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Transactions on Evolutionary Computation
5
Fig. 1: Overview of different lines of research on MOEAs based on decomposition.
the search can be effectively focused within a small
area if the DM’s preference can be incorporated within
the evolutionary multi-objective optimization framework
[51]–[54]. Therefore, several studies have attempted to
integrate the preference of DM in decomposition-based
MOEAs, as discussed in Section XI.
• Application to Real World Optimization Problems:
The real world optimization problems are generally com-
plex and present a significant challenge to the MOEAs,
which are often tested on numerical benchmark problems
only. Several studies have proposed MOEAs based on
decomposition to solve real world optimization problems,
as summarized in Section XII.
IV. STUDIES ON WEIGHT VECTOR GENERATION
METHODS
In MOEA/D framework, the choice of weight vector gen-
eration method is highly critical to the performance of the
algorithm. The original version of MOEA/D [9] and many of
its subsequent variants employ Das and Dennis’s [46] system-
atic approach, known as the simplex-lattice design method,
to generate evenly distributed weight vectors. However, in the
simplex-lattice design, the distribution of the weight vectors is
not very uniform for problem with 3 or more objectives [47].
Furthermore, in the simplex-lattice design [9], the population
size dramatically grows as the number of objectives increase
and the setting of population size is not flexible [47]. Another
weight vector generation method widely employed in many
MOEA/D variants (such as MOEA/D-DRA [29]) is based on
uniform random sampling paradigm [19]. The advantage of the
uniform random sampling method over simplex-lattice design
is that the setting of population size is flexible. This section
presents a review of the studies which have been undertaken
to develop novel weight vector generation methods.
In [55], Li et al. conducted a theoretical study on
decomposition-based MOEAs. In this study, the authors
proved to a certain extent that, in certain cases, polynomial-
sized evenly distributed weight vectors cannot map each point
in a polynomial-sized PF to a subproblem. Thus, the authors
highlighted the limitation of the simplex-lattice design method
and justified the various works in the literature which have
been dedicated to new methods for weight vector generation.
In [24], based on the geometric relationship between the
weight vectors and the corresponding optimal solutions under
the TCH approach, Qi et al. proposed a novel weight vector
initialization method, named WS transformation. The authors
illustrated that when the PF shape is close to the hyperplane
P
m
i=1
f
i
= 1, decomposition-based MOEAs should adopt
uniformly distributed solution mapping vectors that result from
WS transformation applied to uniformly distributed weight
vectors. A characteristic feature of the WS transformation is
that in the 2-dimensional objective space, the transformation
results in the same weight vector set except that the order
is reversed. Thus, the WS transformation is redundant in the
case of two-objective optimization problems. The experimental
study on 3-objective DTLZ1-DTLZ4 [56] problems (which
have simple PF shape) demonstrated that the WS transforma-
tion technique helps MOEA/D obtain much better uniformly
distributed P-O solutions
Tan et al. [47] proposed a new version of MOEA/D with
uniform design, termed UMOEA/D, for solving MaOPs. In
UMOEA/D, uniform design for experiment with mixtures
(UDEM) is employed to generate the weight vectors. With
UDEM, the weight vectors yield minimum discrepancy in
their distribution and thus the weight vectors are more uni-
formly distributed than the simplex lattice design employed in
MOEA/D. Furthermore, with UDEM, the population size is
not based on a formulaic setting and the population size N is
decoupled with the number of objectives m. The experimental
study on DTLZ1-DTLZ4 [56] test problems and two newly
proposed test problems (F1 and F2) having complicated PS
shapes, with 3-5 objectives, illustrated that UMOEA/D is
superior to MOEA/D [9] and NSGA-II [5], particularly for
higher dimensional problems and complicated PS shapes. In
addition, UMOEA/D is also found to significantly outperform
state-of-the-art MOEAs on MOKP with 2-4 objectives.
Ma et al. [57] proposed MOEA/D with uniform decompo-
sition measurement, termed MOEA/D-UDM, to solve MaOPs.
MOEA/D-UDM is based on novel weight vector initialization
using uniform decomposition measurements. In MOEA/D-
UDM, the UDEM method employed in [47] is combined with
the simplex-lattice design to generate alternative weight vec-
tors and thereafter, the required number of weight vectors are
selected from the set of alternative weight vectors. MOEA/D-
UDM adopts the reverse Tchebycheff (rTCH) [36] decompo-
sition approach to construct scalar optimization subproblems.
The experimental study demonstrated that MOEA/D-UDM
significantly outperforms MOEA/D [9] and UMOEA/D [47]
on DTLZ1-DTLZ4 [56] and WFG4-WFG9 [58] test problems
with 3-6 objectives.
In [25], Giagkiozis et al. presented a novel method for
weight vector generation, referred to as the generalized de-