Adaptively Allocating Search Effort in Challenging Many-Objective Optimization Problems

An effective allocation of search effort is important in multi-objective optimization, particularly in many-objective optimization problems. This paper presents a new adaptive search effort allocation strategy for MOEA/D-M2M, a recent MOEA/D algorithm for challenging Many-Objective Optimization Problems (MaOPs). This proposed method adaptively adjusts the subregions of its subproblems by detecting the importance of different objectives in an adaptive manner. More specifically, it periodically resets the subregion setting based on the distribution of the current solutions in the objective space such that the search effort is not wasted on unpromising regions. The basic idea is that the current population can be regarded as an approximation to the Pareto front (PF) and thus one can implicitly estimate the shape of the PF and such estimation can be used for adjusting the search focus. The performance of proposed algorithm has been verified by comparing it with eight representative and competitive algorithms on a set of degenerated many-objective optimization problems with disconnected and connected PFs. Performances of the proposed algorithm on a number of non-degenerated test instances with connected and disconnected PFs are also studied.