Objective Reduction in Evolutionary Multiobjective Optimization: Theory and Applications

Abstract

Many-objective problems represent a major challenge in the field of evolutionary multiobjective optimization—in terms of search efficiency, computational cost, decision making, visualization, and so on. This leads to various research questions, in particular whether certain objectives can be omitted in order to overcome or at least diminish the difficulties that arise when many, that is, more than three, objective functions are involved. This study addresses this question from different perspectives. First, we investigate how adding or omitting objectives affects the problem characteristics and propose a general notion of conflict between objective sets as a theoretical foundation for objective reduction. Second, we present both exact and heuristic algorithms to systematically reduce the number of objectives, while preserving as much as possible of the dominance structure of the underlying optimization problem. Third, we demonstrate the usefulness of the proposed objective reduction method in the context of both decision making and search for a radar waveform application as well as for well-known test functions.