MH-MOEA: A New Multi-Objective Evolutionary Algorithm Based on the Maximin Fitness Function and the Hypervolume Indicator


Abstract

In this paper, we propose an approach that combines a modified version of the maximin fitness function and the hypervolume indicator for selecting individuals into a Multi-Objective Evolutionary Algorithm (MOEA). Our proposed selection mechanism is incorporated into a MOEA which adopts the crossover and mutation operators of the Nondominated Sorting Genetic Algorithm-II (NSGA-II), giving rise to the so-called "Maximin-Hypervolume Multi-Objective Evolutionary Algorithm (MH-MOEA)". Our proposed MH-MOEA is validated using standard test problems taken from the specialized literature, using from three to six objectives. Our results are compared with respect to those produced by MC-MOEA (which is based on the maximin fitness function and a clustering technique), MOEA/D using Penalty Boundary Intersection (PBI), which is based on decomposition and iSMS-EMOA (which is based on the hypervolume indicator). Our preliminary results indicate that our proposed MH-MOEA is a good alternative to solve multi-objective optimization problems having both low dimensionality and high dimensionality in objective function space.