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Game Model Based Co-evolutionary Solution for Multiobjective Optimization Problems

Kwee-Bo Sim, Ji-Yoon Kim, and Dong-Wook Lee
International Journal of Control, Automation, and Systems, vol. 2, no. 2, pp.247-255, 2004

Abstract : The majority of real-world problems encountered by engineers involve simultaneous optimization of competing objectives. In this case instead of single optima, there is a set of alternative trade-offs, generally known as Pareto-optimal solutions. The use of evolutionary algorithms Pareto GA, which was first introduced by Goldberg in 1989, has now become a sort of standard in solving Multiobjective Optimization Problems (MOPs). Though this ap-proach was further developed leading to numerous applications, these applications are based on Pareto ranking and employ the use of the fitness sharing function to maintain diversity. Another scheme for solving MOPs has been presented by J. Nash to solve MOPs originated from Game Theory and Economics. Sefrioui introduced the Nash Genetic Algorithm in 1998. This approach combines genetic algorithms with Nash’s idea. Another central achievement of Game Theory is the introduction of an Evolutionary Stable Strategy, introduced by Maynard Smith in 1982. In this paper, we will try to find ESS as a solution of MOPs using our game model based co-evolutionary algorithm. First, we will investigate the validity of our co-evolutionary approach to solve MOPs. That is, we will demonstrate how the evolutionary game can be embodied using co-evolutionary algorithms and also confirm whether it can reach the optimal equilibrium point of a MOP. Second, we will evaluate the effectiveness of our approach, comparing it with other methods through rigorous experiments on several MOPs.

Keyword : Co-evolutionary algorithm, evolutionary game theory, multiobjective optimization problem, Nash genetic algorithm, pareto optimal set.

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