A Prediction Approach Based on Long Short-Term Memory Networks for Dynamic Multiobjective Optimization

Abstract

Dynamic multiobjective optimization problems (DMOPs) present significant challenges to conventional evolutionary optimization methods because of the continuous changes in their Pareto-optimal sets (PSs) and fronts (PFs). Prediction-driven approaches have demonstrated potential in rapidly adapting to these changes. However, many existing methods depend on linear models to forecast the evolving PSs, which may be restrictive. To counteract this limitation, this research presents a novel dynamic multiobjective evolutionary optimization algorithm that incorporates predictions from long short-term memory (LSTM) networks. Initially, in our methodology, the PS for each problem is segmented into multiple clusters, and the centroid of each cluster is identified. These cluster centroids, representing the PSs across various environmental conditions, are then transformed into a series of time series data. The LSTM network models are subsequently trained on this time series data as input samples. Utilizing these refined models, the centroids of the evolving PSs are predicted with improved precision.  Moreover, to enhance the performance of the algorithm,  an innovative population-generation strategy is also introduced that guarantees a well-converged and diverse starting population. Our proposed algorithm undergoes rigorous testing using benchmark functions, and the outcomes validate its proficiency in tackling DMOPs, showing superior performance compared to existing state-of-the-art algorithms.

Keywords: evolutionary algorithm, long short-term memory network, prediction, dynamic multiobjective.