Evolutionary Intelligence (2019) 12:253–272

https://doi.org/10.1007/s12065-019-00222-9

RESEARCH PAPER

A gradual weight‑based ant colony approach for solving

the multiobjective multidimensional knapsack problem
Imen Ben Mansour1 · Ines Alaya1 · Moncef Tagina1

Received: 9 May 2018 / Revised: 14 December 2018 / Accepted: 6 March 2019 / Published online: 25 March 2019
© Springer-Verlag GmbH Germany, part of Springer Nature 2019

Abstract
The multiobjective multidimensional knapsack problem (MOMKP) is an extension of the multiobjective knapsack problem
that consists in selecting a subset of items in order to maximize m objective functions. The MOMKP creates an additional
difficulty than the monodimensional version caused by the fact of respecting more than one constraint simultaneously. In
this paper, we propose to solve the MOMKP with an ant colony optimization approach based on a gradual weight generation
method, named Gw-ACO. Here, the weight vectors are gradually distributed in the objective space and change relatively to
the optimization process. This enables ants to target, at each cycle, different regions in order to try to achieve almost all solu-
tions covering the Pareto front. To evaluate the suggested Gw-ACO approach, a set of experiments is performed on MOMKP
benchmark instances and compared with well-known state-of-the-art metaheuristic approaches. The obtained experimental
results show that Gw-ACO is significantly better and able to achieve a well distribution all over the Pareto-optimal front.

Keywords Ant colony optimization · Multiobjective multidimensional knapsack problem · Weight-based method · Weight
vector generation method

1 Introduction To solve KP variants, several approaches based on

Nature-inspired metaheuristics are widely used to solve NP-
hard problems [1–5], since the exact methods require high
implementation time. The multiobjective multidimensional
knapsack problem (MOMKP) is a variant of the knapsack
problem (KP). The MOMKP is one of the hardest multiob-
jective combinatorial optimization problems (MOP) [6]. It
modelizes many real world problems such as resource allo-
cation [7] and budget allocation [8]. Moreover, MOMKP
can be modeled as a subproblem of other problems, such
as the flight crew choice [9]. The main goal of this problem
is to choose a subset of items in order to optimize several
objectives while not exceeding a set of capacity constraints.
* Imen Ben Mansour
imen.benmansour@ensi‑uma.tn
Ines Alaya
ines.alaya@ensi‑uma.tn
Moncef Tagina
moncef.tagina@ensi‑uma.tn
1
ENSI‑COSMOS, University of Manouba, 2010 Manouba,
Tunisia
metaheuristics were proposed in the literature. Zitzler et al.
[10] introduced the well-known SPEA2 which is an elit-
ist algorithm, based on a ranking dominance procedure
to solve the MOMKP. In [11], the NSGA-II is proposed,
another well-known multiobjective evolutionary algorithm
that uses also an elitist approach and a different ranking
dominance procedure for the same problem variant. A
memetic algorithm was described in [12], integrating tabu
search called MEMOTS. To select parents located in region
of minimal density for recombination, the algorithm uses a
dynamic hyper grid in the objective space, for the offspring
a tabu search method was applied. In [13], a guided local
search algorithm was developed named GPLS, this method
combines a Pareto local search algorithm with a guided
local search method based on penalization and applied to
MOMKP.
The ant colony optimization (ACO) and its multiobjective
version have shown their efficiency in many optimization
problems [14–17], it has been as well successfully applied
to the different variants of KP. In [18], a hybrid monobjec-
tive ant colony optimization was proposed (MMACS) to
solve the Strongly Correlated Knapsack Problem (SCKP).
The method integrates an Ant Colony System component

