Runtime Analysis for the NSGA-II: Proving, Quantifying, and Explaining the Inefficiency for Many Objectives

Abstract

The nondominated sorting genetic algorithm II (NSGA-II) is one of the most prominent algorithms to solve multiobjective optimization problems. Despite numerous successful applications, several studies have shown that the NSGA-II is less effective for larger numbers of objectives. In this work, we use mathematical runtime analyses to rigorously demonstrate and quantify this phenomenon. We show that even on the simple $m$ -objective generalization of the discrete OneMinMax benchmark, where every solution is Pareto optimal, the NSGA-II also with large population sizes cannot compute the full Pareto front (objective vectors of all Pareto optima) in subexponential time when the number of objectives is at least three. The reason for this unexpected behavior lies in the fact that in the computation of the crowding distance, the different objectives are regarded independently. This is not a problem for two objectives, where any sorting of a pairwise incomparable set of solutions according to one objective is also such a sorting according to the other objective (in the inverse order).