Unbounded population MO-CMA-ES for the bi-objective BBOB test suite

Oswin Krause, Tobias Glasmachers, Nikolaus Hansen, Christian Igel

13 Citations (Scopus)

Abstract

The unbounded population multi-objective covariance matrix adaptation evolution strategy∼(UP-MO-CMA-ES) aims at maximizing the total hypervolume covered by all evaluated points. It adds all non-dominated solutions found to its population and employs Gaussian mutations with adaptive covariance matrices to also solve ill-conditioned problems. A novel recombination operator adapts the covariance matrices to point along the Pareto front. The UP-MO-CMA-ES is combined with a parallel exploration strategy and empirically evaluated on the bi-objective BBOB-biobj benchmark problems. Results show that the algorithm can reliably solve ill-conditioned problems as well as weakly-structured problems. However, it is less suited for the rugged multi-modal objective functions in the benchmark.

Original languageEnglish
Title of host publicationProceedings of the 2016 Genetic and Evolutionary Computation Conference Companion
Number of pages8
PublisherAssociation for Computing Machinery
Publication date20 Jul 2016
Pages1177-1184
ISBN (Print)978-1-4503-4323-7
DOIs
Publication statusPublished - 20 Jul 2016
EventGenetic and Evolutionary Computation Conference - Denver, United States
Duration: 20 Jul 201624 Jul 2016

Conference

ConferenceGenetic and Evolutionary Computation Conference
Country/TerritoryUnited States
CityDenver
Period20/07/201624/07/2016

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