首次分析演化算法在多方多目标优化中的运行时间,提出更高效的新方法。
Runtime Analysis of Evolutionary Algorithms for Multi-party Multi-objective Optimization
- 设计共识驱动的演化算法,统一多方解集
- 理论证明新算法在伪布尔问题上运行时间更低
- 适合解决多方博弈与路径优化等复杂决策场景
当多个决策者在同一决策空间中各自关注多目标优化问题(如讨价还价博弈)时,可建模为多方多目标优化问题(MPMOP)。尽管已有诸多演化算法被提出,但多数结果仍为经验性。本文首次对双方面多目标优化问题(BPMOP)的演化算法期望运行时间进行理论分析。研究发现,传统多目标算法求解MPMOP效率低下,因所得种群中大量解无法达成决策者共识。另一种方法是各方独立求解后再集中协商,虽在伪布尔问题中可行,但在NP难问题中难以保证一方的近似性能。为此,本文提出针对伪布尔优化和最短路径问题的演化多方多目标优化器(EMPMO),在所有参与者间保持共享解集。理论与实验结果表明,所提EMPMO_random在伪布尔问题上的期望运行时间下界优于现有算法;而基于共识的EMPMO_cons^SP在最短路径问题上实现更高效率与精度。
原文摘要 · Abstract (English)
In scenarios where multiple decision-makers operate within a common decision space, each focusing on their own multi-objective optimization problem (e.g., bargaining games), the problem can be modeled as a multi-party multi-objective optimization problem (MPMOP). While numerous evolutionary algorithms have been proposed to solve MPMOPs, most results remain empirical. This paper presents the first theoretical analysis of the expected runtime of evolutionary algorithms on bi-party multi-objective optimization problems (BPMOPs). Our findings demonstrate that employing traditional multi-objective optimization algorithms to solve MPMOPs is both time-consuming and inefficient, as the resulting population contains many solutions that fail to achieve consensus among decision-makers. An alternative approach involves decision-makers individually solving their respective optimization problems and seeking consensus only in the final stage. While feasible for pseudo-Boolean optimization problems, this method may fail to guarantee approximate performance for one party in NP-hard problems. Finally, we propose evolutionary multi-party multi-objective optimizers (EMPMO) for pseudo-Boolean optimization and shortest path problems within a multi-party multi-objective context, maintain a common solution set among all parties. Theoretical and experimental results demonstrate that the proposed \( \text{EMPMO}_{\text{random}} \) outperforms previous algorithms in terms of the lower bound on the expected runtime for pseudo-Boolean optimization problems. Additionally, the consensus-based evolutionary multi-party multi-objective optimizer( \( \text{EMPMO}_{\text{cons}}^{\text{SP}} \) ) achieves better efficiency and precision in solving shortest path problems compared to existing algorithms.
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