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into Max–Min Ant System metaheuristic by modifying its
functionality. MMACS uses a proposed 2-opt algorithm to
improve the best solutions found by ants. In [19], the authors
define a monobjective ant colony optimization method
with several start strategies for the monobjective multi-
dimensional Knapsack problem. The proposed approach
employs different start strategies when an ant chose first
node, from which to start to create a solution. The author
in [20] presents an ant colony system based heuristic for
the multidimensional 0–1 knapsack problem. The approach
was adapted to the mono and multiobjective variants of
KP. In [21], a generic multiobjective ACO algorithm called
m-ACO, is proposed and instantiated with four variants. This
algorithm is parameterized by the number of ant colonies
and the number of the pheromone structures. In [22], an
ACO algorithm named IBACO was introduced. The IBACO
algorithm employs binary indicators. It uses hypervolume
and epsilon indicators to guide the artificial ants to find the
best solutions by laying pheromone trails relatively to the
indicator values.
The above mentioned approaches assume that, during the
optimization phase, the relative importance of every objec-
tive function in the Pareto front is generally equal. This
may place the exploration of distributed solutions cover-
ing the Pareto-optimal front in question. To solve this prob-
lem one may force ants to search in different regions of the
Pareto front using weight vectors. Based on the ant colony
metaheuristic and inspired by the weight-based methods, we
propose in this paper Gw-ACO. In this proposed algorithm,
the relative importance of every objective is weighted dif-
ferently during the search, the ant colony is orientated to
look in different regions of the non-dominated front thanks
to a proposed Gradual weight generation method, called Gw.
This method generates a set of weight vectors, gradually
distributed in the first orthant of the objective space and
changes according to the optimization process. Our motiva-
tions for using a weighted ACO are to promote diversity of
the search space and to speed up the convergence of ants
towards the Pareto-optimal set. Ants explore new areas in a
cooperative way and try to approximate a part of the Pareto
front at each generation. Furthermore, we use, in our study,
a random weight-based variant of the proposed ACO algo-
rithm in order to investigate the impact of the weight vector
generation method and the exploration strategy.
The weight vector generation is the first step in decom-
position/aggregation based approaches. These weights rep-
resent search directions in the objective space on a decom-
position context or a weighted aggregation of the different
objectives. Those approaches have been widely studied in
the literature, adopting the idea of the weight vector vari-
ation during the optimization process: in [23] authors pro-
posed a multiobjective simulated annealing method based on
scalarizing function for the multiobjective knapsack problem
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Evolutionary Intelligence (2019) 12:253–272
called MOSA. A set of weights is uniformly generated and
assigned to each solution in order to find a good approxi-
mation of the Pareto front. Paquete and Stützle [24] intro-
duced TPLS, a Two-Phase Local Search method, to solve
the biobjective quadratic assignment problem. The idea of
TPLS is to collect several local optima to a sequence of
scalarizations of the objective function vector. Each solu-
tion returned for one scalarization, using one weight vector,
serves as the starting solution of the local search for the
next scalarization in the sequence. More recently, in [25] a
multiobjective evolutionary algorithm based on decomposi-
tion, named MOEA/D, was presented. MOEA/D employs
weighted aggregation approaches where the multiobjective
problem is decomposed into a number of single objective
optimization subproblems. In MOEA/D the neighborhood
relations among the subproblems are based on the distances
among their aggregation weight vectors. In [26], authors
proposed the two-Phase Pareto Local Search (2PPLS). As
indicated by its name, 2PPLS is composed of two phases. In
the first phase, an initial population of potentially efficient
solutions is produced, then as a second phase the Pareto-
based local search (PLS) [27, 28] is applied to this popula-
tion. 2PPLS uses a very-large scale neighborhood (VLSN)
[29], based on uniformly distributed weight vectors to define
the neighborhood function.
Several proposed MOACO approaches deal with design-
ing weight-based methods. Iredi et al. proposed in [30]
the BicriterionAnt algorithm, which is probably the first
MOACO algorithm using the weighted objectives method to
guide ants to search in different regions of the Pareto front.
In this algorithm, the weight vectors are defining according
to the ants of the colony. Different ant groups target differ-
ent points on the non-dominated front and try to approxi-
mate the Pareto set in each cycle. In [31], the Crowding
Population-based ACO algorithm (CPACO) was defined.
The algorithm uses a random weight generation method to
determine weightings for each objective. It assigns each ant a
unique weight vector to explore the search space. In [32], an
ant colony optimization approach based on decomposition
method called MOEA/D-ACO is introduced. It convert a
multi-objective problem into a set of single objective prob-
lems by means of uniformly distributed weight vectors. In
this approach, each ant targets a particular point in the Pareto
front and each group of ants tries to approximate a particular
part of the Pareto front. MOEA/D-ACO uses neighborhood
that enables collaboration between groups and between the
members of the same group.
The main contributions of this paper could be summa-
rized as follows. The first contribution is the weight vec-
tor generation method Gw, hence the setting of the search
directions and their distribution on the Pareto front. This
method aims to maintain diversity of the population. The
second is its application to ACO by defining the exploration
Evolutionary Intelligence (2019) 12:253–272
strategy adopted by ants, i.e. the ants’ decision mechanism
and the pheromone update rules. Indeed, the major differ-
ences between the proposed Gw-ACO approach, the Bic-
riterionAnt, CPACO and MOEA/D-ACO lie on these two
aspects: the Gw method and the exploration strategy. In Bic-
riterionAnt, CPACO and MOEA/D-ACO the weights are
generated according to ants, the Pareto front is decomposed
into the number of ants. During the same generation, each
ant targets one particular point in the Pareto front. While in
Gw-ACO, weights change with the optimization process.
They are generated gradually according to each generation,
the Pareto front is divided under the maximum number of
generations, each weight vector is assigned to one generation
and all ants target the same direction during this generation.
The remaining of the paper is organized as follows. In
Sect. 2, we define briefly the multiobjective optimization
problems, we formulate the studied problem and we present
the multiobjective ant colony optimization. In Sect. 3, we
detail the proposed approach Gw-ACO and we define its
different functions. The parameters of the algorithm are set,
the experimental studies and comparisons are provided in
Sect. 4. Finally, we end the paper in Sect. 5 by conclusion
and our future works.
2 Preliminaries
2.1 Multiobjective optimization problem
The purpose of a multiobjective optimization problem
(MOP) is to optimize a vector F of m objective functions
simultaneously. More formally, a MOP can be defined as
follows:
{ metaheuristic is inspired from the behavior of real ants,
max f (x) = (f1 (x), … , fm (x))
(MOP) =
s.t. x ∈ X (1)
Without loss of generality, we assume that the m ≥ 2 objec-
tive functions have to be maximized. Let X denote the set
of solutions in decision space, and x = ( x1,..., xn ) ∈ X is a
vector representing the decision variables. For each solution
x ∈ X is assigned one objective vector z ∈ Z on the basis
of a vector function f ∶ X ⟶ Z such as z = ( z1,...,zm ) =
f (x) = (f1 (x), … , fm (x)), where Z = f (X) represents the set
of feasible points of the objective space. To evaluate the
quality of a solution in a MOP, we define the following order
relations:
• A decision vector x ∈ X is said to dominate another deci-
sion vector x� ∈ X , noted x ≻ x′ , iff ∀ i ∈ {1, … , m}, fi(x)
≥ fi (x� ) and ∃ j ∈ {1, … , m}, fj(x) > fj (x� )(.
• x ∈ X is Pareto-optimal or non-dominated, iff there is not
any solution that dominates it; iff ∀x� ∈ Xx�, ⊁ x.
255
The goal of a MOP is to find the set of all non-dominated
solutions called Pareto set. When using a metaheuristic
approach, the goal is to find a Pareto set approximation.
2.2 MOMKP formulation
The multiobjective multidimensional knapsack problem
could be formulated as follows:
∑
n
Maximize pkj xj k = 1, … , m (2)
j=1
∑
n
Subject to wij xj ≤ bi i = 1, … , q
j=1 (3)
xj ∈ {0, 1} j = 1, … , n
where n is the number of items, for each item Ij is assigned
a decision variable xj equal to 1 if the item is selected, 0
otherwise. Each item Ij has a profit pkj relatively to the objec-
tive k and a weight wij relatively to the resource i. The aim of
the problem is to select a subset of items in order to maxi-
mize m objective functions while not exceeding q resource
constraints. bi is the total quantity available for the resource
i.
In this paper, the considered instances assume that the
number of objective functions is equal to the number of
resources (m = q).
2.3 Multiobjective ant colony optimization
The ant colony optimization (ACO) has been success-
fully applied to many optimization problems [33, 34]. This
where ants move from their nest to a food source using the
shortest path. To find this path, ants follow a chemical sub-
stance called pheromone laid by other ants.
The first ACO algorithm: Ant System for the trave-
ling salesmen problem, was proposed by Dorigo [35]. In
the algorithm, an artificial ant starts with a random solu-
tion component, then adds iteratively solution components
regarding to a probability transition depending on phero-
mone trails in the solution component accumulated previ-
ously by the colony, and a heuristic information that gives an
idea about the quality of the solution component.
These two factors, pheromone trails and heuristic infor-
mation are weighted with two parameters that specify their
relative influence in the probability transition. After all
ants have constructed their solutions, the pheromone trails
are updated. To prevent unlimited accumulation of phero-
mone, the pheromone trails decrease by applying evapora-
tion ratio. The pheromone trails reflect the desirability to
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visit a search area. In the monobjective case, these trails are
defined according to the function to optimize. In the multi-
objective case, we can consider two strategies. A first one is
to consider a single pheromone trail as used in [14, 22, 31,
36–38] in this case, the pheromone trails are defined as an
aggregation of the objectives to optimize. The second one is
to consider several pheromone trails as in [39–43], usually in
this case the researchers use several colonies where each one
uses its own pheromone trail. To construct their solutions,
ants use probability transition which is defined according
to the pheromone factor and heuristic factor. In the multi-
objective case, the pheromone factor is frequently defined
relatively to the considered strategy of the pheromone trails.
The heuristic factor is defined, as for the pheromone trails,
according to two strategies. Either an aggregation of differ-
ent objectives in one heuristic information or associating for
each objective a heuristic information.
In this paper, to generate new solutions, ants in Gw-ACO
share a single pheromone structure which contains the
amount of pheromone previously deposited by other ants
in every direction. The purpose of this search strategy is
to allow a significant number of ants to explore the same
region. So, at each cycle of the algorithm, every generation
of ants tries to approximate a particular part of the Pareto
front. As a first step, the pheromone trails are initialized to
an initial amount then, in a second step, the set 𝛬 contain-
ing all weight vectors of size L is generated according to the
Gw method. At each cycle (generation) all ants select one
search direction according to the generation index from the
𝛬 set. Each ant builds its solution according to a probabilistic
function. Then, the archive is updated with the non-domi-
nated solutions found during the current generation and the
pheromone trails of the archive member are updated with an
amount of pheromone. The algorithm stops iterating when
a maximum number of generations gmax is attained and the
non-dominated set of all the generations of the algorithm
is returned. More formally, Gw-ACO can be described in
Algorithm 1. The details of the Gw method, solution con-
struction and pheromone update steps are provided in the
following subsections.

