Manifold Interpolation for Large-Scale Multiobjective Optimization via Generative Adversarial Networks

Zhenzhong Wang, Haokai Hong, Kai Ye, Guang-En Zhang, Min Jiang, Kay Chen Tan

Abstract: Large-scale multiobjective optimization problems (LSMOPs) are characterized as optimization problems involving hundreds or even thousands of decision variables and multiple conflicting objectives. To solve LSMOPs, some algorithms designed a variety of strategies to track Pareto-optimal solutions (POSs) by assuming that the distribution of POSs follows a low-dimensional manifold. However, traditional genetic operators for solving LSMOPs have some deficiencies in dealing with the manifold, which often results in poor diversity, local optima, and inefficient searches. In this work, a generative adversarial network (GAN)-based manifold interpolation framework is proposed to learn the manifold and generate high-quality solutions on the manifold, thereby improving the optimization performance of evolutionary algorithms. We compare the proposed approach with several state-of-the-art algorithms on various large-scale multiobjective benchmark functions. The experimental results demonstrate that significant improvements have been achieved by the proposed framework in solving LSMOPs.