Techniques for highly multiobjective optimisation: some nondominated points are better than others

TL;DR: In this article, the authors discuss and compare several variants of the often-overlooked "Average Ranking" strategy and find that simple variants of this strategy usually outperform other methods tested, covering problems with 5-20 objectives and differing amounts of inter-objective correlation.

Abstract: The research area of evolutionary multiobjective optimization (EMO) is reaching better understandings of the properties and capabilities of EMO algorithms, and accumulating much evidence of their worth in practical scenarios. An urgent emerging issue is that the favoured EMO algorithms scale poorly when problems have "many" (e.g. five or more) objectives. One of the chief reasons for this is believed to be that, in many-objective EMO search, populations are likely to be largely composed of nondominated solutions. In turn, this means that the commonly-used algorithms cannot distinguish between these for selective purposes. However, there are methods that can be used validly to rank points in a nondominated set, and may therefore usefully underpin selection in EMO search. Here we discuss and compare several such methods. Our main finding is that simple variants of the often-overlooked "Average Ranking" strategy usually outperform other methods tested, covering problems with 5-20 objectives and differing amounts of inter-objective correlation.