Paper ID: 2304.04071

Improving Performance Insensitivity of Large-scale Multiobjective Optimization via Monte Carlo Tree Search

Haokai Hong, Min Jiang, Gary G. Yen

The large-scale multiobjective optimization problem (LSMOP) is characterized by simultaneously optimizing multiple conflicting objectives and involving hundreds of decision variables. Many real-world applications in engineering fields can be modeled as LSMOPs; simultaneously, engineering applications require insensitivity in performance. This requirement usually means that the results from the algorithm runs should not only be good for every run in terms of performance but also that the performance of multiple runs should not fluctuate too much, i.e., the algorithm shows good insensitivity. Considering that substantial computational resources are requested for each run, it is essential to improve upon the performance of the large-scale multiobjective optimization algorithm, as well as the insensitivity of the algorithm. However, existing large-scale multiobjective optimization algorithms solely focus on improving the performance of the algorithms, leaving the insensitivity characteristics unattended. In this work, we propose an evolutionary algorithm for solving LSMOPs based on Monte Carlo tree search, the so-called LMMOCTS, which aims to improve the performance and insensitivity for large-scale multiobjective optimization problems. The proposed method samples the decision variables to construct new nodes on the Monte Carlo tree for optimization and evaluation. It selects nodes with good evaluation for further search to reduce the performance sensitivity caused by large-scale decision variables. We compare the proposed algorithm with several state-of-the-art designs on different benchmark functions. We also propose two metrics to measure the sensitivity of the algorithm. The experimental results confirm the effectiveness and performance insensitivity of the proposed design for solving large-scale multiobjective optimization problems.

Submitted: Apr 8, 2023