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

Abstract

International audienceThe 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 nondominated solutions found and outputs it as approximation to the Pareto front. Once the MOEA/D found all optima of the subproblems (the goptima), 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(nN log n+n n/(2N) N log n) 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) √ N 2 -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 O nN log n + n β log n function evaluations. The O n β log n 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(n β-1 ), resulting in an O(n β log n) 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.</div