Abstract

In this paper, we propose a novel multi-objective ant colony optimizer (called iMOACO\(_{\mathbb {R}}\)) for continuous search spaces, which is based on ACO\(_{\mathbb {R}}\) and the R2 performance indicator. iMOACO\(_{\mathbb {R}}\) is the first multi-objective ant colony optimizer (MOACO) specifically designed to tackle continuous many-objective optimization problems (i.e., multi-objective optimization problems having four or more objectives). Our proposed iMOACO\(_{\mathbb {R}}\) is compared to three state-of-the-art multi-objective evolutionary algorithms (NSGA-III, MOEA/D and SMS-EMOA) and a MOACO algorithm called MOACO\(_{\mathbb {R}}\) using standard test problems and performance indicators taken from the specialized literature. Our experimental results indicate that iMOACO\(_{\mathbb {R}}\) is very competitive with respect to NSGA-III and MOEA/D and it is able to outperform SMS-EMOA and MOACO\(_{\mathbb {R}}\) in most of the test problems adopted.

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