Algorithm 1 Gw-ACO algorithm

Input: N bants (number of ants)
gmax (maximum number of generations)
m (number of objectives)
Output: P (Pareto approximation set)
Step 1 - initialization: Initialize the pheromone trails τinit ← 1 and g ← 0
Step 2 - weight vector generation: Generate the weight vectors set Λ of size L
according to Gw method
Step 3 - main loop: While g < gmax do:
1) Archive initialization: A ← ∅
2) Weight vector selection: Select weight vector λ(g)=(λ1 (g),...,λm (g)) ∈ Λ
3) Solutions construction: For h from 1 to N bants: Ant h constructs a solution Sh
with probability pSh (Ij ) defined in Eq.(8)
4) Archive update: If no solution in A  Sh add Sh to A and remove from A all
solutions dominated by Sh
5) Pheromone update: Update pheromone trails for each member of A with τ (Ij )
defined in Eq.(11)
6) Pareto approximation set update: P ← non-dominated solutions of P ∪ A
7) Generation index incrementation: g ← g + 1
Step 4 - Termination: Return the Pareto approximation set P

on the selected items. Whereas, for each objective is associ-
ated one heuristic information matrix.
3 The proposed gradual weight‑based ant
colony optimization approach
3.1 Algorithm description
3.2 Weight vector generation methods
The weight vector generation is a crucial step in our proposed
approach. Like any weight-based method, the efficiency of the
suggested Gw-ACO approach depends strongly on the gen-
erated weight vectors. In this section, first, we describe the
proposed gradual weight generation method Gw. Then, we
present a random weight generation method which will be part
of our experimental study.

In Gw-ACO ants use weights to search in different regions

of the Pareto front, they perform a strongly intensified search

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Evolutionary Intelligence (2019) 12:253–272 257

3.2.1 Gradual weight generation method

In Gw-ACO, ants try to reach different Pareto-optimal points

by appropriately varying the search directions in the objective
space. For this purpose, all ants search in the same direction
at the same time. They change this direction generation by
generation during the search process which allow them, first,
to explore new search areas by trying to reach any point on the
Pareto front, second to exploit almost all possible directions by
carrying out a strong intensified search.
To specify these search directions, we propose the Gw
method which generate a set of weight vectors, located in a
surface in the first orthant of the objective space and gradually
distributed in [0,1].
Let 𝜆(g) = (𝜆1 (g), … , 𝜆m (g)) be a weight vector, such that
∑m
𝜆 (g) ≥ 0 for all k = 1, … , m and k=1 𝜆k (g) = 1. For the bi-
k
Fig. 1  The weights change within 200 generations and FQ set to 800
objective case (m = 2), the weights are calculated as follow:
[( ) ( )]
4×g×e 2×𝜋×g
(4) the last generation. Figure 1 shows 𝜆1 (g) and 𝜆2 (g) values
1
𝜆 (g) = ln + cos
FQ FQ
change within 200 generations during the evolution process.
By setting the maximum number of generations larger than
𝜆2 (g) =1.0 − 𝜆1 (g) (5) the number of generated weight vectors, gmax > L, the Pareto
where g is the generation index and FQ is the weight change front is explored again using the same weight vectors. For
frequency. The variation of 𝜆(g) in [0,1] is adjusted by the clarity, taking a bi-objective problem as an example, if gmax
relative value of FQ which is has to be tuned to achieve is set to 400 and L = 200 , 𝜆 will change from 𝜆 = (0, 1) to
optimal performance. That is to say that, FQ should not be 𝜆 = (1, 0) two times.
too high so that the weight vector can move slowly from The extension of Gw method in Eqs. (4) and (5) to
one point to another trying to explore almost all regions. In optimize problems with more than two objectives is theo-
(m−1)
addition, FQ allows to set the size of 𝛬, where L = FQ 4
. retically straightforwardly. For example, if there are three
For instance, if FQ is set to 800 with m = 2, 200 weight vec- objectives, Gw proceeds as shown in algorithm 2. If there
tors are generated ( L = 200). In fact, in the first generation, are m objectives, Gw holds m − 1 loops for and is easily
𝜆1 (g) and 𝜆2 (g) are set respectively to 0 and 1. These values extended as done with three objectives. Gw is executed
change gradually from generation to generation by increas- offline and only once before the main loop of Gw-ACO as
ing 𝜆1 and decreasing 𝜆2 until 𝜆1 (g) get 1 and 𝜆2 (g) get 0 at shown in Algorithm 1.

Algorithm 2 Gradual weight generation method: Gw

Input: F Q (the frequency change)
L (the number of weight vectors to be generated)
Output: Λ (the weight vectors set)
Λ←∅
1
 
For i from0 to L m−1 do:
 
λ1 = ln 4∗i∗e
FQ
+ cos 2∗π∗i
FQ
1
 
For j from 0 to L 
m−1 do:
λ2 = (1 − λ1 ) ln 4∗j∗e + cos 2∗π∗j
  
FQ FQ
λ3 = 1 − λ1 − λ2
Λ ← Λ ∪ {λ}
end for
end for

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258 Evolutionary Intelligence (2019) 12:253–272

The idea behind the Gw method is simple and well estab- optimization CPACO [31], adopt a random weight genera-
lished. For a clear explanation, let us consider the bi-objective tion method (Rw) which distributed the weights uniformly
case. In the first stage, 𝜆1 is generated based on the natural among the ants in the population. In other words, a weight
logarithm function ln(x), this choice was guided by the fact vector generated by a random function is assigned to each
that ln(x) is a continuous and a strictly increasing function in ant in the population when constructing its solution. In order
]0; +∞[. As it is well-known ln(1) = 0 and ln(e) = 1, the to study the efficiency of the Gw method, we will apply the
weights in the proposed Gw method are generated with respect Rw method as a variant of our proposed ACO approach and
to these two proprieties. In fact, the principal role of the param- we compare it thereafter to the Gw method. If there are two
eters in Eq. (4) is to define the weights in [0,1] and to smoothly objectives, the random weights are generated as follow:
change these weights in this same range. Equation (4) could
be divided in two main parts. Let ( 4×g×e ) be the first part
𝜆1h (g) =random[0, 1] (6)
FQ
denoted as p and cos( 2×𝜋×g
FQ
) is the second part denoted as p′, 𝜆2h (g) =1.0 − 𝜆1h (7)
where: where h = 1, … , Nbants is the ant index and random[0, 1] is
⎧ 0 if g = 0 a random function generates a uniformly distributed number
⎪ between 0 and 1. To calculate m weights for Nbants ants in
p = ⎨ e if g = FQ 4 the population, the Rw proceeds as in algorithm 3.
⎪ [0, 1] otherwise
⎩

Algorithm 3 Random weight generation method: Rw

Input: m (number of objectives)
N bants (maximum number of ants)
Output: Λ (weight vectors set)
For h from 1 to N bants do:
For k from 1 to m − 1 do:
choose randomly a number Wk in [0, 1]
end for
sort W in ascending order, such that: W1 ≤ · · · ≤ Wm−1
λ1 ← W1
For k from 2 to m − 1 do:
λk = Wk − Wk−1
end for
λm = 1 − Wm−1
Ant h ← λh = (λ1h , ..., λm
h )
end for

and As previously mentioned, in Rw the weights are uni-

⎧ 1 if g = 0
⎪
p� = ⎨ 0 if g = FQ 4
⎪ [0, 1] otherwise
⎩
In such way, p slowly grows from 0 to e and p′ slowly
approaches 0 from 1 as g increases in the range from 0 to FQ4
. the exploration strategy. Figure 2 illustrates these two main
In the second stage, 𝜆2 is defined as the rest of 1−𝜆1. There-
fore, a set of weight vectors is generated in [0,1] adjusted
according to the frequency FQ. With small modification in
Gw (e.g. parameter g) it is also possible to explore a spe-
cific regions of the decision space defined by a preference
directions.
3.2.2 Random weight generation method
Some multiobjective weighted ACO approaches from the
literature, such as Crowding population-based ant colony
formly distributed among the ants since these weights are
randomly regenerated in every generation. While in Gw the
weights are distributed among the generations, they change
gradually from one generation to another through the search
process. All ants use the same weight vector during one
generation. Therefore, these two weight generation meth-
ods differ not only in the weights generation, but also in
differences between Rw and Gw.
3.3 Solution construction step
Let us consider that ants construct their solutions within a con-
struction graph G = (V, E), a complete graph where the set of
vertices V represents the set of items and the set of edges E
represents the connection between the vertices V i.e. path and
where the pheromone trails are associated with vertices of this
graph. At each generation, each ant h constructs one feasible

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Evolutionary Intelligence (2019) 12:253–272 259

Fig. 2  Illustration of the two weight generation methods. a Gradual weight generation method Gw. b Random weight generation method Rw

solution, it stores the previously selected paths and prevents
that each vertex is selected more than once. Ant h starts by
choosing randomly an item/vertex, then add next items Ij to the
solution Sh among a set of feasible items Feas (candidate verti-
ces). The set Feas is updated by including items not yet added
and that do not violate any constraint. In order to guide ants in
importance of the heuristic information denoted by 𝜂Sh (Ij ).
The pheromone information measures the desirability of the
item Ij learned from the previous search and the heuristic
information measures its utility. More formally, The solution
construction step is described in Algorithm 4.

