The development of a multi-objective Tabu Search algorithm for continuous optimisation problems

While there have been many adaptations of some of the more popular meta-heuristics for continuous multi-objective optimisation problems, Tabu Search has received relatively little attention, despite its suitability and effectiveness on a number of real-world design optimisation problems. In this pap...

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Bibliographic Details
Published in:European journal of operational research 2008-03, Vol.185 (3), p.1192-1212
Main Authors: Jaeggi, D.M., Parks, G.T., Kipouros, T., Clarkson, P.J.
Format: Article
Language:English
Subjects:
Algorithms
Design optimization
Genetic algorithms
Global optimisation
Heuristic
Meta-heuristics
Multiple criteria analysis
Optimization algorithms
Parameter identification
Studies
Tabu Search
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Summary:While there have been many adaptations of some of the more popular meta-heuristics for continuous multi-objective optimisation problems, Tabu Search has received relatively little attention, despite its suitability and effectiveness on a number of real-world design optimisation problems. In this paper we present an adaptation of a single-objective Tabu Search algorithm for multiple objectives. Further, inspired by path relinking strategies common in discrete optimisation problems, we enhance our algorithm to allow it to handle problems with large numbers of design variables. This is achieved by a novel parameter selection strategy that, unlike a full parametric analysis, avoids the use of objective function evaluations, thus keeping the overall computational cost of the procedure to a minimum. We assess the performance of our two Tabu Search variants on a range of standard test functions and compare it to a leading multi-objective Genetic Algorithm, NSGA-II. The path relinking-inspired parameter selection scheme gives a clear performance improvement over the basic multi-objective Tabu Search adaptation and both variants perform comparably with the NSGA-II.
ISSN:0377-2217
1872-6860
DOI:10.1016/j.ejor.2006.06.048