Combining Simple and Adaptive Monte Carlo Methods for Approximating Hypervolume

Research output: Journal Publications and ReviewsRGC 21 - Publication in refereed journalpeer-review

19 Scopus Citations
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Detail(s)

Original languageEnglish
Pages (from-to)896-907
Number of pages12
Journal / PublicationIEEE Transactions on Evolutionary Computation
Volume24
Issue number5
Online published28 Jan 2020
Publication statusPublished - Oct 2020

Abstract

The computation of hypervolume is a key issue in multiobjective optimization, particularly, multiobjective evolutionary optimization. However, it is NP-hard to compute the exact hypervolume value. Monte Carlo methods have been widely used for approximating the hypervolume. Observing that the basic Monte Carlo method and the fully polynomial-time randomized approximation scheme (FPRAS) suit different solution sets, we propose a combination of these two methods and show that it performs very well on a number of solution sets.

Research Area(s)

  • Approximation algorithms., Hypervolume, Multiobjective optimization