Algorithm 4 Solution construction procedure

Input: n (number of items)
Output: Sh (solution of ant h)
choose randomly a first item I1 in [0, 1]
Sh ← {I1 }
Initialize(F eas)
while F eas is not empty do
Choose item Ij relatively to pSh (Ij )
Sh ← Sh ∪ {Ij }
U pdate(F eas)
end while

different directions of the Pareto front when constructing their Gw-ACO assigns to each objective a weighted heuristic
solutions, ants weight the relative influence of the m objectives information matrix, allowing to ants to explore almost all
differently, using the weights created by the Gw method. To possible directions while sharing the same pheromone trails.
choose the next item to add to the solution Sh from the feasible The heuristic information was inspired from [44]. It cor-
set Feas, a probability pSh is applied, that is defined as follows: responds to the pseudo-utility factor of the k-th objective and
is set as follows:
∏m 𝛽𝜆 k
[𝜏Sh (Ij )]𝛼 ⋅ k=1
[𝜂Sh (Ij )k ]
pSh (Ij ) = (8) pkj
∑ 𝛼 ∏m k 𝛽𝜆
k
𝜂Sh (Ij ) = (9)
[𝜏Sh (Il )] ⋅ k=1
[𝜂Sh (Il ) ] RSh (Ij )
Il ∈Feas

where 𝛼 determines the relative importance of the phero- where pkj is the profit of the item Ij relatively to the k-th
mone information denoted by 𝜏Sh (Ij ), and 𝛽 is the relative objective and RSh (Ij ) is the ratio which measures the

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260 Evolutionary Intelligence (2019) 12:253–272

tightness of the item Ij on all the constraints i ∈ 1 … q rela-
tively to the constructed solution Sh which is defined as
follows:
∑
q wij
RSh (Ij ) = (10)
i=1
dSh (i)
∑ 45]. IBACO, an indicator-based ACO that was successfully
with dSh (i) = bi − t∈Sh rit representing the remaining quan-
tity of the resource i when the ant h has constructed its solu-
tion Sh.
3.4 Pheromone update step
In Gw-ACO, the pheromone trails are laid on the vertices
of the construction graph (i.e. items). In order to exploit
the most promising parts, ants that are allowed to update
the pheromone trails are only those that have found non-
dominated solutions during the actual cycle. To give every
generation of ants the same influence in a particular part of
the Pareto front, ants that are authorized to update, lay the
same amount of pheromone.
Once all ants have constructed their solutions, first, all
amounts of pheromone are decreased in order to simulate
evaporation by multiplying the quantity of pheromone lay-
ing on each vertex of the construction graph by a pheromone
persistence rate (1 − 𝜌), with 0 ≤ 𝜌 ≤ 1. Then, a quantity
of pheromone 𝛥𝜏(Ij ), equal to the current archive set size
|A|, is laid on the non-dominated solutions SND of the cycle.
More formally, the pheromone update step can be defined
as follows:
𝜏(Ij ) ← (1 − 𝜌) × 𝜏(Ij ) + 𝛥𝜏(Ij ) (11)
{ in Table 1. The chosen maximum number of generations is
|A| if Ij ∈ SND
𝛥𝜏(Ij ) =
0 otherwise
After each pheromone update step, the Pareto set P is
updated with the non-dominated solutions found by ants in
each search direction. In this way, the non-dominated solu-
tions of almost all search directions are stored in the set P.
As a second set of experiments, first, Gw-ACO is evalu-
ated against the state-of-the-art MOACO approaches: Bic-
riterionAnt, IBACO, m-ACO4 and MOEA/D-ACO. Bicri-
terionAnt is one of the best existing MOACO, which was
initially applied to the Single Machine Total Tardiness Prob-
lem (SMTTP) in [30] and was thereafter applied to several
bi-criteria Traveling Salesman Problem (TSP) instances [39,
applied to MOMKP in [22]. The best variant of the generic
ACO algorithm, m-ACO4 presented in [21] and MOEA/D-
ACO described in [32], which is one of the best MOACO
approaches suggested for MOMKP and TSP and is consid-
ered as reference approach. Finally, other than MOACO,
Gw-ACO is compared against two among the best state-of-
the-art multiobjective metaheuristics applied to MOMKP.
MOEA/D [25] a powerful multiobjective evolutionary
approach and 2PPLS, a two-Phase Pareto Local Search,
introduced in [26].
4.1 Test instances and parameter settings
The benchmark instances used for these experiments are
defined in [46] which are widely used in testing several
multi-objective heuristics. The experiments are based on
nine instances with 2, 3 and 4 objectives, in combination
with 250, 500 and 750 items. The used parameter settings
for Gw-ACO are adjusted experimentally and presented as
follow: we have set the number of ants to 20. The weight of
pheromone factor 𝛼 to 1 and the weight of heuristic factor
𝛽 to 10. The evaporation ratio 𝜌 is set to 0.02 and 𝜏init to 1.
The maximum number of generations gmax and the weight
change frequency FQ of Gw-ACO for all instances are given
justified by the fact that for every instance, the weight vector
changes twice from 0 to 1.
In order to get fair comparison, all algorithms have been
run and tested on the same machine and we have repro-
duced the same experiments in literature. The source codes
of the compared algorithms have been obtained either by
downloading them from the web sites or by asking them

4 Experimental study
Table 1  The setting of Instance gmax FQ
the maximum number of
In our experimentation, we aim to evaluate the efficiency of generations and the weight 2_250 400 800
the proposed algorithm Gw-ACO. To this end, we perform change frequency accorded to
2_500 400 800
two sets of experiments. In the first set, we study the influ- Gw-ACO for all instances
2_750 400 800
ence of the mainly parameter FQ of the Gw method, which
3_250 800 80
allows us to extract useful conclusions about this method.
3_500 800 80
Then, in order to evaluate both, the weight vector generation
3_750 800 80
method and the exploration strategy. We carry out a com-
4_250 1024 32
parative study between the proposed gradual weight genera-
4_500 1024 32
tion method Gw and the random weight generation method
4_750 1024 32
Rw, derived from the algorithm CPACO [31].

