Hyper-Heuristics is a high-level methodology for selection or generation of heuristics for solving complex problems. Despite their success, there is a lack of multi-objective hyper-heuristics. Our approach, named MOEA/D-HH_(SW), is a multi-objective selection hyper-heuristic that expands the MOEA/D framework. MOEA/D decomposes a multi-objective optimization problem into a number of subproblems, where each subproblem is handled by an agent in a collaborative manner. MOEA/D-HH_(SW) uses an adaptive choice function with sliding window proposed in this work to determine the low level heuristic (Differential Evolution mutation strategy) that should be applied by each agent during a MOEA/D execution. MOEA/D-HH_(SW) was tested in a well established set of 10 instances from the CEC 2009 MOEA Competition. MOEA/D-HH_(SW) was favourably compared with state-of-the-art multi-objective optimization algorithms.
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