Decomposition-Based Algorithms Using Pareto Adaptive Scalarizing Methods

Decomposition-based algorithms have become increasingly popular for evolutionary multiobjective optimization. However, the effect of scalarizing methods used in these algorithms is still far from being well understood. This paper analyzes a family of frequently used scalarizing methods, the L<inf>p</inf> methods, and shows that the p value is crucial to balance the selective pressure toward the Pareto optimal and the algorithm robustness to Pareto optimal front (PF) geometries. It demonstrates that an L<inf>p</inf> method that can maximize the search ability of a decomposition-based algorithm exists and guarantees that, given some weight, any solution along the PF can be found. Moreover, a simple yet effective method called Pareto adaptive scalarizing (PaS) approximation is proposed to approximate the optimal p value. In order to demonstrate the effectiveness of PaS, we incorporate PaS into a state-of-the-art decomposition-based algorithm, i.e., multiobjective evolutionary algorithm based on decomposition (MOEA/D), and compare the resultant MOEA/D-PaS with some other MOEA/D variants on a set of problems with different PF geometries and up to seven conflicting objectives. Experimental results demonstrate that the PaS is effective.