Are All the Subproblems Equally Important? Resource Allocation in Decomposition-Based Multiobjective Evolutionary Algorithms

Abstract

Decomposition-based multiobjective evolutionary algorithms (MOEAs) decompose a multiobjective optimization problem into a set of scalar objective subproblems and solve them in a collaborative way. A naïve way to distribute computational effort is to treat all the subproblems equally and assign the same computational resource to each subproblem. This paper proposes a generalized resource allocation (GRA) strategy for decomposition-based MOEAs by using a probability of improvement vector. Each subproblem is chosen to invest according to this vector. An offline measurement and an online measurement of the subproblem hardness are used to maintain and update this vector. Utility functions are proposed and studied for implementing a reasonable and stable online resource allocation strategy. Extensive experimental studies on the proposed GRA strategy have been conducted.