )-W i || represents the modular length of the vector (F(X i )-W i ), that is, the distance from the position of the target vector F(X i ) to the reference point of the reference vector Wi , If an individual in the subpopulation SP i is located under the constructed hyperplane L, that is, the individual dominates the i-th reference point, then
Figure BDA0002400598180000063
is negative;

步骤7.1.3,在每个子种群SPi中,综合两个距离

Figure BDA0002400598180000071
Figure BDA0002400598180000072
选择个体,选择标准为
Figure BDA0002400598180000073
表示在每个子种群SPi中选择两个距离
Figure BDA0002400598180000074
之和最小的前min(2,|SPi|)两个个体。但在执行步骤6.6个体分配时,每个子种群SPi中可能没有个体、只有一个个体或有多个个体,如果子种群SPi中没有个体,不进行选择;如果子种群SPi中只有一个个体,则选择该个体;否则选择两个距离
Figure BDA0002400598180000075
Figure BDA0002400598180000076
之和最小的前两个个体;Step 7.1.3, in each subpopulation SP i , synthesize the two distances
Figure BDA0002400598180000071
and
Figure BDA0002400598180000072
Select individuals, the selection criteria are
Figure BDA0002400598180000073
means choosing two distances in each subpopulation SP i
Figure BDA0002400598180000074
The first min(2, |SP i |) two individuals with the smallest sum. However, when performing step 6.6 individual allocation, there may be no individual, only one individual or multiple individuals in each sub-population SP i . If there is no individual in the sub-population SP i , no selection is made; if there is only one individual in the sub-population SP i , select the individual; otherwise, select two distances
Figure BDA0002400598180000075
and
Figure BDA0002400598180000076
The first two individuals with the smallest sum;

步骤7.2,全局环境选择策略:Step 7.2, Global Environment Selection Policy:

步骤7.2.1,全局环境选择策略是对执行局部环境选择策略后得到的所有个体基于非支配排名进行删减,选择N个个体进入下一代种群,用

Figure BDA0002400598180000077
表示执行局部环境选择策略后非支配层
Figure BDA0002400598180000078
中的个体数,如果所有前r个非支配层中的个体数量之和大于种群规模N,而前r-1个非支配层中的个体数量之和小于种群规模N,即
Figure BDA00024005981800000728
Figure BDA0002400598180000079
则执行全局环境选择策略从第r非支配层
Figure BDA00024005981800000710
中选择
Figure BDA00024005981800000711
个个体进入下一代种群;Step 7.2.1, the global environment selection strategy is to delete all individuals obtained after executing the local environment selection strategy based on non-dominant rankings, select N individuals to enter the next generation population, and use
Figure BDA0002400598180000077
Represents the non-dominated layer after executing the local environment selection strategy
Figure BDA0002400598180000078
If the sum of the number of individuals in all the first r non-dominated layers is greater than the population size N, and the sum of the number of individuals in the first r-1 non-dominated layers is less than the population size N, that is
Figure BDA00024005981800000728
and
Figure BDA0002400598180000079
Then execute the global environment selection strategy from the rth non-dominated layer
Figure BDA00024005981800000710
choose
Figure BDA00024005981800000711
individuals into the next generation;

步骤7.2.2,计算非支配层

Figure BDA00024005981800000712
中相邻个体的欧式距离,若第i个个体和第j个个体相邻,则第i个个体和第j个个体的欧式距离为
Figure BDA00024005981800000713
K且i≠j,令
Figure BDA00024005981800000714
表示非支配层
Figure BDA00024005981800000715
中个体的数量;Step 7.2.2, Calculate the non-dominated layer
Figure BDA00024005981800000712
The Euclidean distance of adjacent individuals in the
Figure BDA00024005981800000713
K and i≠j, let
Figure BDA00024005981800000714
represents the non-dominated layer
Figure BDA00024005981800000715
the number of individuals in the

步骤7.2.3,计算非支配层

Figure BDA00024005981800000716
中所有相邻个体的平均距离
Figure BDA00024005981800000717
并执行全局选择:Step 7.2.3, Calculate the non-dominated layer
Figure BDA00024005981800000716
The average distance of all adjacent individuals in
Figure BDA00024005981800000717
and perform a global selection:

(a)如果相邻距离

Figure BDA00024005981800000718
大于平均距离
Figure BDA00024005981800000719
的个体数量大于
Figure BDA00024005981800000720
选择相邻距离
Figure BDA00024005981800000721
最大的前
Figure BDA00024005981800000722
个个体进入下一代种群;(a) If the adjacent distance
Figure BDA00024005981800000718
greater than average distance
Figure BDA00024005981800000719
The number of individuals is greater than
Figure BDA00024005981800000720
select neighbor distance
Figure BDA00024005981800000721
biggest ex
Figure BDA00024005981800000722
individuals into the next generation;

(b)如果相邻距离

Figure BDA00024005981800000723
大于平均距离
Figure BDA00024005981800000724
的个体数量为K′且
Figure BDA00024005981800000725
首先选择相邻距离
Figure BDA00024005981800000726
大于平均距离
Figure BDA00024005981800000727
的K′个个体进入下一代种群;(b) If the adjacent distance
Figure BDA00024005981800000723
greater than average distance
Figure BDA00024005981800000724
The number of individuals is K' and
Figure BDA00024005981800000725
First select the adjacent distance
Figure BDA00024005981800000726
greater than average distance
Figure BDA00024005981800000727
K' individuals enter the next generation population;

(c)然后从相邻距离

Figure BDA0002400598180000081
小于平均距离
Figure BDA0002400598180000082
的个体中选择K″个个体进入下一代种群,其中
Figure BDA0002400598180000083
选择过程如下:(c) Then from the adjacent distance
Figure BDA0002400598180000081
less than average distance
Figure BDA0002400598180000082
Select K″ individuals from the individuals to enter the next generation population, where
Figure BDA0002400598180000083
The selection process is as follows:

1)对相邻距离

Figure BDA0002400598180000084
小于平均距离
Figure BDA0002400598180000085
的个体按照某一目标进行升序排序,首先选择排序中的第一个个体进入下一代种群,因为往往排序后的第一个个体是极值点所对应的目标向量,对维护种群多样性具有重要的意义,然后计算
Figure BDA0002400598180000086
即排序后的第i个个体和第(i+s)个个体的距离,初始s=2;1) For the adjacent distance
Figure BDA0002400598180000084
less than average distance
Figure BDA0002400598180000085
The individuals are sorted in ascending order according to a certain target, and the first individual in the sorting is selected to enter the next generation population, because the first individual after sorting is often the target vector corresponding to the extreme point, which is important for maintaining the diversity of the population. meaning, then calculate
Figure BDA0002400598180000086
That is, the distance between the i-th individual and the (i+s)-th individual after sorting, the initial s=2;

2)如果

Figure BDA0002400598180000087
选择第(i+s)个个体Xi+s进入下一代种群;2) If
Figure BDA0002400598180000087
Select the (i+s)th individual Xi +s to enter the next generation population;

3)如果

Figure BDA0002400598180000088
执行s加1,再比较
Figure BDA0002400598180000089
Figure BDA00024005981800000810
的大小,直到
Figure BDA00024005981800000811
然后选择第(i+s)个个体Xi+s进入下一代种群;3) If
Figure BDA0002400598180000088
Execute s plus 1, and then compare
Figure BDA0002400598180000089
and
Figure BDA00024005981800000810
size until
Figure BDA00024005981800000811
Then select the (i+s)th individual Xi +s to enter the next generation population;

4)然后以第(i+s)个个体Xi+s作为初始个体,并令i等于i+s,按照升序排序的顺序计算第i个个体和第(i+s)个个体之间的欧式距离,直到选择的个体数量达到K″,其中

Figure BDA00024005981800000812
表示相邻距离
Figure BDA00024005981800000813
大于平均距离
Figure BDA00024005981800000814
的所有相邻距离的最小值,δ是控制选择范围的参数;4) Then take the (i+s) th individual X i+s as the initial individual, and set i equal to i+s, and calculate the difference between the ith individual and the (i+s) th individual in ascending order. Euclidean distance until the number of selected individuals reaches K″, where
Figure BDA00024005981800000812
Indicates the adjacent distance
Figure BDA00024005981800000813
greater than average distance
Figure BDA00024005981800000814
The minimum value of all adjacent distances of , δ is a parameter that controls the selection range;

步骤8,循环执行步骤4-步骤7,直至代数g>Gmax,计算终止并输出高维多目标优化问题的Pareto解集。Step 8: Steps 4-7 are executed cyclically until the algebra g>G max , the calculation is terminated and the Pareto solution set of the high-dimensional multi-objective optimization problem is output.

