Abstract. Research within the area of Evolutionary Multi-objective Optimization (EMO) focused on two-and three-dimensional objective functions, so far. Most algorithms have been developed for and tested on this limited application area. To broaden the insight in the behavior of EMO algorithms (EMOA) in higher dimensional objective spaces, a comprehensive benchmarking is presented, featuring several state-ofthe-art EMOA, as well as an aggregative approach and a restart strategy on established scalable test problems with three to six objectives. It is demonstrated why the performance of well-established EMOA (NSGA-II, SPEA2) rapidly degradates with increasing dimension. Newer EMOA like ε-MOEA, MSOPS, IBEA and SMS-EMOA cope very well with highdimensional objective spaces. Their specific advantages and drawbacks are illustrated, thus giving valuable hints for practitioners which EMOA to choose depending on the optimization scenario. Additionally, a new method for the generation of weight vectors usable in aggregation methods is presented.
The goal of multi-objective optimization is to find a set of best compromise solutions for typically conflicting objectives. Due to the complex nature of most real-life problems, only an approximation to such an optimal set can be obtained within reasonable (computing) time. To compare such approximations, and thereby the performance of multi-objective optimizers providing them, unary quality measures are usually applied. Among these, the hypervolume indicator (or S-metric) is of particular relevance due to its favorable properties. Moreover, this indicator has been successfully integrated into stochastic optimizers, such as evolutionary algorithms, where it serves as a guidance criterion for finding good approximations to the Pareto front. Recent results show that computing the hypervolume indicator can be seen as solving a specialized version of Klee's Measure Problem. In general, Klee's Measure Problem can be solved with O(n log n + n d/2 log n) comparisons for an input instance of size n in d dimensions; as of this writing, it is unknown whether a lower bound higher than Ω(n log n) can be proven. In this article, we derive a lower bound of Ω(n log n) for the complexity of computing the hypervolume indicator in any number of dimensions d > 1 by reducing the so-called UniformGap problem to it. For the three dimensional case, we also present a matching upper bound of O(n log n) comparisons that is obtained by extending an algorithm for finding the maxima of a point set.
The dominated hypervolume (or S-metric) is a commonly accepted quality measure for comparing approximations of Pareto fronts generated by multi-objective optimizers. Since optimizers exist, namely evolutionary algorithms, that use the S-metric internally several times per iteration, a fast determination of the S-metric value is of essential importance. This work describes how to consider the S-metric as a special case of a more general geometric problem called Klee's measure problem (KMP). For KMP, an algorithm exists with runtime O(n log n + nd/2 log n), for n points of d ≥ 3 dimensions. This complex algorithm is adapted to the special case of calculating the S-metric. Conceptual simplifications realize the algorithm without complex data structures and establish an upper bound of O(nd/2 log n) for the S-metric calculation for d ≥ 3. The performance of the new algorithm is studied in comparison to another state of the art algorithm on a set of academic test functions.
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