Traditional robust multi-objective optimization methods typically prioritize convergence while treating robustness as a secondary consideration. This approach can yield solutions that are not genuinely robust optimal under noise-affected scenarios. Furthermore, compared to population-based search methods, determining the robust optimal solution by evaluating the robustness of a single convergence-optimal solution is also inefficient. To address these two limitations,we propose a novel Uncertainty-related Pareto Front (UPF) framework that balances robustness and convergence as equal priorities. Unlike traditional Pareto Front, the UPF explicitly accounts for decision variable with noise perturbation by quantifying their effects on both convergence guarantees and robustness preservation equally within a theoretically grounded and general framework. Building upon UPF, we propose RMOEA-UPF--a population-based search robust multi-objective optimization algorithm. This method enables efficient search optimization by calculating and optimizing the UPF during the evolutionary process.Experiments on nine benchmark problems and a real-world application demonstrate that RMOEA-UPF consistently delivers high-quality results. Our method's consistent top-ranking performance indicates a more general and reliable approach for solving complex, uncertain multi-objective optimization problems. Code is available at: https://github.com/WenxiangJiang-me/RMOEA-UPF.
翻译:传统的鲁棒多目标优化方法通常优先考虑收敛性,而将鲁棒性作为次要考量。这种方法在受噪声影响的场景下可能产生并非真正鲁棒最优的解。此外,与基于群体的搜索方法相比,通过评估单个收敛最优解的鲁棒性来确定鲁棒最优解效率较低。为应对这两个局限性,我们提出了一种新颖的不确定性相关帕累托前沿框架,该框架将鲁棒性与收敛性置于同等优先地位。与传统帕累托前沿不同,UPF在一个理论坚实且通用的框架内,通过量化噪声扰动对决策变量的影响,将其对收敛保证和鲁棒性保持的作用进行同等考量,从而明确处理带有噪声扰动的决策变量。基于UPF,我们提出了RMOEA-UPF——一种基于群体搜索的鲁棒多目标优化算法。该方法通过在进化过程中计算并优化UPF,实现了高效的搜索优化。在九个基准问题和一个实际应用上的实验表明,RMOEA-UPF能够持续提供高质量的结果。我们方法持续领先的性能表明,其为解决复杂、不确定的多目标优化问题提供了一种更通用、更可靠的途径。代码发布于:https://github.com/WenxiangJiang-me/RMOEA-UPF。