本发明的有益效果是:The beneficial effects of the present invention are:

1、针对高维目标优化问题,提出一种基于分解的高维多目标进化算法,将高维多目标优化问题分解为多个单目标优化子问题,同时对多个单目标优化子问题进行进化,有效降低问题的求解复杂度并解决现有多目标优化算法难以保证种群收敛性和多样性之间良好平衡的问题,获得良好多样性和收敛性的Pareto解集;1. For the high-dimensional objective optimization problem, a high-dimensional multi-objective evolutionary algorithm based on decomposition is proposed. The high-dimensional multi-objective optimization problem is decomposed into multiple single-objective optimization sub-problems, and multiple single-objective optimization sub-problems are evolved at the same time. , effectively reduce the complexity of solving the problem and solve the problem that the existing multi-objective optimization algorithm is difficult to ensure a good balance between population convergence and diversity, and obtain a Pareto solution set with good diversity and convergence;

2、针对非支配排序方法,通过采用未排名个体与已排名个体比较个体间的支配关系,能有效提高算法效率;2. For the non-dominated sorting method, the efficiency of the algorithm can be effectively improved by comparing the dominance relationship between the unranked individuals and the ranked individuals;

3、基于邻域子种群选择执行遗传操作的个体,能有效保证算法的全局收敛性和种群多样性;3. Select individuals who perform genetic operations based on neighborhood subpopulations, which can effectively ensure the global convergence and population diversity of the algorithm;

4、针对遗传操作的个体,对于适应度值优异的个体,为了维护其良好性能,交叉概率和变异概率应较小,而对于适应度值较差的个体,为了提高其性能,交叉概率和变异概率应较大,通过个体的适应度值自适应调整交叉概率和变异概率能有效提高种群的收敛速度和多样性;4. For individuals with genetic manipulations, for individuals with excellent fitness values, in order to maintain their good performance, the crossover probability and mutation probability should be small, while for individuals with poor fitness values, in order to improve their performance, crossover probability and mutation probability The probability should be large, and the adaptive adjustment of the crossover probability and mutation probability through the fitness value of the individual can effectively improve the convergence speed and diversity of the population;

5、针对环境选择策略,通过融合局部环境选择策略和全局环境选择策略,有效解决多样性维护策略失效的问题,改善基于Pareto支配关系的高维多目标优化算法在解决高维目标优化问题时的性能,很好地平衡收敛性和多样性。5. For the environment selection strategy, by integrating the local environment selection strategy and the global environment selection strategy, the problem of the failure of the diversity maintenance strategy is effectively solved, and the high-dimensional multi-objective optimization algorithm based on the Pareto dominance relationship is improved in solving the high-dimensional objective optimization problem. performance, a good balance of convergence and diversity.

附图说明Description of drawings

图1为本发明的流程图。FIG. 1 is a flow chart of the present invention.

图2为本发明的算法框架图。FIG. 2 is an algorithm frame diagram of the present invention.

图3为本发明的理想点、极大值点和最差点的示意图。FIG. 3 is a schematic diagram of an ideal point, a maximum point and a worst point of the present invention.

图4为本发明的三维目标空间中参考点生成及构造参考向量样例图。FIG. 4 is a sample diagram of reference point generation and construction of reference vectors in the three-dimensional target space of the present invention.

图5为本发明的二维目标空间中个体分配示意图。FIG. 5 is a schematic diagram of individual allocation in the two-dimensional target space of the present invention.

图6为本发明的二维目标空间中子种群样例图。FIG. 6 is an example diagram of a subpopulation in the two-dimensional target space of the present invention.

图7为本发明的遗传操作个体的选择流程图。Figure 7 is a flow chart of the selection of genetically manipulated individuals of the present invention.

图8为本发明的环境选择策略流程图。FIG. 8 is a flow chart of the environment selection strategy of the present invention.

图9为本发明的二维目标空间中局部环境选择策略样例图。FIG. 9 is a sample diagram of a local environment selection strategy in a two-dimensional target space of the present invention.

图10为本发明的二维目标空间中全局环境选择策略样例图。FIG. 10 is an example diagram of the global environment selection strategy in the two-dimensional target space of the present invention.

具体实施方式Detailed ways

下面结合附图和实施例对本发明进一步说明。The present invention will be further described below in conjunction with the accompanying drawings and embodiments.

实施例1:如图1-10所示,一种基于分解的高维多目标进化算法包括步骤1-8。Embodiment 1: As shown in Figure 1-10, a decomposition-based high-dimensional multi-objective evolutionary algorithm includes steps 1-8.

步骤1,参数设置:代数g=0,最大迭代次数Gmax,目标数量M≥4,种群规模N。Step 1, parameter setting: algebra g=0, maximum number of iterations G max , target number M≥4, population size N.

步骤2,生成N个参考向量W={W1,W2,...,WN}:Step 2, generate N reference vectors W={W 1 , W 2 ,...,W N }:

步骤2.1,采用正常边界交点(PBI)方法在一个单位超平面L上生成分布均匀的参考点RP={RP1,RP2,...,RPN};Step 2.1, using the normal boundary intersection (PBI) method to generate a uniformly distributed reference point RP={RP 1 ,RP 2 ,...,RP N } on a unit hyperplane L;

步骤2.2,基于参考点RP1,RP2,...,RPN在目标空间中构建均匀分布的参考向量W1,W2,...,WN。参考向量满足以下条件:Step 2.2, based on the reference points RP 1 , RP 2 ,...,RP N , construct uniformly distributed reference vectors W 1 , W 2 ,..., W N in the target space. The reference vector satisfies the following conditions:

Figure BDA0002400598180000101
Figure BDA0002400598180000101

其中

Figure BDA0002400598180000102
表示参考向量Wi的第j维度的分量值且
Figure BDA0002400598180000103
H表示将每个目标划分为H等份,生成参考向量的数量为N,其中
Figure BDA0002400598180000104
如M=3,H=4,在单位超平面上生成的均匀分布参考向量数量为
Figure BDA0002400598180000105
in
Figure BDA0002400598180000102
represents the component value of the jth dimension of the reference vector Wi and
Figure BDA0002400598180000103
H means that each target is divided into H equal parts, and the number of generated reference vectors is N, where
Figure BDA0002400598180000104
For example, M=3, H=4, the number of uniformly distributed reference vectors generated on the unit hyperplane is
Figure BDA0002400598180000105

步骤3,随机生成规模为N的初始种群Pg=0,并进行个体适应度评价:Step 3, randomly generate an initial population P g = 0 of size N, and perform individual fitness evaluation:

