Hybrid Dynamic Resampling for Guided Evolutionary Multi-Objective Optimization

In Guided Evolutionary Multi-objective Optimization the goal is to find a diverse, but locally focused non-dominated front in a decision maker's area of interest, as close as possible to the true Pareto-front. The optimization can focus its efforts towards the preferred area and achieve a better result [7,9,13,17]. The modeled and simulated systems are often stochastic and a common method to handle the objective noise is Resampling. The given preference information allows to define better resampling strategies which further improve the optimization result. In this paper, resampling strategies are proposed that base the sampling allocation on multiple factors, and thereby combine multiple resampling strategies proposed by the authors in [15]. These factors are, for example, the Pareto-rank of a solution and its distance to the decision maker's area of interest. The proposed hybrid Dynamic Resampling Strategy DR2 is evaluated on the Reference point-guided NSGA-II optimization algorithm (R-NSGA-II) [9].