Computing budget allocation in multi-objective evolutionary algorithms for stochastic problems

Abstract

Abstract Multi-objective stochastic problems are important problems in practice and are often solved through multi-objective evolutionary algorithms. Researchers have developed different noise handling techniques to improve the efficiency and accuracy of such algorithms, primarily by integrating these methods into the evaluation or environmental selection steps of the algorithms. In this work, a combination of studies that compare integration of different computing budget allocation methods into either the evaluation or the environmental selection steps are conducted. These comparisons are performed on stochastic problems derived from benchmark multi-objective optimization problems and consider varying levels of noise. The algorithms are compared in terms of both proximity to and coverage of the true Pareto-optimal front and sufficient studies are performed to allow statistically significant conclusions to be drawn. It is shown that integrating computing budget allocation methods into the environmental selection step is better than integration within the evaluation step.