The Directed Search Method for Pareto Front Approximations with Maximum Dominated Hypervolume


In many applications one is faced with the problem that multiple objectives have to be optimized at the same time. Since typically the solution set of such multi-objective optimization problems forms a manifold which cannot be computed analytically, one is in many cases interested in a suitable finite size approximation of this set. One widely used approach is to find a representative set that maximizes the dominated hypervolume that is defined by the images in objective space of these solutions and a given reference point.
In this paper, we propose a new point-wise iterative search procedure, Hypervolume Directed Search (HVDS), that aims to increase the hypervolume of a given point in an archive for bi-objective unconstrained optimization problems. We present the HVDS both as a standalone algorithm and as a local searcher within a specialized evolutionary algorithm. Numerical results confirm the strength of the novel approach.