Automatic configuration of multi-objective optimizers and multi-objective configuration

Abstract

Heuristic optimizers are an important tool in academia and industry, and their performance-optimizing configuration requires a significant amount of expertise. As the proper configuration of algorithms is a crucial aspect in the engineering of heuristic algorithms, a significant research effort has been dedicated over the last years towards moving this step to the computer and, thus, make it automatic. These research efforts go way beyond tuning only numerical parameters of already fully defined algorithms, but exploit automatic configuration as a means for automatic algorithm design. In this chapter, we review two main aspects where the research on automatic configuration and multi-objective optimization intersect. The first is the automatic configuration of multi-objective optimizers, where we discuss means and specific approaches. In addition, we detail a case study that shows how these approaches can be used to design new, high-performing multi-objective evolutionary algorithms. The second aspect is the research on multi-objective configuration, that is, the possibility of using multiple performance metrics for the evaluation of algorithm configurations. We highlight some few examples in this direction.