步骤3.1,在满足约束条件下,从决策空间中随机生成种群规模为N的初始种群Pg={X1,X2,...,XN},其中Xi={x1,x2,...,xD},i=1,2,...,N,D表示决策变量Xi的维度,g表示当前种群的代数;Step 3.1, under the condition that the constraints are satisfied, randomly generate an initial population P g ={X 1 ,X 2 ,...,X N } with a population size of N from the decision space, where X i ={x 1 ,x 2 ,...,x D }, i=1,2,...,N, D represents the dimension of the decision variable X i , and g represents the algebra of the current population;

步骤3.2,计算种群Pg中所有个体的目标向量F(X)=(f1(X),f2(X),...,fM(X)),X∈Pg,并令个体X的适应度值为Fit(F(X))=F(X);Step 3.2, calculate the target vector F(X)=(f 1 (X), f 2 (X),..., f M (X)) of all individuals in the population P g , X∈P g , and let the individual The fitness value of X is Fit(F(X))=F(X);

步骤3.3,基于所有个体的目标向量F(X),计算理想点Z*、极值点Znad和最差点Zworst,但在实际多目标优化过程中,理想点Z*、最差点Zworst和极值点Znad无法提前预知,所以基于当前种群Pg中个体的目标向量不断更新理想点Z*、最差点Zworst和极值点ZnadStep 3.3, based on the target vector F(X) of all individuals, calculate the ideal point Z * , the extreme point Z nad and the worst point Z worst , but in the actual multi-objective optimization process, the ideal point Z * , the worst point Z worst and The extreme point Z nad cannot be predicted in advance, so the ideal point Z * , the worst point Z worst and the extreme point Z nad are continuously updated based on the target vector of individuals in the current population P g :

(1)理想点

Figure BDA0002400598180000106
其中
Figure BDA0002400598180000107
任意X∈Pg;(1) Ideal point
Figure BDA0002400598180000106
in
Figure BDA0002400598180000107
any X∈Pg ;

(2)最差点

Figure BDA0002400598180000108
其中
Figure BDA0002400598180000109
任意X∈Pg;(2) Worst point
Figure BDA0002400598180000108
in
Figure BDA0002400598180000109
any X∈Pg ;

(3)极值点

Figure BDA00024005981800001010
其中
Figure BDA00024005981800001011
而极值点
Figure BDA00024005981800001012
表示极小值点对应的自变量,即
Figure BDA00024005981800001013
(3) Extreme point
Figure BDA00024005981800001010
in
Figure BDA00024005981800001011
the extreme point
Figure BDA00024005981800001012
represents the independent variable corresponding to the minimum point, that is
Figure BDA00024005981800001013

步骤3.4,归一化种群Pg中所有个体的目标向量。通过归一化将每个目标的目标值范围转换到区间[0,1]。归一化通过

Figure BDA00024005981800001014
进行,其中fi(X)表示个体X实际目标值,f'i(X)表示个体X执行归一化后的目标向量,其中i∈1,2,...,M。后续提到的目标向量若不具体说明,则都是经过归一化处理之后的目标向量,且令fi(X)=f′i(X),即用fi(X)表示归一化之后的目标向量。当一个目标在目标空间中的取值范围是[0,100],另一个目标在目标空间中的取值范围是[0,10000],不同目标的取值范围可能有很大区别,通过归一化处理后,可以将所有目标的取值范围转换到同一个区间进行比较而不影响优化过程。Step 3.4, normalize the target vectors of all individuals in the population Pg . Convert the target value range for each target to the interval [0,1] by normalization. normalized by
Figure BDA00024005981800001014
, where f i (X) represents the actual target value of individual X, and f' i (X) represents the normalized target vector of individual X, where i ∈ 1,2,...,M. If the target vectors mentioned later are not specified, they are all target vectors after normalization, and let f i (X)=f′ i (X), that is, f i (X) is used to denote normalization The target vector after that. When the value range of one target in the target space is [0, 100], and the value range of another target in the target space is [0, 10000], the value range of different targets may be very different. By normalizing After processing, the value ranges of all objectives can be converted to the same interval for comparison without affecting the optimization process.

步骤4,基于参考向量W1,W2,...,WN将种群Pg中的个体分配到子种群SP={SPi,i∈1,2,...,N}:Step 4, based on the reference vectors W 1 , W 2 ,...,W N , assign individuals in the population P g to the subpopulation SP={SP i , i∈1,2,...,N}:

步骤4.1,参考向量关联子种群。初始化N个参考向量W1,W2,...,WN对应N个为空的关联子种群SP1,SP2,...,SPN,即参考向量Wi关联子种群SPiStep 4.1, the reference vector is associated with subpopulations. Initialize N reference vectors W 1 , W 2 ,..., W N corresponding to N empty associated subpopulations SP 1 , SP 2 , ..., SP N , namely the reference vector Wi associated sub population SP i ;

步骤4.2,分配个体到每个子种群SPiStep 4.2, assign individuals to each subpopulation SP i :

(a)首先计算种群Pg中每个个体的目标向量F(Xi)与所有参考向量Wj之间的夹角

Figure BDA0002400598180000111
(a) First calculate the angle between the target vector F(X i ) of each individual in the population P g and all the reference vectors W j
Figure BDA0002400598180000111

(b)比较θij的大小;(b) Compare the size of θ ij ;

(c)如果

Figure BDA0002400598180000112
将第i个体Xi的目标向量F(Xi)与第k=j参考向量Wj关联,即将第i个个体Xi分配给由第j个参考向量Wj构建的子种群SPj;(c) if
Figure BDA0002400598180000112
Associating the target vector F(X i ) of the ith individual Xi with the k=j reference vector W j , that is, assigning the ith individual Xi to the subpopulation SP j constructed by the j th reference vector W j ;

(d)重复执行a-c,直到种群Pg中所有个体Xi都分配到子种群中。(d) Repeat ac until all individuals X i in the population P g are assigned to the subpopulation.

步骤5,执行基于领域子种群的选择操作选择父代个体执行遗传操作:Step 5, perform the selection operation based on the domain subpopulation to select the parent individual to perform the genetic operation:

步骤5.1,对种群Pg中的所有个体按下述规则进行非支配排序:对于种群中的任意两个个体a和b,当且仅当对于

Figure BDA0002400598180000113
fi(a)≤fi(b)且
Figure BDA0002400598180000114
fi(a)<fi(b),那么个体aPareto支配个体b;Step 5.1, perform non-dominated sorting on all individuals in the population P g according to the following rules: for any two individuals a and b in the population, if and only if for
Figure BDA0002400598180000113
f i (a) ≤ f i (b) and
Figure BDA0002400598180000114
f i (a) < f i (b), then individual aPareto dominates individual b;

步骤5.1.1,预排序:Step 5.1.1, Presort:

(a)预先对多目标优化问题的M个目标定义一个排序;(a) Define an ordering in advance for the M objectives of the multi-objective optimization problem;

(b)按照第一个目标的目标值f1(X)将种群Pg中所有个体进行升序排序,如果两个个体的第一个目标值f1(X)相等,则按照第二个目标的目标值f2(X)对两个个体进行升序排序,如果两个个体所有目标值都相等,则两个个体任意排序;(b) Sort all individuals in the population P g in ascending order according to the target value f 1 (X) of the first target. If the first target value f 1 (X) of the two individuals is equal, then according to the second target The target value f 2 (X) of the two individuals is sorted in ascending order. If all the target values of the two individuals are equal, the two individuals will be sorted arbitrarily;

(c)重复步骤b,直到种群Pg中所有的个体按目标排序完成,设置排序后的结果为X1,X2,...,XN(c) Step b is repeated until all individuals in the population P g are sorted according to the target, and the sorted results are set as X 1 , X 2 ,...,X N ;

步骤5.1.2,非支配排序:Step 5.1.2, non-dominated sorting:

