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A particle gradient evolutionary algorithm for solving multi-objective problems. (English) Zbl 1114.65332

Summary: A particle gradient evolutionary algorithm (PGEA) for solving complex multi-objective optimization problems is presented according to the gradient of particles, the transportation orbit of particles, the minimum principle of free energy decreasing, and the law of entropy increasing of particle systems in the phase space based on a transportation theory. This algorithm includes two sub-algorithms: the first is to define the PGEA energy and entropy, a rank function, and a niche function and then calculate the rank function values of every particle in the phase space; the second is to solve for the optimal Pareto front of a multi-objective optimization problem. The theory of a particle system changing from non-equilibrium to equilibrium is used to design the algorithm in order to drive all the individuals in the population to have a chance to participate in the evolving operation to obtain the Pareto optimal solutions of the multi-objective problems quickly and evenly. Our experiments show that this algorithm cannot only converge to the global Pareto optimal front quickly, uniformly, and precisely, but also can avoid the premature phenomenon of multi-objective problems.

MSC:

65K05 Numerical mathematical programming methods
90C29 Multi-objective and goal programming
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