On gradient based local search methods in unconstrained evolutionary multi-objective optimization

  • Authors:
  • Pradyumn Kumar Shukla

  • Affiliations:
  • Institute for Numerical Mathematics, Dresden University of Technology, Dresden, Germany

  • Venue:
  • EMO'07 Proceedings of the 4th international conference on Evolutionary multi-criterion optimization
  • Year:
  • 2007

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Abstract

Evolutionary algorithms have been adequately applied in solving single and multi-objective optimization problems. In the single-objective case various studies have shown the usefulness of combining gradient based classical methods with evolutionary algorithms. However there seems to be limited number of such studies for the multi-objective case. In this paper, we take two classical methods for unconstrained multi-optimization problems and discuss their use as a local search operator in a state-of-the-art multi-objective evolutionary algorithm. These operators require gradient information which is obtained using finite difference method and using a stochastic perturbation technique requiring only two function evaluations. Computational studies on a number of test problems of varying complexity demonstrate the efficiency of resulting hybrid algorithms in solving a large class of complex multi-objective optimization problems. We also discuss a new convergence metric which is useful as a stopping criteria for problems having an unknown Pareto-optimal front.