(a)按照排序X1,X2,...,XN的顺序依次选择个体执行非支配排序,预先设定r=0个非支配层{F1,F2,…},Fi为第i非支配层,i∈1,2,...,r,令k=0;(a) Select individuals in the order of sorting X 1 , X 2 ,..., X N to perform non-dominated sorting, pre-set r=0 non-dominated layers {F 1 , F 2 ,...}, F i is The i-th non-dominated layer, i∈1,2,...,r, let k=0;

(b)对于任意一个个体Xm,m∈1,2,...,N,首先检查个体Xm与非支配层Fk中所有个体的支配关系,如果非支配层Fk中不存在任何个体支配个体Xm,则将个体Xm的排名设为k,即个体Xm属于第k非支配层Fk。个体Xm与非支配层Fk中的个体比较时,个体Xm先与非支配层Fk中的最后一个个体比较,再与非支配层Fi中倒数第二个个体比较,最后和非支配层Fk中第一个个体比较,即在非支配层中执行倒序比较;(b) For any individual X m , m∈1,2,...,N, first check the dominance relationship between individual X m and all individuals in the non-dominated layer F k , if there is no any If the individual dominates the individual X m , the rank of the individual X m is set to k, that is, the individual X m belongs to the kth non-dominated layer F k . When the individual X m is compared with the individuals in the non-dominated layer F k , the individual X m is first compared with the last individual in the non-dominated layer F k , then with the penultimate individual in the non-dominated layer F i , and finally with the non-dominated layer F i. The first individual comparison in the dominant layer F k , that is, the reverse order comparison is performed in the non-dominated layer;

(c)如果个体Xm被非支配层Fk中至少一个个体所支配且k<r;(c) if the individual X m is dominated by at least one individual in the non-dominated layer F k and k <r;

(d)则令k=k+1并重复执行步骤b-c,否则为个体Xm创建新的排名r+1,即个体Xm属于第(r+1)非支配层Fr+1。具体按步骤5.1.1(c)排序结果X1,X2,...,XN的顺序依次选择个体执行非支配排序,首先选择排序为1的第一个个体X1,将个体X1放入第一非支配层F1中,排名为1;然后选择排序为2第二个个体X2,比较个体X2和已经排名的第一个个体X1的目标值,判断个体X1和个体X2之间的支配关系,如果个体X1支配个体X2,则将X2放入第二非支配层F2中,排名为2,如果个体X1和个体X2相互不支配,则将X2放入第一个非支配层F1中,X2的排名为1;接着选择排序为3的个体X3,比较个体X3和第一非支配层F1中的所有个体的支配关系,再依次与非支配层F2、F3、…、Fr中的个体比较支配关系,如果个体X3未分配排名,则为个体X3创建新的排名r+1,直到将所有个体分配相应的排名;(d) Then let k=k+1 and repeat step bc, otherwise create a new rank r+1 for the individual X m , that is, the individual X m belongs to the (r+1)th non-dominated layer Fr+1 . Specifically, according to the order of step 5.1.1(c) sorting results X 1 , X 2 ,..., X N , select individuals in turn to perform non-dominated sorting, first select the first individual X 1 ranked as 1, and put the individual X 1 Put it into the first non-dominated layer F 1 , and the ranking is 1; then select the second individual X 2 ranked 2 , compare the target value of the individual X 2 and the already ranked first individual X 1 , and judge the individual X 1 and the Dominance relationship between individual X 2 , if individual X 1 dominates individual X 2 , then put X 2 into the second non-dominated layer F 2 , and the ranking is 2, if individual X 1 and individual X 2 do not dominate each other, then Put X 2 into the first non-dominated layer F 1 , and X 2 is ranked 1; then select the individual X 3 ranked as 3, and compare the dominance of individual X 3 and all individuals in the first non-dominated layer F 1 Then compare the dominance relationship with the individuals in the non-dominant layers F 2 , F 3 , ..., Fr in turn, if the individual X 3 is not assigned a rank, create a new rank r+1 for the individual X 3 until all individuals are assign a corresponding ranking;

(e)执行非支配排序后,排名后的非支配层记为F1,F2,…,Fr(e) After the non-dominated sorting is performed, the ranked non-dominated layers are denoted as F 1 , F 2 ,...,F r ;

步骤5.2,选择执行交叉、变异操作的个体:Step 5.2, select individuals to perform crossover and mutation operations:

步骤5.2.1,确定邻域种群:Step 5.2.1, determine the neighborhood population:

(a)首先定义参考向量的邻域参考向量,计算任意两个参考向量之间的欧式距离

Figure BDA0002400598180000121
且i≠j,
Figure BDA0002400598180000122
表示Wi和Wj之间的夹角;(a) First define the neighborhood reference vector of the reference vector, and calculate the Euclidean distance between any two reference vectors
Figure BDA0002400598180000121
and i≠j,
Figure BDA0002400598180000122
represents the angle between Wi and W j ;

(b)然后计算距离每个参考向量Wi最近的T个参考向量,用B(i)={i1,i2,...,iT}表示接近Wi的T个邻域参考向量的集合,该集合中的各元素为

Figure BDA0002400598180000131
(b) Then calculate the T reference vectors closest to each reference vector Wi, and use B( i )={i 1 , i 2 , . . . , i T } to represent the T neighborhood reference vectors close to Wi The set of , each element in the set is
Figure BDA0002400598180000131

(c)相应的,最接近子种群SPi的T个邻域子种群为对应的参考向量Wi的T个邻域参考向量

Figure BDA0002400598180000132
所构建的T个子种群,记为SPi1,SPi2,...,SPiT;(c) Correspondingly, the T neighborhood subpopulations closest to the subpopulation SP i are the T neighborhood reference vectors of the corresponding reference vector W i
Figure BDA0002400598180000132
The constructed T subpopulations are denoted as SP i1 , SP i2 ,..., SP iT ;

步骤5.2.2,从邻域种群中选择两个父代个体:Step 5.2.2, select two parent individuals from the neighborhood population:

(a)个体一Xi为随机从子种群SPi中选择非支配排名靠前的一个个体;(a) Individual-X i randomly selects a non-dominated individual from the sub-population SP i with the highest ranking;

(b)个体二Xj从子种群SPi的任一邻域种群SPi1,SPi2,...,SPiT中随机选择。通过邻域选择个体进行交叉和变异,既能保证个体继承收敛性能较好的解的性质,也能保证算法的全局搜索能力,从而保证种群的多样性和收敛性;(b) Individual two X j are randomly selected from any neighborhood population SP i1 , SP i2 ,..., SP iT of the subpopulation SP i. Selecting individuals in the neighborhood for crossover and mutation can not only ensure that individuals inherit the properties of solutions with better convergence performance, but also ensure the global search ability of the algorithm, thereby ensuring the diversity and convergence of the population;

步骤5.2.3,对两父代个体执行遗传操作:对于选择的两个个体Xi和Xj,执行遗传操作,即模拟二进制交叉和多项式变异,产生两个个体X′i和X′j,重复执行N/2次后产生N个子代个体,即新种群Q。为了提高种群的多样性和收敛速度,根据选择个体的适应度值自适应调整交叉概率和变异概率,其中交叉概率为

Figure BDA0002400598180000133
变异概率为
Figure BDA0002400598180000134
K1和K2是两个常系数,k表示第k个目标,k∈1,2,...,M,
Figure BDA0002400598180000135
表示个体Xi的第k个目标值,fk(Xj)表示个体Xj的第k个目标值。Step 5.2.3, perform genetic operations on the two parent individuals: for the two selected individuals X i and X j , perform genetic operations, that is, simulate binary crossover and polynomial mutation, and generate two individuals X′ i and X′ j , After repeated execution N/2 times, N offspring individuals are generated, that is, a new population Q. In order to improve the diversity and convergence speed of the population, the crossover probability and mutation probability are adaptively adjusted according to the fitness value of the selected individual, where the crossover probability is
Figure BDA0002400598180000133
The probability of mutation is
Figure BDA0002400598180000134
K 1 and K 2 are two constant coefficients, k represents the kth target, k∈1,2,...,M,
Figure BDA0002400598180000135
represents the k-th target value of the individual X i , and f k (X j ) represents the k-th target value of the individual X j .

