On the Use of Dynamic Reference Points in HypE

摘要

In evolutionary multiobjective optimization, hypervolume indicator is one of the most commonly-used performance metrics. To reduce its high computational costs in many objective optimization, Monte Carlo method is used in HypE (Hypervolume Estimation algorithm for multi-objective optimization) for approximating hypervolume values. However, the diversity preservation of HypE can be poor under inappropriate settings of the reference point. In this paper, the influence of the reference point on HypE is discussed and two variants of HypE algorithm with dynamic reference points are proposed to improve the performance of HypE. Our experimental results suggest that the new algorithms outperform HypE with fixed reference points on a set of multiobjective test instances with different shapes of Pareto fronts.