Hypervolume-based local search in multi-objective evolutionary optimization

Abstract

This paper describes a surrogate based multi-objective evolutionary algorithm with hyper-volume contribution-based local search. The algorithm switches between an NSGA-II phase and a local search phase.

In the local search phase, a model for each of the objectives is trained and CMAES is used to optimize the hyper-volume contribution of each individual with respect to its two neighbors on the non-dominated front. The performance of the algorithm is evaluated using the well known ZDT and WFG benchmark suites.

Keywords

• Hyper-volume
• Multi-objective optimization
• NSGA-II
• Surrogate modeling