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Proven Runtime Guarantees for How the MOEA/D: Computes the Pareto Front from the Subproblem Solutions

Published: 14 September 2024 Publication History

Abstract

The decomposition-based multi-objective evolutionary algorithm (MOEA/D) does not directly optimize a given multi-objective function f, but instead optimizes N+1 single-objective subproblems of f in a co-evolutionary manner. It maintains an archive of all non-dominated solutions found and outputs it as approximation to the Pareto front. Once the MOEA/D found all optima of the subproblems (the g-optima), it may still miss Pareto optima of f. The algorithm is then tasked to find the remaining Pareto optima directly by mutating the g-optima.
In this work, we analyze for the first time how the MOEA/D with only standard mutation operators computes the whole Pareto front of the OneMinMax benchmark when the g-optima are a strict subset of the Pareto front. For standard bit mutation, we prove an expected runtime of O(nNlogn+nn/(2N)Nlogn) function evaluations. Especially for the second, more interesting phase when the algorithm start with all g-optima, we prove an Ω(n(1/2)(n/N+1)N2-n/N) expected runtime. This runtime is super-polynomial if N=o(n), since this leaves large gaps between the g-optima, which require costly mutations to cover.
For power-law mutation with exponent β(1,2), we prove an expected runtime of OnNlogn+nβlogn function evaluations. The Onβlogn term stems from the second phase of starting with all g-optima, and it is independent of the number of subproblems N. This leads to a huge speedup compared to the lower bound for standard bit mutation. In general, our overall bound for power-law suggests that the MOEA/D performs best for N=O(nβ-1), resulting in an O(nβlogn) bound. In contrast to standard bit mutation, smaller values of N are better for power-law mutation, as it is capable of easily creating missing solutions.

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cover image Guide Proceedings
Parallel Problem Solving from Nature – PPSN XVIII: 18th International Conference, PPSN 2024, Hagenberg, Austria, September 14–18, 2024, Proceedings, Part III
Sep 2024
435 pages
ISBN:978-3-031-70070-5
DOI:10.1007/978-3-031-70071-2

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Springer-Verlag

Berlin, Heidelberg

Publication History

Published: 14 September 2024

Author Tags

  1. MOEA/D
  2. multi-objective optimization
  3. runtime analysis
  4. power-law mutation

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