4.6 Article

An experimental analysis of a new two-stage crossover operator for multiobjective optimization

Journal

SOFT COMPUTING
Volume 21, Issue 3, Pages 721-751

Publisher

SPRINGER
DOI: 10.1007/s00500-015-1810-6

Keywords

Multiobjective optimization; Evolutionary algorithms; Crossover; Genetic operators

Ask authors/readers for more resources

Evolutionary algorithms for multiobjective problems utilize three types of operations for progressing toward the higher fitness regions of the search space. Each type of operator contributes in a different way toward the achievement of the common goal. The mutation operation is responsible for diversity maintenance, while the selection operation favors the survival of the fittest. In this paper we focus our attention on the crossover operator. The crossover operator by default is responsible for the search effort and as such deserves our special attention. In particular, we propose a two-stage crossover (TSX) operator for more efficient exploration of the search space. The performance of the proposed TSX operator is assessed in comparison with the simulated binary crossover operator with the assistance of three well-known multiobjective evolutionary algorithms, namely the NSGAII, the SPEA2 and the MOCELL, for the solution of the DTLZ1-7 set of test functions. We also compare the proposed TSX with other popular reproduction operators like the differential evolution and the particle swarm optimization. Finally, we examine the efficacy of the TSX operator in handling problems having five objectives. It is shown with the assistance of the Deb, Thiele, Laumanns and Zitzler set of test functions that the TSX operator can substantially improve the results generated by three popular performance metrics for most of the cases.

Authors

I am an author on this paper
Click your name to claim this paper and add it to your profile.

Reviews

Primary Rating

4.6
Not enough ratings

Secondary Ratings

Novelty
-
Significance
-
Scientific rigor
-
Rate this paper

Recommended

Article Computer Science, Artificial Intelligence

Efficient Portfolio Construction with the Use of Multiobjective Evolutionary Algorithms: Best Practices and Performance Metrics

K. Liagkouras, K. Metaxiotis

INTERNATIONAL JOURNAL OF INFORMATION TECHNOLOGY & DECISION MAKING (2015)

Article Computer Science, Artificial Intelligence

Enhancing the performance of MOEAs: an experimental presentation of a new fitness guided mutation operator

K. Liagkouras, K. Metaxiotis

JOURNAL OF EXPERIMENTAL & THEORETICAL ARTIFICIAL INTELLIGENCE (2017)

Article Management

Handling the complexities of the multi-constrained portfolio optimization problem with the support of a novel MOEA

K. Liagkouras, K. Metaxiotis

JOURNAL OF THE OPERATIONAL RESEARCH SOCIETY (2018)

Review Computer Science, Artificial Intelligence

Multiobjective Evolutionary Algorithms for Portfolio Management: A comprehensive literature review

K. Metaxiotis, K. Liagkouras

EXPERT SYSTEMS WITH APPLICATIONS (2012)

Article Computer Science, Artificial Intelligence

A new Probe Guided Mutation operator and its application for solving the cardinality constrained portfolio optimization problem

K. Liagkouras, K. Metaxiotis

EXPERT SYSTEMS WITH APPLICATIONS (2014)

Article Operations Research & Management Science

Incorporating environmental and social considerations into the portfolio optimization process

K. Liagkouras, K. Metaxiotis, G. Tsihrintzis

Summary: More and more companies are being pressured by the public to disclose information about their performance on environmental, social and governance (ESG) issues. However, there have been very few studies on the optimal ways to construct socially responsible portfolios. This study fills this gap by introducing an algorithm that performs screening and optimization processes to build ESG compliant portfolios. The study finds that investors who prioritize environmental and social impact may have to sacrifice some welfare to select asset combinations with subordinate returns and risks compared to other available investment opportunities.

ANNALS OF OPERATIONS RESEARCH (2022)

Article Computer Science, Artificial Intelligence

An Experimental Analysis of a New Interval-Based Mutation Operator

K. Liagkouras, K. Metaxiotis

INTERNATIONAL JOURNAL OF COMPUTATIONAL INTELLIGENCE AND APPLICATIONS (2015)

Proceedings Paper Engineering, Electrical & Electronic

A Fitness Guided Mutation Operator for improved performance of MOEAs

K. Metaxiotis, K. Liagkouras

2013 IEEE 20TH INTERNATIONAL CONFERENCE ON ELECTRONICS, CIRCUITS, AND SYSTEMS (ICECS) (2013)

No Data Available