Handling many-objective optimisation problems with R2 indicator and decomposition-based particle swarm optimiser

An R2 indicator-based multi-objective particle swarm optimiser (R2-MOPSO) can obtain well-convergence and well-distributed solutions while solving two and three objectives optimisation problems. However, R2-MOPSO faces difficulty to tackle many-objective optimisation problems because balancing convergence and diversity is a key issue in high-dimensional objective space. In order to address this issue, this paper proposes a novel algorithm, named R2-MaPSO, which combines the R2 indicator and decomposition-based archiving pruning strategy into particle swarm optimiser for many-objective optimisation problems. The innovations of the proposed algorithm mainly contains three crucial factors: (1) A bi-level archiving maintenance approach based on the R2 indicator and objective space decomposition strategy is designed to balance convergence and diversity. (2) The global-best leader selection is based on the R2 indicator and the personal-best leader selection is based on the Pareto dominance. Meanwhile, the objective space decomposition leader selection adopts the feedback information from the bi-level archive. (3) A new velocity updated method is modified to enhance the exploration and exploitation ability. In addition, an elitist learning strategy and a smart Gaussian learning strategy are embedded into R2-MaPSO to help the algorithm jump out of the local optimal front. The performance of the proposed algorithm is validated and compared with some algorithms on a number of unconstraint benchmark problems, i.e. DTLZ1-DTLZ4, WFG test suites from 3 to 15 objectives. Experimental results have demonstrated a better performance of the proposed algorithm compared with several multi-objective particle swarm optimisers and multi-objective evolutionary algorithms for many-objective optimisation problems.