Steinhoff, Vera
Multiobjectivization of Local Search: Single-Objective Optimization Benefits From Multi-Objective Gradient Descent
Steinhoff, Vera, Kerschke, Pascal, Aspar, Pelin, Trautmann, Heike, Grimme, Christian
Multimodality is one of the biggest difficulties for optimization as local optima are often preventing algorithms from making progress. This does not only challenge local strategies that can get stuck. It also hinders meta-heuristics like evolutionary algorithms in convergence to the global optimum. In this paper we present a new concept of gradient descent, which is able to escape local traps. It relies on multiobjectivization of the original problem and applies the recently proposed and here slightly modified multi-objective local search mechanism MOGSA. We use a sophisticated visualization technique for multi-objective problems to prove the working principle of our idea. As such, this work highlights the transfer of new insights from the multi-objective to the single-objective domain and provides first visual evidence that multiobjectivization can link single-objective local optima in multimodal landscapes.
Empirical Study on the Benefits of Multiobjectivization for Solving Single-Objective Problems
Steinhoff, Vera, Kerschke, Pascal, Grimme, Christian
Whether it is in the field of production, logistics, in medicine or biology; everywhere the global optimal solution or the set of global optimal solutions is sought. However, most real-world problems are of nonlinear nature and naturally multimodal which poses severe problems to global optimization. Multimodality, the existence of multiple (local) optima, is regarded as one of the biggest challenges for continuous single-objective problems [23]. A lot of algorithms get stuck searching for the global optimum or are requiring many function evaluations to escape local optima. One of the most popular strategies for dealing with multimodal problems are population-based methods like evolutionary algorithms due to their global search abilities [2]. In this paper we will examine another approach of coping with local traps, namely multiobjectivization. By transforming a single-objective into a multi-objective problem, we aim at exploiting the properties of multi-objective landscapes. So far, the characteristics of single-objective optimization problems have often been directly transferred to the multiobjective domain.