步骤6,基于子代种群Q中的个体更新子种群SP1,SP2,…,SPNStep 6: Update the subpopulations SP 1 , SP 2 , . . . , SP N based on the individuals in the sub-generation population Q:

步骤6.1,采用步骤3.2对新种群Q中所有个体进行适应度评价。计算新种群Q中所有个体的目标值F(X)和适应度值Fit(F(X));In step 6.1, step 3.2 is used to evaluate the fitness of all individuals in the new population Q. Calculate the target value F(X) and fitness value Fit(F(X)) of all individuals in the new population Q;

步骤6.2,基于新种群Q,采用步骤3.3更新理想点Z*和最差点ZnadStep 6.2, based on the new population Q, adopt step 3.3 to update the ideal point Z * and the worst point Z nad ;

步骤6.3,采用步骤3.4归一化新种群Q中所有个体;Step 6.3, use step 3.4 to normalize all individuals in the new population Q;

步骤6.4,基于步骤5.1.2(e)对种群Pg中个体排名后的非支配层F1,F2,…,Fr为基础,采用步骤5.1.2(b)对新种群Q中所有个体进行非支配排序,更新非支配层F1,F2,…,Fr中的个体,通过Q中未排名个体与非支配层F1,F2,…,Fr中已排名个体比较支配关系,能有效提高算法的效率;Step 6.4, based on step 5.1.2 ( e ), the non-dominated layers F 1 , F 2 , . Individuals perform non-dominated sorting, update the individuals in the non-dominated layers F 1 , F 2 ,..., Fr , and compare the dominance of the unranked individuals in Q with the ranked individuals in the non-dominated layers F 1 , F 2 ,..., Fr relationship, which can effectively improve the efficiency of the algorithm;

步骤6.5,执行步骤6.4后,实际是将种群Pg和种群Q组合得到组合种群R=Pg∪Q并更新非支配层F1,F2,…,Fr,其中组合种群R的规模为2N;In step 6.5, after step 6.4 is executed, the population P g and the population Q are actually combined to obtain a combined population R=P g ∪Q and update the non-dominated layers F 1 , F 2 ,...,F r , where the scale of the combined population R is 2N;

步骤6.6,更新子种群SP1,SP2,...,SPN:采用步骤4.2个体分配方法,将新种群Q中的个体分配给子种群SPi,i∈{1,2,...,N}。Step 6.6, update the subpopulations SP 1 , SP 2 ,..., SP N : adopt the individual assignment method of step 4.2, assign the individuals in the new population Q to the sub population SP i , i∈{1,2,... ,N}.

步骤7,对组合种群R执行环境选择,更新下一代种群Pg=g+1:环境选择过程是从R中的2N个体选择性能优异的N个个体作为下一代的父代种群,环境选择策略包括局部环境选择策略和全局环境选择策略;Step 7: Perform environmental selection on the combined population R, and update the next generation population P g=g+1 : The process of environmental selection is to select N individuals with excellent performance from 2N individuals in R as the parent population of the next generation. The environmental selection strategy Including local environment selection strategy and global environment selection strategy;

步骤7.1,局部环境选择策略:Step 7.1, local environment selection strategy:

步骤7.1.1,根据步骤6.4更新的子种群SP1,SP2,...,SPN,首先计算每个子种群SPi中个体的目标向量F(Xi)到参考向量Wi的欧氏距离

Figure BDA0002400598180000141
即目标向量F(Xi)到参考向量Wi的垂直距离,其中||F(Xi)||表示目标向量F(Xi)的模长,||Wi||表示参考向量Wi的模长,<F(Xi),Wi>表示个体的目标向量F(Xi)和参考向量Wi之间的夹角,sin<F(Xi),Wi>表示夹角<F(Xi),Wi>的正弦值;Step 7.1.1, according to the updated sub-populations SP 1 , SP 2 ,..., SP N in step 6.4, first calculate the Euclidean relationship between the target vector F(X i ) of the individual in each sub-population SP i to the reference vector Wi distance
Figure BDA0002400598180000141
That is, the vertical distance from the target vector F(X i ) to the reference vector Wi, where ||F(X i )|| represents the modulo length of the target vector F(X i ) , and ||W i || represents the reference vector Wi The modulo length of , <F(X i ), Wi > represents the angle between the individual target vector F(X i ) and the reference vector Wi, sin<F(X i ) , Wi > represents the angle< F(X i ) , the sine of Wi >;

步骤7.1.2,计算每个子种群SPi中个体的目标向量F(Xi)的位置到构建参考向量Wi的参考点的距离

Figure BDA0002400598180000142
其中||F(Xi)-Wi||表示向量(F(Xi)-Wi)的模长,即目标向量F(Xi)的位置到参考向量Wi的参考点的距离,如果子种群SPi中某个体位于构建的超平面L之下,即该个体支配第i个参考点,此时
Figure BDA0002400598180000143
为负;Step 7.1.2, calculate the distance from the position of the target vector F(X i ) of the individual in each subpopulation SP i to the reference point for constructing the reference vector Wi
Figure BDA0002400598180000142
where ||F(X i )-W i || represents the modular length of the vector (F(X i )-W i ), that is, the distance from the position of the target vector F(X i ) to the reference point of the reference vector Wi , If an individual in the subpopulation SP i is located under the constructed hyperplane L, that is, the individual dominates the i-th reference point, then
Figure BDA0002400598180000143
is negative;

步骤7.1.3,在每个子种群SPi中,综合两个距离

Figure BDA0002400598180000144
Figure BDA0002400598180000145
选择个体,选择标准为
Figure BDA0002400598180000146
表示在每个子种群SPi中选择两个距离
Figure BDA0002400598180000147
之和最小的前min(2,|SPi|)两个个体。但在执行步骤6.6个体分配时,每个子种群SPi中可能没有个体、只有一个个体或有多个个体,如果子种群SPi中没有个体,不进行选择;如果子种群SPi中只有一个个体,则选择该个体;否则选择两个距离
Figure BDA0002400598180000148
Figure BDA0002400598180000149
之和最小的前两个个体;Step 7.1.3, in each subpopulation SP i , synthesize the two distances
Figure BDA0002400598180000144
and
Figure BDA0002400598180000145
Select individuals, the selection criteria are
Figure BDA0002400598180000146
means choosing two distances in each subpopulation SP i
Figure BDA0002400598180000147
The first min(2, |SP i |) two individuals with the smallest sum. However, when performing step 6.6 individual allocation, there may be no individual, only one individual or multiple individuals in each sub-population SP i . If there is no individual in the sub-population SP i , no selection is made; if there is only one individual in the sub-population SP i , select the individual; otherwise, select two distances
Figure BDA0002400598180000148
and
Figure BDA0002400598180000149
The first two individuals with the smallest sum;

步骤7.2,全局环境选择策略:Step 7.2, Global Environment Selection Policy:

