A Self-Evolving Fuzzy System Online Prediction-Based Dynamic Multi-Objective Evolutionary Algorithm

The changes of dynamic multi-objective optimization problems in decision space are usually nonlinear. However, the previous dynamic multi-objective evolutionary algorithms usually use linear prediction models to generate the initial population in the new environment, and some nonlinear prediction models often have high computational cost. Therefore, it is difficult to quickly and accurately respond to nonlinear environmental changes. This paper presents a dynamic multi-objective evolutionary algorithm based on online prediction of self-evolving fuzzy system (SEFS). In this algorithm, the decomposition based multi-objective evolutionary algorithm (MOEA/D) acts as the static optimizer. When the environment changes, individuals are first put into an associate set of their corresponding weight vectors. Then, the time series of each variable is constructed based on the associate set, and the SEFS online prediction model is established. Finally, an environmental response strategy based on SEFS is designed to quickly generate an initial population with high performance in the new environment. The proposed algorithm is compared with seven state-of-the-art dynamic multi-objective evolutionary algorithms on 20 benchmark functions. Experimental results show that the proposed algorithm can quickly and accurately respond to nonlinear environmental changes, and has competitiveness.