Deep multi-layer perceptron-based evolutionary algorithm for dynamic multiobjective optimization

Abstract Dynamic multiobjective optimization problems (DMOPs) challenge multiobjective evolutionary algorithms (MOEAs) because of the varying Pareto-optimal sets (POS) over time. Research on DMOPs has attracted a great interest from academic, due to widespread applications of DMOPs. Recently, a few learning-based approaches have been proposed to predict new solutions in the following environments as an initial population for a multiobjective evolutionary algorithm. In this paper, we propose an alternative learning-based method for DMOPs, a deep multi-layer perceptron-based predictor to generate an initial population for the MOEA in the new environment. The historical optimal solutions are used to train a deep multi-layer perceptron which then predicts a new set of solutions as the initial population in the new environment. The deep multi-layer perceptron is incorporated with the multiobjective evolutionary algorithm based on decomposition to solve DMOPs. Empirical results demonstrate that our proposed algorithm is effective in tracking varying solutions over time and shows great superiority comparing with state-of-the-art methods.