步骤7.2.1,全局环境选择策略是对执行局部环境选择策略后得到的所有个体基于非支配排名进行删减,选择N个个体进入下一代种群。用

Figure BDA0002400598180000151
表示执行局部环境选择策略后非支配层
Figure BDA0002400598180000152
中的个体数,如果所有前r个非支配层中的个体数量之和大于种群规模N,而前r-1个非支配层中的个体数量之和小于种群规模N,即
Figure BDA0002400598180000153
Figure BDA0002400598180000154
则执行全局环境选择策略从第r非支配层
Figure BDA0002400598180000155
中选择
Figure BDA0002400598180000156
个个体进入下一代种群;Step 7.2.1, the global environment selection strategy is to delete all individuals obtained after executing the local environment selection strategy based on the non-dominant ranking, and select N individuals to enter the next generation population. use
Figure BDA0002400598180000151
Represents the non-dominated layer after executing the local environment selection strategy
Figure BDA0002400598180000152
If the sum of the number of individuals in all the first r non-dominated layers is greater than the population size N, and the sum of the number of individuals in the first r-1 non-dominated layers is less than the population size N, that is
Figure BDA0002400598180000153
and
Figure BDA0002400598180000154
Then execute the global environment selection strategy from the rth non-dominated layer
Figure BDA0002400598180000155
choose
Figure BDA0002400598180000156
individuals into the next generation;

步骤7.2.2,计算非支配层

Figure BDA0002400598180000157
中相邻个体的欧式距离,若第i个个体和第j个个体相邻,则第i个个体和第j个个体的欧式距离为
Figure BDA0002400598180000158
K且i≠j,令
Figure BDA0002400598180000159
表示非支配层
Figure BDA00024005981800001510
中个体的数量;Step 7.2.2, Calculate the non-dominated layer
Figure BDA0002400598180000157
The Euclidean distance of adjacent individuals in the
Figure BDA0002400598180000158
K and i≠j, let
Figure BDA0002400598180000159
represents the non-dominated layer
Figure BDA00024005981800001510
the number of individuals in the

步骤7.2.3,计算非支配层

Figure BDA00024005981800001511
中所有相邻个体的平均距离
Figure BDA00024005981800001512
并执行全局选择。Step 7.2.3, Calculate the non-dominated layer
Figure BDA00024005981800001511
The average distance of all adjacent individuals in
Figure BDA00024005981800001512
and perform a global selection.

(a)如果相邻距离

Figure BDA00024005981800001513
大于平均距离
Figure BDA00024005981800001514
的个体数量大于
Figure BDA00024005981800001515
选择相邻距离
Figure BDA00024005981800001516
最大的前
Figure BDA00024005981800001517
个个体进入下一代种群;(a) If the adjacent distance
Figure BDA00024005981800001513
greater than average distance
Figure BDA00024005981800001514
The number of individuals is greater than
Figure BDA00024005981800001515
select neighbor distance
Figure BDA00024005981800001516
biggest ex
Figure BDA00024005981800001517
individuals into the next generation;

(b)如果相邻距离

Figure BDA00024005981800001518
大于平均距离
Figure BDA00024005981800001519
的个体数量为K′且
Figure BDA00024005981800001520
首先选择相邻距离
Figure BDA00024005981800001521
大于平均距离
Figure BDA00024005981800001522
的K′个个体进入下一代种群;(b) If the adjacent distance
Figure BDA00024005981800001518
greater than average distance
Figure BDA00024005981800001519
The number of individuals is K' and
Figure BDA00024005981800001520
First select the adjacent distance
Figure BDA00024005981800001521
greater than average distance
Figure BDA00024005981800001522
K' individuals enter the next generation population;

(c)然后从相邻距离

Figure BDA00024005981800001523
小于平均距离
Figure BDA00024005981800001524
的个体中选择K″个个体进入下一代种群,其中
Figure BDA00024005981800001525
选择过程如下:(c) Then from the adjacent distance
Figure BDA00024005981800001523
less than average distance
Figure BDA00024005981800001524
Select K″ individuals from the individuals to enter the next generation population, where
Figure BDA00024005981800001525
The selection process is as follows:

1)对相邻距离

Figure BDA00024005981800001526
小于平均距离
Figure BDA00024005981800001527
的个体按照某一目标进行升序排序,首先选择排序中的第一个个体进入下一代种群,因为往往排序后的第一个个体是极值点所对应的目标向量,对维护种群多样性具有重要的意义,然后计算
Figure BDA00024005981800001528
即排序后的第i个个体和第(i+s)个个体的距离,初始s=2;1) For the adjacent distance
Figure BDA00024005981800001526
less than average distance
Figure BDA00024005981800001527
The individuals are sorted in ascending order according to a certain target, and the first individual in the sorting is selected to enter the next generation population, because the first individual after sorting is often the target vector corresponding to the extreme point, which is important for maintaining the diversity of the population. meaning, then calculate
Figure BDA00024005981800001528
That is, the distance between the i-th individual and the (i+s)-th individual after sorting, the initial s=2;

2)如果

Figure BDA0002400598180000161
选择第(i+s)个个体Xi+s进入下一代种群;2) If
Figure BDA0002400598180000161
Select the (i+s)th individual Xi +s to enter the next generation population;

3)如果

Figure BDA0002400598180000162
执行s=s+1,再比较
Figure BDA0002400598180000163
Figure BDA0002400598180000164
的大小,直到
Figure BDA0002400598180000165
然后选择第(i+s)个个体Xi+s进入下一代种群;3) If
Figure BDA0002400598180000162
Execute s=s+1, and then compare
Figure BDA0002400598180000163
and
Figure BDA0002400598180000164
size until
Figure BDA0002400598180000165
Then select the (i+s)th individual Xi +s to enter the next generation population;

4)然后以第(i+s)个个体Xi+s作为初始个体,并令i=i+s,按照升序排序的顺序计算第i个个体和第(i+s)个个体之间的欧式距离,直到选择的个体数量达到K″,其中

Figure BDA0002400598180000166
表示相邻距离
Figure BDA0002400598180000167
大于平均距离
Figure BDA0002400598180000168
的所有相邻距离的最小值,δ是控制选择范围的参数。4) Then take the (i+s) th individual X i+s as the initial individual, and let i=i+s, calculate the relationship between the i th individual and the (i+s) th individual in ascending order. Euclidean distance until the number of selected individuals reaches K″, where
Figure BDA0002400598180000166
Indicates the adjacent distance
Figure BDA0002400598180000167
greater than average distance
Figure BDA0002400598180000168
The minimum value of all adjacent distances of , δ is a parameter that controls the selection range.

步骤8,代数g≤Gmax,循环执行步骤4-步骤7;否则,算法终止并输出高维多目标优化问题的Pareto解集。Step 8, the algebra g≤G max , execute step 4-step 7 in a loop; otherwise, the algorithm terminates and outputs the Pareto solution set of the high-dimensional multi-objective optimization problem.

上面结合附图对本发明的具体实施方式作了详细说明,但是本发明并不限于上述实施方式,在本领域普通技术人员所具备的知识范围内,还可以在不脱离本发明宗旨的前提下做出各种变化。The specific embodiments of the present invention have been described in detail above in conjunction with the accompanying drawings, but the present invention is not limited to the above-mentioned embodiments, and within the scope of knowledge possessed by those of ordinary skill in the art, it can also be done without departing from the purpose of the present invention. various changes.

