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Dynamic Optimization in Fast-Changing Environments via Offline Evolutionary Search

Xiaofen Lu, Ke Tang, Stefan Menzel, Xin Yao, "Dynamic Optimization in Fast-Changing Environments via Offline Evolutionary Search", IEEE Transactions on Evolutionary Computation, 2021.

Abstract

Dynamic optimization, for which the objective functions change over time, has attracted intensive investigations due to the inherent uncertainty associated with many real-world problems. For its robustness with respect to noise, Evolutionary Algorithms (EAs) have been expected to have great potential for dynamic optimization. Many dynamic optimization methods such as diversity-driven methods, memory methods, and prediction methods have been proposed based on EAs to deal with environmental changes. However, they face difficulties in adapting to fast changes in dynamic optimization as EAs normally need quite a few fitness evaluations to find a near-optimum solution. To address this issue, this paper proposes a new framework of applying EAs in the context of dynamic optimization to deal with fast changing environments. We suggest that, instead of online evolving (searching) solutions for the ever-changing objective function, EAs are more suitable for acquiring an archive of solutions in an offline way, which could be adopted to construct a system to provide high-quality solutions efficiently in a dynamic environment. To be specific, we first re-formulate a dynamic optimization problem as a static set-oriented optimization problem. Then, a set of solutions are obtained by an EA for this set-oriented optimization problem. After this, the obtained solution set is adopted to do fast adaptation to the corresponding dynamic optimization problem. The general framework is instantiated for continuous dynamic constrained optimization problems, and the empirical results show the potential of the proposed framework.



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