Learning to Optimize: Reference Vector Reinforcement Learning Adaption to Constrained Many-Objective Optimization of Industrial Copper Burdening System
针对分解算法参考向量难以自适应的问题，提出一种参考向量强化学习方法，通过环境反馈学习最优动作，并用于工业铜配料优化，实验验证了其有效性。
The performance of decomposition-based algorithms is sensitive to the Pareto front shapes since their reference vectors preset in advance are not always adaptable to various problem characteristics with no a priori knowledge. For this issue, this article proposes an adaptive reference vector reinforcement learning (RVRL) approach to decomposition-based algorithms for industrial copper burdening optimization. The proposed approach involves two main operations, that is: 1) a reinforcement learning (RL) operation and 2) a reference point sampling operation. Given the fact that the states of reference vectors interact with the landscape environment (quite often), the RL operation treats the reference vector adaption process as an RL task, where each reference vector learns from the environmental feedback and selects optimal actions for gradually fitting the problem characteristics. Accordingly, the reference point sampling operation uses estimation-of-distribution learning models to sample new reference points. Finally, the resultant algorithm is applied to handle the proposed industrial copper burdening problem. For this problem, an adaptive penalty function and a soft constraint-based relaxing approach are used to handle complex constraints. Experimental results on both benchmark problems and real-world instances verify the competitiveness and effectiveness of the proposed algorithm.