Claims (1)

1. A high-dimensional multi-target evolution method based on decomposition is characterized by comprising the following steps:
step 1, setting parameters: algebraic G being 0, maximum number of iterations GmaxThe target quantity M is more than or equal to 4, and the population size N is obtained;
step 2, generating N reference vectors W ═ { W ═ W1,W2,...,WN}:
Step 2.1, generating uniformly distributed reference points RP ═ RP on a unit hyperplane L by using a normal boundary intersection method1,RP2,...,RPN};
Step 2.2, based on reference point RP1,RP2,...,RPNConstructing uniformly distributed reference vectors W in a target space1,W2,...,WNThe reference vector satisfies the following condition:
Figure FDA0002400598170000011
wherein
Figure FDA0002400598170000012
Represents a reference vector WiA component value of the j-th dimension of (a), and
Figure FDA0002400598170000013
i 1, 2., N, j 1, 2., M, H denotes dividing each target into H equal parts, and generating reference vectors in N number, where N is the number of reference vectors
Figure FDA0002400598170000014
Step 3, randomly generating an initial population P with the size of Ng=0And carrying out individual fitness evaluation:
step 3.1, randomly generating an initial population P with the population size N from the decision space under the condition of satisfying the constraint conditiong={X1,X2,...,Xi...,XNIn which X isi={x1,x2,...,xDN, D denotes a decision variable XiG represents the generation of the current populationCounting;
step 3.2, calculate population PgTarget vectors f (x) ═ f of all individuals in (c)1(X),f2(X),...,fM(X)),X∈PgAnd let the fitness value of individual X be Fit (f (X)) ═ f (X);
step 3.3, calculating ideal points Z based on target vectors F (X) of all individuals*Extreme point ZnadSum worst point ZworstHowever, in the actual multi-objective optimization process, the ideal point Z*Worst point ZworstAnd extreme point ZnadCannot be predicted in advance, based on the current population PgTarget vector calculation ideal point Z of the medium individual*Worst point ZworstAnd extreme point ZnadComprises the following steps:
(1) ideal point
Figure FDA0002400598170000015
Wherein
Figure FDA0002400598170000016
Any X ∈ Pg
(2) Worst point
Figure FDA0002400598170000021
Wherein
Figure FDA0002400598170000022
Any X ∈ Pg
(3) Extreme point
Figure FDA0002400598170000023
Wherein
Figure FDA0002400598170000024
And extreme point
Figure FDA0002400598170000025
Figure FDA0002400598170000026
Representing the argument of the point correspondence of the minima, i.e.
Figure FDA0002400598170000027
Step 3.4, normalization of population PgTarget vectors of all individuals in the group;
converting the target value range of each target to the interval [0,1 ] by normalization]Normalized by
Figure FDA0002400598170000028
Is carried out, wherein fi(X) represents the actual target value of individual X, f'i(X) represents the target vector of the individual X after normalization, wherein i ∈ 1, 2.. times.M, the target vectors mentioned later are the target vectors after normalization, if not specifically stated, and let fi(X)=f′i(X), namely fi(X) represents the target vector after normalization;
step 4, based on the reference vector W1,W2,...,WNThe population PgIs assigned to a sub-population SP ═ SPi,i∈1,2,...,N}:
Step 4.1, reference vector association sub-population: initializing N reference vectors W1,W2,...,WNCorresponding to N empty associated sub-populations SP1,SP2,...,SPNI.e. the reference vector WiAssociation sub-population SPi
Step 4.2, assign individuals to each sub-population SPi
(a) First, calculate the population PgTarget vector F (X) of each individuali) With all reference vectors WjAngle therebetween
Figure FDA0002400598170000029
(b) Comparison of θijThe size of (d);
(c) if it is not
Figure FDA00024005981700000210
The ith individual XiTarget vector F (X)i) With the jth reference vector WjAssociating, i.e. the ith individual XiTo the jth reference vector WjConstructed sub-population SPj
(d) Repeating steps a-c until the population PgAll individuals X iniAre all distributed into sub-populations;
and 5, performing selection operation based on the field sub-population to select parent individuals to perform genetic operation:
step 5.1, for population PgAll individuals in (a) are non-dominated ranked according to the following rules: for any two individuals a and b in the population, if and only if
Figure FDA0002400598170000031
fi(a)≤fi(b) And is
Figure FDA0002400598170000032
fi(a)<fi(b) Then individual a pareto dominates individual b;
step 5.1.1, pre-sequencing:
(a) defining a sequence for M targets of the multi-target optimization problem in advance;
(b) target value f according to the first target1(X) combining the population PgAll individuals in the two groups are sorted in ascending order if the first target value f of the two individuals1(X) equal, then according to the target value f of the second target2(X) sorting the two individuals in ascending order, and if all the target values of the two individuals are equal, randomly sorting the two individuals;
(c) repeating step b until the population PgAll the individuals in the system are sorted according to the target, and the sorted result is set as X1,X2,…,XN
Step 5.1.2, non-dominated sorting:
(a) according to the order X1,X2,...,XNSequentially selects individual execution non-dominant orderingIn advance, r is set to 0 non-dominant layers { F1,F2,…},FiIs the ith non-dominant layer, i ∈ 1, 2.., r, let k be 0;
(b) for any one individual XmM ∈ 1, 2.., N, individual X is first examinedmAnd a non-dominant layer FkDominant relationship of all individuals in (1), if the non-dominant layer FkIn the absence of any individual dominating individual XmThen subject XmIs set to k, i.e. the individual XmBelonging to the kth non-dominant layer Fk(ii) a Individual XmAnd a non-dominant layer FkWhen comparing individuals in (1), individual XmFirst and second non-dominant layer FkIs compared with the last individual in (1) and then with the non-dominant layer FiComparison of penultimate individuals, final and non-dominated layer FkThe first individual comparison, i.e., performing a reverse order comparison in the non-dominant layer;
(c) if the individual XmDominated layer FkAnd k < r;
(d) then add 1 to k and repeat steps b-c, otherwise, for the individual XmCreate a new rank r +1, Individual XmBelonging to the (r +1) th non-dominant layer Fr+1
(e) After the non-dominant sorting is executed, the ranked non-dominant layer is marked as F1,F2,…,Fr
And 5.2, selecting individuals for performing crossover and mutation operations:
step 5.2.1, determining neighborhood population:
(a) firstly, defining neighborhood reference vectors of reference vectors, and calculating Euclidean distance between any two reference vectors
Figure FDA0002400598170000033
And i is not equal to j,
Figure FDA0002400598170000034
represents WiAnd WjThe included angle between them;
(b) then calculate the distance to each reference vector WiMost recent T referencesVector, using B (i) ═ i1,i2,...,iTDenotes approaching WiA set of T neighborhood reference vectors, each element in the set being
Figure FDA0002400598170000041
(c) Correspondingly, the closest sub-population SPiIs the corresponding reference vector WiT neighborhood reference vectors
Figure FDA0002400598170000042
The constructed T sub-populations are marked as SPi1,SPi2,...,SPiT
Step 5.2.2, two parent individuals are selected from the neighborhood population:
(a) individual one XiFor random slave sub-population SPiSelecting one individual with a non-dominant ranking;
(b) individual II XjSlave sub-population SPiOf any neighborhood population SPi1,SPi2,...,SPiTSelecting randomly;
step 5.2.3, performing genetic operations on the two parent individuals: for two selected individuals XiAnd XjPerforming genetic operations, i.e. simulating binary crosses and polynomial variations, yielding two individuals X'iAnd X'jRepeatedly executing N/2 times to generate N sub-generation individuals, namely a new population Q; in order to improve the diversity and convergence speed of the population, the cross probability and the mutation probability are adaptively adjusted according to the fitness value of the selected individual, wherein the cross probability is
Figure FDA0002400598170000043
The probability of variation is
Figure FDA0002400598170000044
K1And K2Are two constant coefficients, k representing the kth target, k ∈ 1, 2.., M,
Figure FDA0002400598170000045
fk(Xi) Representing an individual XiOf the kth target value, fk(Xj) Representing an individual XjThe kth target value of (1);
