Approximating Complex Pareto Fronts With Predefined Normal-Boundary Intersection Directions

Abstract

Decomposition-based evolutionary algorithms using predefined reference points have shown good performance in many-objective optimization. Unfortunately, almost all experimental studies have focused on problems having regular Pareto fronts (PFs). Recently, it has been shown that the performance of such algorithms is deteriorated when facing irregular PFs, such as degenerate, discontinuous, inverted, strongly convex, and/or strongly concave fronts. The main issue is that the predefined reference points may not all intersect with the PF. Therefore, many researchers have proposed to update the reference points with the aim of adapting them to the discovered Pareto shape. Unfortunately, the adaptive update does not really solve the issue for two main reasons. On the one hand, there is a considerable difficulty to set the time and the frequency of updates. On the other hand, it is not easy to define how to update the search directions for an unknown PF shape. This article proposes to approximate irregular PFs using a set of predefined normal-boundary intersection (NBI) directions. The main motivation behind this article is that when using a set of well-distributed NBI directions, all these directions intersect with the PF regardless of its shape, except for the case of discontinuous and/or degenerate fronts. To handle the latter cases, a simple interaction mechanism between the decision maker (DM) and the algorithm is used. In fact, the DM is asked if the number of NBI directions needs to be increased in some stages of the evolutionary process. If so, the resolution of the NBI directions that intersect the PF is increased to properly cover discontinuous and/or degenerate PFs. Our experimental results on benchmark problems with regular and irregular PFs, having up to fifteen objectives, show the merits of our algorithm when compared to eight of the most representative state-of-the-art algorithms.