An overview of weighted and unconstrained scalarizing functions

Abstract

Scalarizing functions play a crucial role in multi-objective evolutionary algorithms (MOEAs) based on decomposition and the R2 indicator, since they guide the population towards nearly optimal solutions, assigning a fitness value to an individual according to a predefined target direction in objective space. This paper presents a general review of weighted scalarizing functions without constraints, which have been proposed not only within evolutionary multi-objective optimization but also in the mathematical programming literature. We also investigate their scalability up to 10 objectives, using the test problems of Lamé Superspheres on the MOEA/D and MOMBI-II frameworks. For this purpose, the best suited scalarizing functions and their model parameters are determined through the evolutionary calibrator EVOCA. Our experimental results reveal that some of these scalarizing functions are quite robust and suitable for handling many-objective optimization problems.