A fast and elitist multiobjective genetic algorithm: NSGA-II

Abstract

Multiobjective evolutionary algorithms (EAs) that use nondominated sorting and sharing have been criticized mainly for their: 1) O(MN3) computational complexity (where M is the number of objectives and N is the population size); 2) nonelitism approach; and 3) the need for specifying a sharing parameter. In this paper, we suggest a nondominated sorting-based multiobjective EA (MOEA), called nondominated sorting genetic algorithm II (NSGA-II), which alleviates all the above three difficulties. Specifically, a fast nondominated sorting approach with O(MN2) computational complexity is presented. Also, a selection operator is presented that creates a mating pool by combining the parent and offspring populations and selecting the best (with respect to fitness and spread) N solutions. Simulation results on difficult test problems show that the proposed NSGA-II, in most problems, is able to find much better spread of solutions and better convergence near the true Pareto-optimal front compared to Pareto-archived evolution strategy and strength-Pareto EA - two other elitist MOEAs that pay special attention to creating a diverse Pareto-optimal front. Moreover, we modify the definition of dominance in order to solve constrained multiobjective problems efficiently. Simulation results of the constrained NSGA-II on a number of test problems, including a five-objective seven-constraint nonlinear problem, are compared with another constrained multiobjective optimizer and much better performance of NSGA-II is observed.