A Multi-objective Time-Linkage Approach for Dynamic Optimization Problems with Previous-Solution Displacement Restriction

Abstract

Dynamic optimization problems (DOPs) are problems that change over time and many real-world problems are classified as DOPs. However, most of investigations in this domain are focused on tracking moving optima (TMO) without considering any other objectives which creates a gap between real-world problems and academic research in this area. One of the important optimization objectives in many real-world problems is previous-solution displacement restriction (PSDR) in which successive solutions should not be much different. PSDRs can be categorized as a multi-objective problem in which the first objective is optimality and the second one is minimizing the displacement of consecutive solutions which also can represents switching cost. Moreover, PSDRs are counted as dynamic time-linkage problems (DTPs) because the current chosen solution by the optimizer will change the next search space. In this paper, we propose a new hybrid method based on particle swarm optimization (PSO) for PSDRs based on their characteristics. The experiments are done on moving peaks benchmark (MPB) and the performance of the proposed algorithm alongside two comparison ones are investigated on it.