Multi-Objective Evolutionary Optimization of Chance-Constrained Multiple-Choice Knapsack Problems with Implicit Probability Distributions

The multiple knapsack problem (MKP) generalizes the classical knapsack problem by assigning items to multiple knapsacks subject to capacity constraints. It is used to model many real-world resource allocation and scheduling problems. In practice, these optimization problems often involve stochastic and dynamic components. Evolutionary algorithms provide a flexible framework for addressing such problems under uncertainty and dynamic changes. In this paper, we investigate a stochastic and dynamic variant of MKP with chance constraints, where the item weights are modeled as independent normally distributed random variables and knapsack capacities change during the optimization process. We formulate the problem as a bi-objective optimization formulation that balances profit maximization and probabilistic capacity satisfaction at a given confidence level. We conduct an empirical comparison of four widely used multi-objective evolutionary algorithms (MOEAs), representing both decomposition- and dominance-based search paradigms. The algorithms are evaluated under varying uncertainty levels, confidence thresholds, and dynamic change settings. The results provide comparative insights into the behavior of decomposition-based and dominance-based MOEAs for stochastic MKP under dynamic constraints.

Chance-constrained stochastic programs (CCSPs) require solutions that satisfy uncertain constraints with high probability. Standard approaches either embed scenarios directly into optimization by considering sample average approximation (SAA)-based reformulations, growing prohibitively expensive and often failing to find feasible solutions; or employ conservative reformulations that guarantee feasibility but sacrifice objective quality by design. We propose ACCESS (Adaptive Chance-Constrained Exploration via Structured Sampling), a structured sampling framework that decouples optimization from feasibility evaluation. First, high-quality candidate solutions are generated by solving many inexpensive single-scenario subproblems, avoiding sampling directly in the constrained high-dimensional solution space. Second, feasibility is assessed separately via large-scale batched simulation over a massive number of scenarios, which is naturally amenable to GPU parallelism. That reduces the search from a high-dimensional solution space to a two-dimensional parameter space controlling conservatism and scenario diversity; while concentrating on candidates near the feasibility boundary, where high-quality feasible solutions lie. We also introduce a variant, ACCESS($δ$), which provides certified feasibility guarantees with probability $1-δ$. Experiments across three benchmark classes and five scenario distributions show that ACCESS matches or exceeds the best objective found by any method in nearly every setting, while ACCESS($δ$) is empirically feasible on every instance. The conservative reformulations remain several percent worse in objective, and SAA is frequently infeasible while taking an order of magnitude longer on the harder benchmarks.

Existing evolutionary algorithms for Constrained Multi-objective Optimization Problems (CMOPs) typically treat all constraints uniformly, overlooking their distinct geometric relationships with the true Constrained Pareto Front (CPF). In reality, constraints play different roles: some directly shape the final CPF, some create infeasible obstacles, while others are irrelevant. To exploit this insight, we propose a novel algorithm named RCCMO, which sequentially performs unconstrained exploration, single-constraint exploitation, and full-constraint refinement. The core innovation of RCCMO lies in a constraint prioritization method derived from these geometric insights, seamlessly coupled with a unique dual-directional search mechanism. Specifically, RCCMO first prioritizes constraints that constitute the final CPF, approaching them from the evolutionary direction (optimizing objectives) to locate the CPF directly shaped by single-constraint boundaries. Subsequently, for constraints that merely hinder the population's progress, RCCMO searches from the anti-evolutionary direction (targeting the infeasible boundaries where hindering constraints intersect with the CPF) to effectively discover how these constraints obstruct and form the final CPF. Meanwhile, irrelevant constraints are intentionally bypassed. Furthermore, a series of specialized mechanisms are proposed to accelerate the algorithm's execution, reduce heuristic misjudgments, and dynamically adjust search directions in real time. Extensive experiments on 5 benchmark test suites and 29 real-world CMOPs demonstrate that RCCMO significantly outperforms seven state-of-the-art algorithms.