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Hybrid Dynamic Resampling Algorithms for Evolutionary Multi-objective Optimization of Invariant-Noise Problems

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Applications of Evolutionary Computation (EvoApplications 2016)

Part of the book series: Lecture Notes in Computer Science ((LNTCS,volume 9598))

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Abstract

In Simulation-based Evolutionary Multi-objective Optimization (EMO) the available time for optimization usually is limited. Since many real-world optimization problems are stochastic models, the optimization algorithm has to employ a noise compensation technique for the objective values. This article analyzes Dynamic Resampling algorithms for handling the objective noise. Dynamic Resampling improves the objective value accuracy by spending more time to evaluate the solutions multiple times, which tightens the optimization time limit even more. This circumstance can be used to design Dynamic Resampling algorithms with a better sampling allocation strategy that uses the time limit. In our previous work, we investigated Time-based Hybrid Resampling algorithms for Preference-based EMO. In this article, we extend our studies to general EMO which aims to find a converged and diverse set of alternative solutions along the whole Pareto-front of the problem. We focus on problems with an invariant noise level, i.e. a flat noise landscape.

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Acknowledgments

This study was partially funded by the Knowledge Foundation, Sweden, through the BlixtSim and IDSS projects. The authors gratefully acknowledge their provision of research funding.

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Authors and Affiliations

  1. School of Engineering Science, University of Skövde, Skövde, Sweden

    Florian Siegmund & Amos H. C. Ng

  2. Department of Electrical and Computer Engineering, Michigan State University, East Lansing, USA

    Kalyanmoy Deb

Authors
  1. Florian Siegmund
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  2. Amos H. C. Ng
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  3. Kalyanmoy Deb
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Correspondence to Florian Siegmund .

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Editors and Affiliations

  1. Politecnico di Torino, Turin, Italy

    Giovanni Squillero

  2. Aalborg University, Copenhagen, Denmark

    Paolo Burelli

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Siegmund, F., Ng, A.H.C., Deb, K. (2016). Hybrid Dynamic Resampling Algorithms for Evolutionary Multi-objective Optimization of Invariant-Noise Problems. In: Squillero, G., Burelli, P. (eds) Applications of Evolutionary Computation. EvoApplications 2016. Lecture Notes in Computer Science(), vol 9598. Springer, Cham. https://doi.org/10.1007/978-3-319-31153-1_21

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  • DOI: https://doi.org/10.1007/978-3-319-31153-1_21

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  • Publisher Name: Springer, Cham

  • Print ISBN: 978-3-319-31152-4

  • Online ISBN: 978-3-319-31153-1

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