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Evolutionary Intelligence (2019) 12:253–272 261

Table 2  The number of Algorithms

constructed solutions
by Gw-ACO, Rw-ACO, Instance Gw-ACO Rw-ACO Bicriterion Ant IBACO m-ACO4 MOEA/ D-ACO MOEA/D 2PPLS
BicriterionAnt, IBACO,
m-ACO4, MOEA/D-ACO, 2_250 8000 8000 9600 8000 300,000 45,000 75,000 20,000
MOEA/D and 2PPLS for all 2_500 8000 8000 9600 8000 300,000 60,000 100,000 10,000
instances 2_750 8000 8000 9600 8000 300,000 75,000 125,000 10,000
3_250 16,000 16,000 – 16,000 300,000 105,300 175,500 –
3_500 16,000 16,000 – 16,000 300,000 105,300 175,500 –
3_750 16,000 16,000 – 16,000 300,000 105,300 175,500 –
4_250 20,480 20,480 – 20,480 300,000 136,500 227,500 –
4_500 20,480 20,480 – 20,480 300,000 136,500 227,500 –
4_750 20,480 20,480 – 20,480 300,000 136,500 227,500 –

personally to the different authors. The parameters of these
algorithms were set as recommended by their authors [21,
25, 26, 32].
For IBACO and BicriterionAnt algorithms, we always
allow an equal or a larger number of ants and maximum
number of generations in order to construct a number of
candidate solutions superior or equal to the solutions con-
structed by Gw-ACO for each instance. Table 2 gives the
number of constructed solution by each algorithm for each
instance. Since this is the first application of the Bicrite-
rionAnt algorithm to MOMKP, we propose to use for this
algorithm the same heuristic information and the same
pheromone update rule than Gw-ACO while respecting the
number of the pheromone and the heuristic information
matrices defined in the original BicriterionAnt algorithm
[30]. The rest of the parameters are tuned as suggested in
[22, 30]. Note that, as pointed out in [26], 2PPLS could not
solve instances with more than 2 objectives in a reasonable
time. Therefore, in the following, 2PPLS is only tested on
the bi-objective instances.
4.2 Performance metrics
In order to evaluate the efficiency of a proposed approach in
a multi-objective context, it is important to use performance
metrics that consider three aspects: minimal distance to the
Pareto-optimal front, the spread across the Pareto-optimal
front and a good distribution of the obtained solutions along
the Pareto front. In our experimental analysis, we use the
following performance metrics:
The hypervolume difference Let be PO∗ the set of non-
dominated solutions extracted from the union of all solu-
tions obtained from each algorithm and from the different
30 runs and Zref a reference point corresponding to the
worst value of each objective function in PO∗. To evaluate
a set Ai of solutions, we compute the difference between
Ai and PO∗ in terms of hypervolume [46]. The hypervol-
ume difference has to be as close as possible to zero to
prove the efficiency of the algorithm. In order to have a
good overview of the performance of each approach, the
average hypervolume difference for each approach and for
each instance is computed.
The summary attainment surface To compare the
approaches behaviors in a graphical way, we use the
summary attainment surface [47] which is defined by the
objective vectors that have been attained by at least one
approximation set of the tested algorithm. In the follow-
ing, we compare the median (50%) attainment surface of
the non-dominated solutions found for 30 runs of all the
compared algorithms.
Moreover, we use the non-parametric Mann–Whitney
statistical test described in [48]. In order to verify if the
difference between the tested algorithms is statistically
significant, the results of the hypervolume difference are
analyzed through the Mann–Whitney statistical test. We
reject the null-hypothesis, if the P-value is equal to the
lowest significance level. We said an algorithm A out-
performs an algorithm B if the P value obtained by the
Mann–Whitney statistical test is lower than the confi-
dence level which is set to 5%.
In [47–50] authors have shown that these metrics
are sufficient to measure the difference in performance
between algorithms. All the computational results were
obtained by the performance assessment software pack-
age PISA [48].
4.3 Experimental studies on Gw‑ACO
The Gw method is designed to enhance the quality of the
generated solutions in terms of diversification and intensifi-
cation. This first set of experiments mainly aims to study the
FQ sensitivity, the weight vector generation method and the
exploration strategy and their impact on these two aspects.
4.3.1 Influence of frequency
Gw-ACO uses the Gw method to guide ants during solu-
tion construction step in different directions of the objective

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262
Fig. 3  Illustration of the median
attainment surfaces obtained by
Gw-ACO with FQ = 800, 400
and 200 for 2_250 instance
Fig. 4  Illustration of the median
attainment surfaces obtained by
Gw-ACO with FQ = 800, 400
and 200 for 2_500 instance
space. This proposed method is parameterized by the fre-
quency FQ which allows to adjust the weight variations. In
order to investigate the effect of this parameter on the per-
formance of the proposed approach Gw-ACO we have set,
FQ to 200, 400 and 800 while keeping the same number of
constructed solutions of Gw-ACO given in Table 2. In fact,
the purpose of these experiments is to study the impact of
FQ not only on the convergence towards the optimal Pareto
front, but also on the diversification of the generated solu-
tions. To this end and to clearly visualize the difference
between the resulting Pareto fronts, only the bi-objective
instances are tested.
Analysis of the median attainment surface Figures 3, 4
and 5 show the distribution of the median attainment sur-
faces of the approximation sets for the 3 values of FQ for the
bi-objective instances 2_250, 2_500 and 2_750 respectively.
From Fig. 3, the difference between the 3 variants: Gw-ACO
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Evolutionary Intelligence (2019) 12:253–272
with FQ = 200, 400 and 800 can be visually detected. As
expected, the surfaces provided by Gw-ACO with FQ = 800
are more interesting than those provided with FQ = 200 and
FQ = 400 on all the tested instances. As it can be seen from
these figures, with FQ = 200, Gw-ACO does not converge
sufficiently and it did not give solutions at the extreme ends
of the Pareto front. With FQ = 400, the surfaces are better
than those provided by Gw-ACO with FQ = 200, Gw-ACO
gives a better distribution, but still not cover all the extreme
ends of the Pareto front especially with the 2_500 and 2_750
instances (see Figs. 4, 5). It is also clear that Gw-ACO with
FQ = 800 outperforms the other variants where solutions
obtained by Gw-ACO with FQ = 800 dominate an impor-
tant part of those found by Gw-ACO with FQ = 200 and
FQ = 400. These observations confirm our suggestion in
Sect. 3.2.1. The weight vector should change slowly from
one point to another. Indeed, the degradation in the quality
Evolutionary Intelligence (2019) 12:253–272 263

Fig. 5  Illustration of the median

attainment surfaces obtained by
Gw-ACO with FQ = 800, 400
and 200 for 2_750 instance

Table 3  Average hypervolume Instance FQ = 800 FQ = 400 FQ = 200

difference, results of Mann–
Whitney statistical test and Avg CPU Avg M–W.T CPU Avg M–W.T CPU
average CPU time (in s) of FQ
= 800, FQ = 400 and FQ = 200 2_250 2.23E−01 13.2 3.89E−01 > 17.3 3.93E−01 > 18.4
on bi-objective instances 2_500 2.45E−01 56.6 4.31E−01 > 74.7 4.32E−01 > 83.3
2_750 2.47E−01 126.1 4.96E−01 > 164.3 4.37E−01 > 179.7

of the results found by Gw-ACO with FQ = 200 and with
FQ = 400 is due to the fact that ants jump from one direction
to another which should be avoided. In fact, directions have
to change smoothly in order to target almost all points on
the Pareto front. Another important observation that can be
extracted from Figs. 3, 4 and 5 is that, although we have kept
the same maximum number of generations for all variants,
Gw-ACO with FQ = 800 achieves the best performances.
That is to say that the adjustment and the variation of the
search directions in such weight-based approach is very sig-
nificant and improve strongly the performance of the algo-
rithm probably better than the exploration process itself. In
the case where the maximum number of generations is set
to 400, with FQ = 800 the whole Pareto front is explored 2
times, with FQ = 400 it is explored 4 times and with FQ =
200 the Pareto front is explored 8 times.
Analyses of the average hypervolume difference, the
Mann–Whitney statistical test and CPU time Table 3 gives
the average hypervolume difference values (Avg) of FQ =
800, FQ = 400 and FQ = 200, the results of the Mann–Whit-
ney statistical test (M–W.T) returned by FQ = 800 with FQ
= 400 and FQ = 200 and the average execution time (CPU)
consumed by the three variants on the bi-objective instances.
The notation “>” indicates that the performance of FQ =
800 is significantly better than the compared variant, the
notation “<” indicates that the results of FQ = 800 are sig-
nificantly worse than the compared variant and “≈” implies
that the two compared variants are not statistically different
(i.e., statistically insignificant).
From this table, one can see that the hypervolume values
returned by the variant FQ = 800 are better than the hyper-
volume values returned by the two other variants FQ = 400
and FQ = 200. In fact, these numerical values confirm the
results obtained with the median attainment surface. Moreo-
ver, Table 3 shows that the variant FQ = 800 statistically
outperforms the two other variants on all the bi-objective
instances. From the same table and by analyzing the CPU
time, it is clear that the CPU time consumed by the variant
FQ = 200 is more important than this consumed by the vari-
ant FQ = 400 and the CPU time of the variant FQ = 400 is
higher than this of the variant FQ = 800 which is expected
since the exploration process over the Pareto front is time-
consuming step.
4.3.2 Gw‑ACO vs Rw‑ACO
In Sect. 3.2, we have presented the Gw method as well as the
random weight generation method Rw. In this section, we
provide an experimental study in order to evaluate the two
weight vector generation methods.
Analysis of the median attainment surface Figures 6, 7
and 8 plot the median attainment surface of the approxima-
tion sets (non-dominated points) from the 30 runs of Gw-
ACO and Rw-ACO for the bi-objective test instances 2_250,

