An Experimental Study of Preference Model Integration into Many-Objective Optimization Heuristics

Stefan Eppe, Manuel López-Ibáñez, Thomas Stützle, and Yves De Smet
Department of Computer & Decision Engineering (CoDE)
Université Libre de Bruxelles
Brussels, Belgium

Abstract

The usage of preference models in algorithms for multi-objective optimization has recently received an increasing attention by the research community. Motivated by this trend, we experimentally study the impact that the inclusion of preference models into evolutionary multi-objective search algorithms has on performance. In this article, we consider three preference models, ranging from rather simple to more complex ones; these are the (i) reference point, (ii) guided dominance, and (iii) the inclusion of PROMETHEE II. As a benchmark problem we consider multi- objective traveling salesperson problem instances of various sizes and with a varying number of objectives.

0. Data files

This section provides links to tarballs containing the data files used for this work.

FileDescription
instances.tar.gzRaw instance files for randomly generated TSP instances. Dimension (i.e., number of objectives) is ranging from 2 to 4 objectives, with instance sizes of 100, 200 and 400 cities. For each dimension-size combination, 5 instances with different seeds have been used.
instances_pf.tar.gzReference Pareto fronts for the instances contained in instances tarball.

Notes

1. Comparing NSGA-II versus NSGA-II + PLS

As described in the paper, we have chosen to use a hybrid NSGA-II + PLS algorithm, because it enhances the overall performance of the algorithm in comparison with NSGA-II alone. The following plots (generated with eaftools) show the evolution of both algorithms with "EAF-snapshots" at several moments of the run.


EAF difference plot after 100 seconds execution time. Although NSGA-II begins being as good as the hybrid algorithm in the central area of the Pareto front (represented by the grey points on the plot), the latter is still better.

EAF difference plot after 200 seconds execution time. The hybrid algorithm is still outperforming NSGA-II.

EAF difference plot after 800 seconds execution time. The spreading along the Pareto optimal frontier (PF) of the hybrid algorithm has still improved, now almost covering the whole PF. This spreading happens at the cost of a relatively worse convergence towards the PF, when compared to NSGA-II. Thus, in the central area, NSGA-II now out-performs the hybrid algorithm. This difference is conjectured to be due to the use of the candidate list in the PLS sub-algorithm. It, indeed, prevents the algorithm from exploring the complete 2-exchange neighbourhood, rather limiting the possible cities considered for a 2-exchange move to a limited set of potentially most improving cities.

2. Comparing a posteriori versus a priori approaches

2.1. Solutions for different seeds

The results presented in the paper are based on instances generated with one particular seed (seed = 1235). This section presents the summarized results obtained with different instance seeds. The same preference model parameters have been used as in the paper. As can be seen, the results are very similar to those from the paper and therewith confirm the presented conclusions.

Reference Point


Reference Point with instance seed 2773

Reference Point with instance seed 8473

Guided Dominance


Guided Dominance with instance seed 2773

Guided Dominance with instance seed 8473

PROMETHEE II


PROMETHEE II with instance seed 2773

PROMETHEE II with instance seed 8473