An Experimental Approach for Running-Time Estimation of Multi-objective Evolutionary Algorithms in Numerical Optimization

TL;DR

This paper introduces an experimental method to estimate the upper bounds of running time for multi-objective evolutionary algorithms in numerical optimization, using adaptive sampling and statistical modeling without simplifying assumptions.

Contribution

It presents a novel experimental approach employing an average gain model and adaptive sampling to estimate MOEA running times in realistic numerical optimization scenarios.

Findings

Effective estimation of upper bounds on MOEA running time.

Validated approach on five different MOEAs and benchmark suites.

Provides a web-based tool for practical adoption.

Abstract

Multi-objective evolutionary algorithms (MOEAs) have become essential tools for solving multi-objective optimization problems (MOPs), making their running time analysis crucial for assessing algorithmic efficiency and guiding practical applications. While significant theoretical advances have been achieved for combinatorial optimization, existing studies for numerical optimization primarily rely on algorithmic or problem simplifications, limiting their applicability to real-world scenarios. To address this gap, we propose an experimental approach for estimating upper bounds on the running time of MOEAs in numerical optimization without simplification assumptions. Our approach employs an average gain model that characterizes algorithmic progress through the Inverted Generational Distance metric. To handle the stochastic nature of MOEAs, we use statistical methods to estimate the probabilistic distribution of gains. Recognizing that gain distributions in numerical optimization exhibit irregular patterns with varying densities across different regions, we introduce an adaptive sampling method that dynamically adjusts sampling density to ensure accurate surface fitting for running time estimation. We conduct comprehensive experiments on five representative MOEAs (NSGA-II, MOEA/D, AR-MOEA, AGEMOEA-II, and PREA) using the ZDT and DTLZ benchmark suites. The results demonstrate the effectiveness of our approach in estimating upper bounds on the running time without requiring algorithmic or problem simplifications. Additionally, we provide a web-based implementation to facilitate broader adoption of our methodology. This work provides a practical complement to theoretical research on MOEAs in numerical optimization.