Understanding the Co-evolutionary Solution Exchange of the MOEA/D: Already the Smallest Communication Radius Gives the Best-Possible Speed-Up

The MOEA/D is one of the most successful multi-objective evolutionary algorithms. It operates by decomposing the optimization problem into single-objective subproblems, which are then solved in a co-evolutionary manner. The performance of the MOEA/D depends critically on this decomposition. In this work, we propose a novel way to adjust this decomposition on the fly, for the case of discrete bi-objective optimization. Different from all previous works in this direction, we support our new algorithm with a proven performance guarantee. This is the first work that rigorously proves the runtime of a dynamic multi-objective evolutionary algorithm. For monotonic distortions of the simple LOTZ benchmark, it is known that classic decompositions leave large holes in the Pareto front, making it very hard for the MOEA/D to cover the entire Pareto front. In contrast, we prove that our self-adjusting MOEA/D solves all these LOTZ problems in an expected number of $O(n^4)$ function evaluations. This relatively low runtime as well as the details of our mathematical proof show that the dynamic decomposition strategy indeed evolves a decomposition adjusted to each of these problem instances.

Problems defined on binary decision spaces have been intensively studied in the theory of multi-objective evolutionary algorithms (MOEAs). In contrast, no mathematical runtime analyses exist so far for MOEAs dealing with decision variables that take a finite number $r > 2$ of values, despite the prevalence of such problems in practice. In this work, we begin to fill this research gap. We analyze how the classic SEMO algorithm with unit-strength local mutation computes the Pareto front of an $r$-valued counterpart of the classic \oneminmax benchmark. For the expected number of function evaluations until the Pareto front is covered by the population of this MOEA, we prove an upper bound of $O(n^2 r^2 \log n)$ and a near-tight lower bound of $Ω(n^2 r (r + \log n))$. We can close the small remaining gap between these two bounds by considering a variant of the algorithm that accepts only strictly better solutions; for this variant, we show an upper bound of $O(n^2 r (r + \log n))$, matching our lower bound (which also holds for this variant). Our results suggest that classic MOEAs encounter no significant additional difficulties when dealing with multi-valued decision variables. However, significantly more advanced tools may be required to obtain tight bounds for algorithms with more complex population dynamics.

To facilitate the solving of complex problems, evolutionary multitask optimization is regarded as a promising technique due to its capacity for cross-task knowledge transfer. In contrast to empirical evidences, no mathematical runtime support exists for this technique within the domain of multi-objective optimization. In this work, we aim to fill this important gap. We analyze how the representative multiobjective multifactorial evolutionary algorithm (MO-MFEA) covers the Pareto fronts of two bi-objective problems simultaneously. For the two-task problem of maximizing the classic bi-objective OMM and the multimodal OJZJ benchmarks, the MO-MFEA requires only an expected runtime of $O(n^2 \log n)$---the same as optimizing the simple OMM alone---yet achieves a speedup by a factor of $Θ(n^{k-1}/\log n)$ compared to optimizing OJZJ alone (with gap size $k$). Similarly, for the task pair comprising the classic LOTZ and the multimodal DLTB benchmarks, a speedup of $Θ(n)$ is attained over optimizing DLTB alone, while the runtime matches that of optimizing LOTZ alone.