Institute of Electrical and Electronics Engineers, IEEE Transactions on Evolutionary Computation, 6(19), p. 838-856, 2015
DOI: 10.1109/tevc.2015.2395073
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To approximate the Pareto front, most existing multiobjective evolutionary algorithms store the non-dominated solutions found so far in the population or in an external archive during the search. Such algorithms often require a high degree of diversity of the stored solutions and only a limited number of solutions can be achieved. By contrast, model-based algorithms can alleviate the requirement on solution diversity and in principle, as many solutions as needed can be generated. This paper proposes a new model-based method for representing and searching non-dominated solutions. The main idea is to construct Gaussian process based inverse models that map all found non-dominated solutions from the objective space to the decision space. These inverse models are then used to create offspring by sampling the objective space. To facilitate inverse modeling, the multivariate inverse function is decomposed into a group of univariate functions, where the number of inverse models is reduced using a random grouping technique. Extensive empirical simulations demonstrate that the proposed algorithm exhibits robust search performance on a variety of medium to high dimensional multiobjective optimization test problems. Additional non-dominated solutions are generated a posteriori using the constructed models to increase the density of solutions in the preferred regions at a low computational cost.