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264 Evolutionary Intelligence (2019) 12:253–272

Fig. 6  The median attainment

surfaces obtained by Gw-
ACO and Rw-ACO for 2_250
instance

Fig. 7  The median attainment

surfaces obtained by Gw-
ACO and Rw-ACO for 2_500
instance

Fig. 8  The median attainment

surfaces obtained by Gw-
ACO and Rw-ACO for 2_750
instance

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Evolutionary Intelligence (2019) 12:253–272 265

Table 4  Average hypervolume difference, results of Mann–Whitney front which implies that several directions might be never
statistical test and average CPU time (in s) of Gw-ACO and Rw-ACO reached contrary to Gw method that tries to reach almost
on all instances
all directions even those on the extremities: 𝜆 = (0, … , 1)
Instance Gw-ACO Rw-ACO and 𝜆 = (1, … , 0); (2) even if in Rw the weight vectors are
Avg CPU Avg M–W.T CPU uniformly distributed that cannot guarantee the equispaced
or/and the uniformity of the optimal solutions on the Pareto
2_250 2.23E−01 13.2 4.20E−01 > 14.2 front [51, 52]; (3) in Rw-ACO, each direction is explored by
2_500 2.45E−01 56.6 5.03E−01 > 56.2 only one ant which could place in question the convergence
2_750 2.47E−01 126.1 5.48E−01 > 127.0 of the algorithm towards the Pareto-optimal set since, on the
3_250 3.86E−01 34.1 4.51E−01 > 34.3 one hand, weak search efforts are allocated to explore one
3_500 3.34E−01 135.9 5.12E−01 > 136.9 direction of the Pareto front, on the other hand, the solu-
3_750 3.02E−01 310.3 5.71E−01 > 310.5 tion found by ant could not be always non-dominated. As
4_250 3.33E−01 51.0 5.11E−01 > 51.9 a matter of fact, all these factors have contributed to the
4_500 3.36E−01 206.0 4.99E−01 > 206.2 performance degradation of Rw-ACO.
4_750 3.32E−01 471.8 5.60E−01 > 473.1
4.4 Comparisons with state‑of‑the‑art approaches

2_500 and 2_750 respectively. From these figures, it is clear
that the points obtained by Rw-ACO are dominated by those
obtained by Gw-ACO on instances 2_250, 2_500 and 2_750
and there are no solutions returned by Rw-ACO that domi-
nate any one returned by Gw-ACO. Moreover, solutions
achieved by Gw-ACO are well-distributed on the trade-off
surface and covering all the Pareto front on all the bi-objec-
tive instances. Contrary to Gw-ACO, solutions returned by
Rw-ACO are not covering all the Pareto front, they covered
only the middle of the Pareto front.
Analyses of the average hypervolume difference, the
Mann–Whitney statistical test and CPU time Table 4 shows
the average hypervolume difference values returned by Gw-
ACO and Rw-ACO, the results of the Mann–Whitney statis-
tical test of Gw-ACO with Rw-ACO and the average execu-
tion time consumed by the two algorithms on all instances.
By analyzing the table, we can observe that Gw-ACO
achieves the best results. In fact, it strongly outperforms Rw-
ACO in all the tested instances even if both of Gw-ACO
and Rw-ACO construct the same number of solutions (see
Table 2). The hypervolume difference values returned by
Gw-ACO are always superior than the results returned by
Rw-ACO. Moreover, the results obtained by Gw-ACO are
always significantly better than the results obtained by Rw-
ACO and those of Rw-ACO never statistically outperform
the results returned by Gw-ACO. It seems that the results
of Rw-ACO decrease according to the size of the problem.
For the largest instances, the quality of the results returned
by Rw-ACO is clearly worst. Thus, the difference between
the two algorithms became much more important when the
instance is larger and harder. We note that both of the algo-
rithms take almost the same CPU time.
The poor results obtained by the random weight genera-
tion method are caused by (1) the random change of the
weight vector during optimization makes the search process
less efficient because ants jump randomly over the Pareto
This part of experiments is designed to evaluate the effec-
tiveness of Gw-ACO against several state-of-the-art mul-
tiobjective approaches. At first, Gw-ACO is compared to
MOACO approaches. Performances of Gw-ACO are evalu-
ated with other multiobjective metaheuristics afterwards.
4.4.1 Comparison with MOACO approaches
We compare in this section the suggested Gw-ACO approach
with MOACO approaches from the literature: Bicriterion-
Ant, IBACO, m-ACO4 and MOEA/D-ACO.
Analysis of the median attainment surface Figures 9, 10
and 11 show the median attainment surface of the approxi-
mation sets returned by Gw-ACO, BicriterionAnt, IBACO,
m-ACO4 and MOEA/D-ACO for the bi-objective test
instances 2_250, 2_500 and 2_750, respectively. As previ-
ously mentioned, Gw-ACO produces a very well-distributed
Pareto front where the found solutions covered all the Pareto
front. It is evident from these figures that the solutions found
by Gw-ACO dominate almost all the solutions found by Bic-
riterionAnt and there is no solutions returned by Bicriterion-
Ant that dominate any one returned by Gw-ACO and this is
for all the bi-objective tested instances.
In fact, the solutions attained by BicriterionAnt are on
a small region of the Pareto front nearly on the extremity,
especially with the 2_500 and 2_750 instances (see Figs. 10,
11). They do not cover all the middle of the Pareto front,
which is probably caused by the fact that BicriterionAnt
optimizes one criterion much more than the other one, by
promising research and by guiding ants in search areas more
than others. From Fig. 9, the surfaces are confused therefore
it is difficult to visually distinguish the algorithms. How-
ever, we could see that Gw-ACO and MOEA/D-ACO are
more distributed. On the instances with 500 and 750 items
represented in Figs. 10 and 11 respectively, the surfaces pro-
vided by IBACO and m-ACO4 are slightly above the surface

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266 Evolutionary Intelligence (2019) 12:253–272

Fig. 9  The median attainment

surfaces obtained by Gw-
ACO, BicriterionAnt, IBACO,
m-ACO4 and MOEA/D-ACO
for 2_250 instance

Fig. 10  The median attainment

surfaces obtained by Gw-
ACO, BicriterionAnt, IBACO,
m-ACO4 and MOEA/D-ACO
for 2_500 instance

Fig. 11  The median attainment

surfaces obtained by Gw-
ACO, BicriterionAnt, IBACO,
m-ACO4 and MOEA/D-ACO
for 2_750 instance

