Performance scaling of multi-objective evolutionary algorithms

Abstract

MOEAs are getting immense popularity in the recent past, mainly because of their ability to find a wide spread of Pareto-optimal solutions in a single simulation run. Various evolutionary approaches to multi-objective optimization have been proposed since 1985. Some of fairly recent ones are NSGA-II, SPEA2, PESA (which are included in this study) and others. They all have been mainly applied to two to three objectives. In order to establish their superiority over classical methods and demonstrate their abilities for convergence and maintenance of diversity, they need to be tested on higher number of objectives. In this study, these state-of-the-art MOEAs have been investigated for their scalability with respect to the number of objectives (2 to 8). They have also been compared on the basis of -(1) Their ability to converge to Pareto front, (2) Diversity of obtained non-dominated solutions and (3) Their running time. Four scalable test problems (DTLZ1, 2, 3 and 6) are used for the comparative study.