step 6, updating the sub-population SP based on the individuals in the sub-population Q1,SP2,...,SPN
Step 6.1, adopting step 3.2 to evaluate the fitness of all individuals in the new population Q: calculating target values f (x) and fitness values Fit (f (x)) of all individuals in the new population Q;
step 6.2, based on the new population Q, adopting step 3.3 to update the ideal point Z*Sum worst point Znad
Step 6.3, normalizing all individuals in the new population Q by adopting the step 3.4;
step 6.4, population P is treated based on step 5.1.2(e)gNon-dominant layer F after medium individual ranking1,F2,…,FrOn the basis, all individuals in the new population Q are subjected to non-dominant sorting by adopting the step 5.1.2(b), and a non-dominant layer F is updated1,F2,…,FrBy the non-ranked ones of Q and non-dominated layer F1,F2,…,FrCompared with the dominant relationship of the ranked individuals, the efficiency of the algorithm can be effectively improved;
step 6.5, after step 6.4 is executed, the population P is dividedgCombining with the population Q to obtain a combined population R ═ Pg∪ Q and updates the non-dominated layer F1,F2,…,FrWherein the size of the combo population R is 2N;
step 6.6, update sub-population SP1,SP2,...,SPN: adopting a step 4.2 individual allocation mechanism to allocate the individuals in the new population Q to the sub-population SPi,i∈{1,2,...,N};
Step 7, selecting the execution environment of the combined population R and updating the next generation population Pg+1: the environment selection process is to select N individuals with excellent performance from 2N individuals in R as a parent population of a next generation, and the environment selection strategy comprises a local environment selection strategy and a global environment selection strategyA little bit;
step 7.1, local environment selection strategy:
step 7.1.1, update of sub-population SP according to step 6.41,SP2,...,SPNFirst, each sub-population SP is calculatediTarget vector F (X) of the middle individuali) To a reference vector WiEuclidean distance of
Figure FDA0002400598170000051
I.e. the target vector F (X)i) To a reference vector WiWherein F (X)i) I represents the target vector F (X)i) Is of a length, | Wi| | denotes a reference vector WiThe length of the die (c) is,<F(Xi),Wi>target vector F (X) representing an individuali) And a reference vector WiAngle between them sin<F(Xi),Wi>Indicating included angle<F(Xi),Wi>The sine value of (d);
step 7.1.2, calculate each sub-population SPiTarget vector F (X) of the middle individuali) To construct a reference vector WiDistance from the reference point of
Figure FDA0002400598170000052
Wherein | | | F (X)i)-WiI represents a vector (F (X)i)-Wi) Is the target vector F (X)i) To the reference vector WiIf the sub-population SPiOne is located below the constructed hyperplane L, i.e. the individual dominates the ith reference point, at this time
Figure FDA0002400598170000053
Is negative;
step 7.1.3, in each sub-population SPiIn, synthesize two distances
Figure FDA0002400598170000054
And
Figure FDA0002400598170000055
selecting individuals according to the selection criteria
Figure FDA0002400598170000056
Figure FDA0002400598170000057
Indicated in each sub-population SPiTwo distances are selected
Figure FDA0002400598170000058
Minimum sum of pre-min (2, | SP)i|) two individuals, but when step 6.6 individual assignment is performed, each sub-population SPiMay have no individual, only one individual or a plurality of individuals, if the sub-population SPiNo individual in the population, no selection; if the sub-population SPiIf only one individual is present, the individual is selected; otherwise two distances are selected
Figure FDA0002400598170000059
And
Figure FDA00024005981700000510
the first two individuals with the smallest sum;
step 7.2, global environment selection strategy:
step 7.2.1, the global environment selection strategy is to delete all individuals obtained after the local environment selection strategy is executed based on non-dominant ranking, select N individuals to enter the next generation population, and use | Fi gI represents the non-dominant layer F after execution of the local environment selection policyi gIf the sum of the number of individuals in all the first r non-dominant layers is greater than the population size N and the sum of the number of individuals in the first r-1 non-dominant layers is less than the population size N, i.e., the population size N is smaller than the population size N
Figure FDA0002400598170000061
And is
Figure FDA0002400598170000062
Then the global environment selection policy is executed from the r-th non-dominant layer
Figure FDA0002400598170000063
In selection
Figure FDA0002400598170000064
Entering individual into next generation population;
step 7.2.2, calculate non-dominated layer
Figure FDA0002400598170000065
The Euclidean distance between the ith individual and the jth individual is equal to
Figure FDA0002400598170000066
And i ≠ j, let K ═ Fi gI denotes the non-dominant layer
Figure FDA0002400598170000067
The number of individuals;
step 7.2.3, calculate non-dominated layer
Figure FDA0002400598170000068
Average distance of all neighboring individuals in
Figure FDA0002400598170000069
And performs global selection:
(a) if adjacent distance
Figure FDA00024005981700000610
Greater than average distance
Figure FDA00024005981700000611
Greater than
Figure FDA00024005981700000612
Selecting adjacent distances
Figure FDA00024005981700000613
Maximum front
Figure FDA00024005981700000614
Entering individual into next generation population;
(b) if adjacent distance
Figure FDA00024005981700000615
Greater than average distance
Figure FDA00024005981700000616
Has a number of individuals of K' and
Figure FDA00024005981700000617
first select the adjacent distance
Figure FDA00024005981700000618
Greater than average distance
Figure FDA00024005981700000619
The K' individuals enter the next generation population;
(c) then from adjacent distance
Figure FDA00024005981700000620
Less than the average distance
Figure FDA00024005981700000621
Selecting K' individuals from the individuals of (1) into a next generation population, wherein
Figure FDA00024005981700000622
The selection process is as follows:
1) for adjacent distance
Figure FDA00024005981700000623
Less than the average distance
Figure FDA00024005981700000624
The individuals are sorted in ascending order according to a certain target, the first individual in the sorting is selected to enter the next generation of population, because the first individual after the sorting is often the target vector corresponding to the extreme point, the significance for maintaining the diversity of the population is achieved, and then the calculation is carried out
Figure FDA00024005981700000625
The distance between the ith individual and the (i + s) th individual after sorting, wherein the initial s is 2;
2) if it is not
Figure FDA00024005981700000626
(i + s) th individual X is selectedi+sEntering a next generation population;
3) if it is not
Figure FDA0002400598170000071
Perform s plus 1 and compare again
Figure FDA0002400598170000072
And
Figure FDA0002400598170000073
up to
Figure FDA0002400598170000074
Then selecting the (i + s) th individual Xi+sEntering a next generation population;
4) then the (i + s) th individual Xi+sAs initial individuals, and let i equal i + s, the Euclidean distance between the ith individual and the (i + s) th individual is calculated in ascending order until the number of selected individuals reaches K ″, wherein
Figure FDA0002400598170000075
To representAdjacent distance
Figure FDA0002400598170000076
Greater than average distance
Figure FDA0002400598170000077
δ is a parameter controlling the selection range;
step 8, circularly executing the step 4 to the step 7 until the algebra G is more than GmaxAnd terminating the calculation and outputting a Pareto solution set of the high-dimensional multi-objective optimization problem.
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CN113094973A (en) * 2021-03-18 2021-07-09 西北工业大学 Civil aircraft demand optimization method based on multi-objective optimization algorithm
CN113705109A (en) * 2021-09-02 2021-11-26 中国人民解放军战略支援部队航天工程大学 Hybrid preference model-based evolutionary high-dimensional multi-objective optimization method and system
CN114156915A (en) * 2021-12-16 2022-03-08 西安博展电力技术有限公司 Multi-objective optimization method for three-phase imbalance of transformer area
CN114156915B (en) * 2021-12-16 2023-12-08 西安博展电力技术有限公司 Multi-objective optimization method for three-phase unbalance of transformer area

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