13
Evolutionary Intelligence (2019) 12:253–272 267

provided by Gw-ACO. This is could be explained by the fact example, on the instance 3_500, the hypervolume difference
that, both IBACO and m-ACO4 algorithms favor intensifi- values in Gw-ACO are about 49.7%, 55.9% and 84.5% of
cation. Ants focus research in only one region of the search those obtained by IBACO, m-ACO4 and MOEA/D-ACO
space during the evolution process. In fact, ants improve respectively. On the largest instance with 4 objectives and
one search area: they favor the reproduction of the best 750 items, the Gw-ACO values are about 41.7% of IBACO,
components without exploration of new search areas. The 45.1% of m-ACO4 and 84.4% of MOEA/D-ACO. By analyz-
obtained solutions by the two algorithms are laying only on ing the table according to the statistical test, we can confirm
the central part of the Pareto front where they do not cover that the difference between MOEA/D-ACO and Gw-ACO is
all the Pareto front, thereby they are not well-distrusted on not statistically significant on the bi-objective instances and
the surface. The surfaces returned by MOEA/D-ACO and 3_250 instance. Moreover, Gw-ACO statistically outperforms
Gw-ACO in Fig. 9 are very close. On the two other Figs. 10 MOEA/D-ACO on the 4 largest instances and it is never sta-
and 11, the surfaces of MOEA/D-ACO are slightly above tistically worse than any compared algorithm.
those found by Gw-ACO. But, these difference between the Analysis of the average CPU time Table 6 presents the
surfaces provided by MOEA/D-ACO and Gw-ACO is not average execution time consumed by every algorithm on all
statistically significant. So, for the bi-objective instances, instances. The table shows that BicriterionAnt, IBACO and
the results of the two algorithms are close. However, for m-ACO4 consume more CPU time than Gw-ACO. On the other
the hardest instances with 3 and 4 objectives, the surfaces hand, MOEA/D-ACO consumes less CPU time than Gw-ACO.
of Gw-ACO are better than those of MOEA/D-ACO since
the numerical hypervolume difference results significantly 4.4.2 Comparison with other state‑of‑the‑art
outperform MOEA/D-ACO results according to Table 5. multiobjective metaheuristics
Analyses of the average hypervolume difference and the
Mann–Whitney statistical test Table 5 presents the average To have an overview of the efficiency of the proposed
hypervolume difference values and results of the Mann–Whit- approach, in this section, we compare the proposed Gw-ACO
ney statistical test obtained by Gw-ACO, BicriterionAnt,
IBACO, m-ACO4 and MOEA/D-ACO on all instances. The
first important result which can be extracted from this set of Table 6  Average CPU time (in s) of Gw-ACO, BicriterionAnt,
experiments is that Gw-ACO performs much better than Bic- IBACO, m-ACO4 and MOEA/D-ACO on all instances
riterionAnt, IBACO and m-ACO4 on all the tested instances. Instance Gw-ACO Bicriterion- IBACO m-ACO4 MOEA/D-
For example, the hypervolume difference values in Gw-ACO Ant ACO
are about 33.4%, 50.7% and 54.9% of those obtained by Bic-
2_250 13.2 35.6 19.6 408.1 5.1
riterionAnt, IBACO and m-ACO4 respectively on instance
2_500 56.6 152.9 76.8 1450.2 15.2
2_250. Moreover, Gw-ACO statistically outperforms Bicrite-
2_750 126.1 327.7 175.1 3114.3 24.7
rionAnt, IBACO and m-ACO4 for all instances. By compar-
3_250 34.1 – 54.8 441.5 8.7
ing Gw-ACO and MOEA/D-ACO, we can observe that the
3_500 135.9 – 185.5 1511.0 20.7
average hypervolume difference values obtained by MOEA/
3_750 310.3 – 410.8 3695.8 37.9
D-ACO are better than those obtained by Gw-ACO on the
4_250 51.0 – 100.2 1300.6 11.8
smallest instances with 2 objectives and on instance 3_250.
4_500 206.0 – 293.6 1941.9 29.9
However, on the other instances with 3 and 4 objectives the
4_750 471.8 – 636.4 4389.0 50.5
best results are achieved by our proposed approach. As an

Table 5  Average hypervolume Instance Gw-ACO BicriterionAnt IBACO m-ACO4 MOEA/D-ACO

difference and results of Mann–
Whitney statistical test of Avg Avg M–W.T Avg M–W.T Avg M–W.T Avg M–W.T
Gw-ACO with BicriterionAnt,
IBACO, m-ACO4 and MOEA/ 2_250 2.23E-01 6.66E−01 > 4.39E−01 > 4.06E−01 > 1.21E−01 ≈
D-ACO on all instances 2_500 2.45E−01 7.42E−01 > 4.83E−01 > 4.45E−01 > 1.87E−01 ≈
2_750 2.47E−01 8.44E−01 > 5.70E−01 > 5.44E−01 > 1.76E−01 ≈
3_250 3.86E−01 – – 6.05E−01 > 5.14E−01 > 3.18E−01 ≈
3_500 3.34E−01 – – 6.71E−01 > 5.97E−01 > 3.95E−01 >
3_750 3.02E−01 – – 7.25E−01 > 6.13E−01 > 3.08E−01 ≈
4_250 3.33E−01 – – 7.06E−01 > 6.72E−01 > 4.18E−01 >
4_500 3.36E−01 – – 7.85E−01 > 7.16E−01 > 4.06E−01 >
4_750 3.32E−01 – – 7.96E−01 > 7.35E−01 > 3.99E−01 >

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268
Fig. 12  The median attainment
surfaces obtained by Gw-ACO,
2PPLS and MOEA/D for 2_250
instance
Fig. 13  The median attainment
surfaces obtained by Gw-ACO,
2PPLS and MOEA/D for 2_500
instance
with two state-of-the-art multiobjective metaheuristics:
MOEA/D and 2PPLS.
Analysis of the median attainment surface Figures 12,
13 and 14 plot the median attainment surfaces obtained by
Gw-ACO, 2PPLS and MOEA/D on instances 2_250, 2_500
and 2_750, respectively. Figure 12 shows that the surfaces
obtained by the three algorithms are similar. They are well-
distributed along the Pareto front and are very close. In
Figs. 13 and 14, one can see that the surfaces of Gw-ACO
and MOEA/D are slightly below than those obtained by
2PPLS. By comparing the approximation sets of Gw-ACO
and MOEA/D, we can observe that the solutions returned
by Gw-ACO are better than those obtained by MOEA/D on
several parts of the Pareto front.
Analyses of the average hypervolume difference, the
Mann–Whitney statistical test and the average CPU time
Table 7 gives the average hypervolume difference, the average
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Evolutionary Intelligence (2019) 12:253–272
CPU time of Gw-ACO, MOEA/D and 2PPLS and the results
of Mann–Whitney statistical test of Gw-ACO with MOEA/D
and 2PPLS on all instances. The table shows the efficiency of
Gw-ACO algorithm, which obtains a good results, in terms
of hypervolume, on all instances against MOEA/D. The
table also shows that the hypervolume difference values of
2PPLS are better than those of Gw-ACO on the bi-objective
instances. By analyzing the table according to the statistical
results, Table 7 confirms the obtained hypervolume values
where Gw-ACO statistically outperforms MOEA/D on all
instances. It is clear that the efficiency of MOEA/D seems to
increase according to the size of the problem. We can notice,
from the same table, that 2PPLS statistically outperforms Gw-
ACO on the instances 2_250 and 2_750 but the difference
between the two algorithms is not statistically significant on
the 2_500 instance. The table suggests also that MOEA/D and
2PPLS consume less CPU time than Gw-ACO.
Evolutionary Intelligence (2019) 12:253–272 269

