606 IEEE TRANSACTIONS ON EVOLUTIONARY COMPUTATION, VOL. 18, NO. 4, AUGUST 2014
TABLE I
Number of Reference Points/Directions and Corresponding
Population Sizes Used in Constrained NSGA-III
and C-MOEA/D Algorithms
TABLE II
Parameter Values Used in Constrained NSGA-III and
C- MOEA/D. n Is the Number of Variables
do not use the DE operator, instead a real-coded GA with SBX
and polynomial mutation operators are used for creating the
offspring population. We also propose the use of PBI metric
(instead of the Tchebycheff metric), as PBI metric was found
to work better in the original study [1]. We name this version
of MOEA/D as constrained MOEA/D or simply C-MOEA/D.
V. Results
In this section, we present simulation results of the proposed
constrained NSGA-III and C-MOEA/D approaches. For this
purpose, we use a number of constrained test problems with
three to 15 objectives, designed to introduce different types of
difficulties to an algorithm. The problems are scalable both in
the number of objectives and in the number of variables.
For each problem, 20 different runs with different initial
populations are carried out, and the best, median, and worst
IGD performance values (which can only be computed for a
test problem with a known Pareto-optimal front) are reported.
To compute IGD values, first, we compute the targeted points
(Z
eff
) on the known Pareto-optimal front from the supplied
reference points or directions in the normalized objective
space. Then, for an algorithm, we obtain the final nondom-
inated points (set A) in the objective space. Now, we compute
the IGD metric value as the average Euclidean distance of
points in set Z
eff
with their nearest members of all points in
set A
IGD(A, Z
eff
)=
1
|Z
eff
|
|Z
eff
|
i=1
|A|
min
j=1
d(z
i
, a
j
) (3)
where d(z
i
, a
j
)=z
i
− a
j
2
. For both algorithms, the
population members from the final generation are presented
and used for computing the above IGD metric. The number
of reference points, population size, and other parameters
are kept in agreement with the original study [1] and are
tabulated in Tables I and II. In the case of C-MOEA/D,
two parameters δ (probability with which the parent solutions
are selected from the neighborhood) and n
r
(maximal number
of solutions replaced by an offspring solution) are set as 0.9
and 2, respectively, as suggested by the developers in [15].
In contrast, the proposed constrained-handling NSGA-III does
not require to set any new parameter.
A. Constrained Problems of Type-1
In Type-1 constrained problems, the original Pareto-optimal
front is still optimal, but there is an infeasible barrier in ap-
proaching the Pareto-optimal front. This is achieved by adding
a constraint to the original problem. The barrier provides
infeasible regions in the objective space that an algorithm must
learn to overcome, thereby providing a difficulty in converging
to the true Pareto-optimal front. DTLZ1 and DTLZ3 problems
[24] are modified according to this principle in this paper.
For the type-1 constrained DTLZ1 (or C1-DTLZ1), only a
part of objective space that is close to Pareto-optimal front is
made feasible, as shown in Fig. 1. The objective functions are
kept the same as they were in the original DTLZ1 problem,
while the following constraint is now added:
c(x)=1−
f
M
(x)
0.6
−
M−1
i=1
f
i
(x)
0.5
≥ 0. (4)
The feasible region and the Pareto-optimal front are shown
for a two-objective C1-DTLZ1 problem in Fig. 1. In all
simulations, we use k = 5 variables for the original g-function
[24], thereby making a total of (M + 4) variables to the
M-objective C1-DTLZ1 problem.
In the case of the C1-DTLZ3 problem, a band of infeasible
space is introduced adjacent to the Pareto-optimal front, as
shown in Fig. 2. Again, the objective functions are kept
the same as in the original DTLZ3 problem [24], while the
following constraint is added:
c(x)=
M
i=1
f
i
(x)
2
− 16
M
i=1
f
i
(x)
2
− r
2
≥ 0 (5)
where r = {9, 12.5, 12.5, 15, 15} is the radius of the hyper-
sphere for M = {3, 5, 8, 10, 15}. For C1-DTLZ3, we use k =
10 so that total number of variables is (M+9)inanM-objective
problem.
Both algorithms (NSGA-III and C-MOEA/D) are tested on
three- to 15-objective versions of the above two problems.
Fig. 3 shows that in the case of three-objective C1-DTLZ1
problem, NSGA-III is able to reach the feasible region and
find a well distributed set of points on the entire Pareto-optimal
front. C-MOEA/D is also able to find a nice distribution of
points (see Fig. 4). However, as is evident from Table III,
in most cases for the C1-DTLZ1 problem, NSGA-III per-
forms better than C-MOEA/D in terms of the IGD metric.
Interestingly, the best performance of C-MOEA/D is in most
cases better than that of NSGA-III. However, as the number
of objectives increases (10- and 15-objective problems), the
performance of NSGA-III is clearly better.
In addition, we compute the GD metric value for NSGA-III
solutions and tabulate the best, median, and worst values
in Table III. Small GD values indicate that NSGA-III so-
lutions are close to the true Pareto-optimal fronts in each