Effects of the existence of highly correlated objectives on the behavior of MOEA/D

Abstract

Recently MOEA/D (multi-objective evolutionary algorithm based on decomposition) was proposed as a high-performance EMO (evolutionary multi-objective optimization) algorithm. MOEA/D has high search ability as well as high computational efficiency. Whereas other EMO algorithms usually do not work well on many-objective problems with four or more objectives, MOEA/D can properly handle them. This is because its scalarizing function-based fitness evaluation scheme can generate an appropriate selection pressure toward the Pareto front without severely increasing the computation load. MOEA/D can also search for well-distributed solutions along the Pareto front using a number of weight vectors with different directions in scalarizing functions. Currently MOEA/D seems to be one of the best choices for multi-objective optimization in various application fields. In this paper, we examine its performance on multi-objective problems with highly correlated objectives. Similar objectives to existing ones are added to two-objective test problems in computational experiments. Experimental results on multi-objective knapsack problems show that the inclusion of similar objectives severely degrades the performance of MOEA/D while it has almost no negative effects on NSGA-II and SPEA2. We also visually examine such an undesirable behavior of MOEA/D using many-objective test problems with two decision variables. © 2011 Springer-Verlag.