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Efficient optimization of many objectives by approximation-guided evolution

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  • Wagner, Markus
  • Bringmann, Karl
  • Friedrich, Tobias
  • Neumann, Frank

Abstract

Multi-objective optimization problems arise frequently in applications, but can often only be solved approximately by heuristic approaches. Evolutionary algorithms have been widely used to tackle multi-objective problems. These algorithms use different measures to ensure diversity in the objective space but are not guided by a formal notion of approximation. We present a framework for evolutionary multi-objective optimization that allows to work with a formal notion of approximation. This approximation-guided evolutionary algorithm (AGE) has a worst-case runtime linear in the number of objectives and works with an archive that is an approximation of the non-dominated objective vectors seen during the run of the algorithm. Our experimental results show that AGE finds competitive or better solutions not only regarding the achieved approximation, but also regarding the total hypervolume. For all considered test problems, even for many (i.e., more than ten) dimensions, AGE discovers a good approximation of the Pareto front. This is not the case for established algorithms such as NSGA-II, SPEA2, and SMS-EMOA. In this paper we compare AGE with two additional algorithms that use very fast hypervolume-approximations to guide their search. This significantly speeds up the runtime of the hypervolume-based algorithms, which now allows a comparison of the underlying selection schemes.

Suggested Citation

  • Wagner, Markus & Bringmann, Karl & Friedrich, Tobias & Neumann, Frank, 2015. "Efficient optimization of many objectives by approximation-guided evolution," European Journal of Operational Research, Elsevier, vol. 243(2), pages 465-479.
    • Handle: RePEc:eee:ejores:v:243:y:2015:i:2:p:465-479
    DOI: 10.1016/j.ejor.2014.11.032
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    References listed on IDEAS

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    1. Beume, Nicola & Naujoks, Boris & Emmerich, Michael, 2007. "SMS-EMOA: Multiobjective selection based on dominated hypervolume," European Journal of Operational Research, Elsevier, vol. 181(3), pages 1653-1669, September.
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    2. Mohammadi, Mehrdad & Jula, Payman & Tavakkoli-Moghaddam, Reza, 2019. "Reliable single-allocation hub location problem with disruptions," Transportation Research Part E: Logistics and Transportation Review, Elsevier, vol. 123(C), pages 90-120.

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