Fig. 14  The median attainment

surfaces obtained by Gw-ACO,
2PPLS and MOEA/D for 2_750
instance

Table 7  Average hypervolume Instance Gw-ACO MOEA/D 2PPLS

difference, results of Mann-
Whitney statistical test and Avg CPU Avg M–W.T CPU Avg M–W.T CPU
average CPU time (in s) of
Gw-ACO, MOEA/D and 2PPLS 2_250 2.23E−01 13.2 3.14E−01 > 4.8 1.00E−01 < 3.1
on all instances 2_500 2.45E−01 56.6 3.26E−01 > 14.5 1.17E−01 ≈ 14.8
2_750 2.47E−01 126.1 3.63E−01 > 28.6 1.06E−01 < 25.1
3_250 3.86E−01 34.1 4.51E−01 > 9.2 – – –
3_500 3.34E−01 135.9 4.30E−01 > 24.5 – – –
3_750 3.02E−01 310.3 4.14E−01 > 48.8 – – –
4_250 3.33E−01 51.0 4.74E−01 > 22.1 – – –
4_500 3.36E−01 206.0 4.36E−01 > 64.6 – – –
4_750 3.32E−01 471.8 4.59E−01 > 130.8 – – –

4.5 Additional experimental comparison
In the previous experiments we have found that the sug-
gested Gw-ACO approach statistically outperforms MOEA/
D-ACO and MOEA/D on almost all instances and that Gw-
ACO performs the same as 2PPLS on the 2_500 instance.
By comparing the CPU time consumed by our approach,
we have found that MOEA/D-ACO, MOEA/D and 2PPLS
are faster than Gw-ACO. We recall that we have set the
parameters as recommended by their authors for the same
problem and for the same instances. In this section, we car-
ried out another experiment tests where MOEA/D-ACO,
MOEA/D and 2PPLS are given the same execution time as
for Gw-ACO to verify if these approaches could outperform
Gw-ACO if more CPU time will be accorded. Note that the
median attainment surface is not a part of these experiments
since the compared algorithms provide almost the same sur-
faces as the previous experiments.
Table 8 shows the average hypervolume difference of Gw-
ACO, MOEA/D-ACO, MOEA/D and 2PPLS and the results
of the statistical test of Gw-ACO with these approaches for
a given CPU time for all instances. From the table, we can
say that MOEA/D-ACO, MOEA/D and 2PPLS could obtain
a better hypervolume difference values if a more computing
time is accorded. However, these approaches fail to obtain
better results than those found by Gw-ACO on the largest
and hardest instances. Gw-ACO still obtains the best results
on these instances. From the same table and by analyzing
the statistical results, we notice that the difference between
the algorithms is statistically insignificant on almost all
instances except on 2_250 and 3_750 instances, where
2PPLS statistically outperforms Gw-ACO and on 3_250
instance, where MOEA/D-ACO and MOEA/D statistically
outperform Gw-ACO. However, when considering the hard-
est instance 4_750, Gw-ACO success to statistically outper-
forms MOEA/D-ACO and MOEA/D.
4.6 Analysis and discussion
The comparison of Gw-ACO and Rw-ACO shows that the
results provided by Gw-ACO are more efficient than those
provided by Rw-ACO whatever the considered performance

13
270 Evolutionary Intelligence (2019) 12:253–272

Table 8  Average hypervolume Instance CPU Gw-ACO MOEA/D-ACO MOEA/D 2PPLS

difference and results of
Mann-Whitney statistical test Avg Avg M–W.T Avg M–W.T Avg M–W.T
for a given CPU time (in s) of
Gw-ACO, MOEA/D-ACO, 2_250 15 2.20E−01 1.01E−01 ≈ 2.92E−01 > 9.85E−02 <
MOEA/D and 2PPLS on all 2_500 60 2.40E−01 1.37E−01 ≈ 1.73E−01 ≈ 9.36E−02 ≈
instances 2_750 130 2.45E−01 1.54E−01 ≈ 2.51E−01 ≈ 9.00E−02 <
3_250 35 3.86E−01 1.07E−01 < 1.88E−01 < – –
3_500 135 3.34E−01 3.45E−01 ≈ 3.65E−01 ≈ – –
3_750 300 3.00E−01 2.01E−01 ≈ 2.51E−01 ≈ – –
4_250 50 3.33E−01 3.15E−01 ≈ 3.08E−01 ≈ – –
4_500 200 3.37E−01 3.48E−01 ≈ 3.67E−01 ≈ – –
4_750 500 3.20E−01 3.69E−01 > 3.87E−01 > – –

metric. Moreover, Gw-ACO shows its efficiency with small
and large instances. By comparing the MOACO approaches
with our proposed approach, we have found that Gw-ACO
obtains the best results on almost all the tested instances.
The attainment surfaces have confirmed the numerical
results where Gw-ACO achieves a good approximation set.
Furthermore, the larger the number of the items is, the well-
distributed the Pareto front is. The experiment tests carried
out with MOEA/D-ACO, MOEA/D and 2PPLS have shown
that Gw-ACO performs slightly less than or about the same
as these algorithms in terms of intensification.
In summary, even if Gw-ACO constructs less solutions
and consumes less running time than most of the compared
algorithms, it gives better results for almost the nine bench-
mark instances and the statistical test showed that this differ-
ence is significant. In fact, the performance of the proposed
algorithm Gw-ACO is reached thanks to its ability to deter-
mine a good balance between intensification and diversifica-
tion. Intensification is achieved by the fact that ants carried
out an intensive search in every search region and by favor-
ing the rewarding of the best solutions, which allow them to
converge quickly towards the locally optimal solutions. To
counterbalance the intensification, Gw-ACO achieves diver-
sification by changing the search direction during optimiza-
tion, ants explore these new regions due to the proposed Gw
method that enables to reach almost all parts of the Pareto
front. The experimental studies have confirmed that the sug-
gested Gw-ACO approach for the multiobjective multidi-
mensional knapsack problem performs a good convergence,
gives good sampling of points along the Pareto front and
finds points at the extreme ends of the Pareto front.
5 Conclusion and future works
In this paper, we have proposed a Gradual weight-based
ACO approach for solving the MOMKP, called Gw-ACO.
This approach uses a proposed gradual weight generation
method (Gw), in order to guide ants in multiple search
directions towards different parts of the Pareto front. Dur-
ing the optimization process, at each generation of the algo-
rithm, all ants construct their solutions according to one
direction generated by Gw. Gw-ACO has been compared
to different powerful and reference algorithms of the state
of the art on the well-known multiobjective multidimen-
sional knapsack problem knapsack problem. Based on this
study, some conclusions can be drawn. First, the proposed
approach proves its ability to find an approximation set well
spread all over the Pareto frontier. The results show the
high efficiency of Gw-ACO in terms of diversity. Second,
thanks to the exploration strategy adopted by ants, a sig-
nificant research effort has been dedicated to each region of
the objective space. The set of computational experiments
demonstrates that the proposed approach can achieve a good
convergence and outperforms different algorithms from the
literature on almost all the benchmark instances. Another
advantage of Gw-ACO is its high level of generality, mainly
due to the proposed Gw method which require a single
parameter FQ to set. In fact, this proposed method could be
easily adapted to a wide range of multiobjective optimiza-
tion problems. This work opens many future research works.
In our experiments, we have noticed that Gw-ACO whose
run time basically depends on the size of the weight vectors
set is more time consuming than MOEA/D-ACO, MOEA/D
and 2PPLS especially on the large instances. Indeed, we can
integrate an intensification mechanism, such as local search
techniques, instead of exploring the Pareto front several
times. This will allow us to both, decrease the computational
time and improve the quality of the generated solutions par-
ticularly in terms of exploitation. An interesting direction of
future research would be to investigate Gw-ACO on other
multiobjective problems with more objectives and higher
complexity. Another perspective of this work would be to
develop a self-adaptive version of Gw-ACO. Here the goal
is to improve the performance of Gw-ACO. In particular,
it should be interesting to adopt a self-adaptive pheromone
evaporation mechanism to get a better exploitation of the
search space and speed up the convergence. On the other

13
Evolutionary Intelligence (2019) 12:253–272
hand, the purpose of this self-adaptive version is that Gw-
ACO would be able to effectively address a new optimiza-
tion problem with minimal preliminary input.
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