Combining kernelised autoencoding and centroid prediction for dynamic multi‐objective optimisation

Evolutionary algorithms face significant challenges when dealing with dynamic multi‐objective optimisation because Pareto optimal solutions and/or Pareto optimal fronts change. The authors propose a unified paradigm, which combines the kernelised autoncoding evolutionary search and the centroid‐based prediction (denoted by KAEP), for solving dynamic multi‐objective optimisation problems (DMOPs). Specifically, whenever a change is detected, KAEP reacts effectively to it by generating two subpopulations. The first subpopulation is generated by a simple centroid‐based prediction strategy. For the second initial subpopulation, the kernel autoencoder is derived to predict the moving of the Pareto‐optimal solutions based on the historical elite solutions. In this way, an initial population is predicted by the proposed combination strategies with good convergence and diversity, which can be effective for solving DMOPs. The performance of the proposed method is compared with five state‐of‐the‐art algorithms on a number of complex benchmark problems. Empirical results fully demonstrate the superiority of the proposed method on most test instances.