Pareto-Dominance in Noisy Environments


Abstract

Noisy environments are a challenging task for multiobjective evolutionary algorithms. The algorithms may be trapped in local optima or even become a random search in the decision and objective space. In the course of the paper the classical definition of Pareto-dominance is enhanced subject to noisy objective functions in order to make the evolutionary search process more robust and to generate a reliable Pareto front. At each point in the decision space the objective functions are evaluated a fixed number of times and the convex hull of the objective function vectors is computed. Expectation is associated with the median of the objective function values while uncertainty is reflected by the average distance of the median in each dimension to the points defining the convex hull. By combining these two indicators a new concept of Pareto-dominance is set up. An implementation in NSGA-II and application to test problems show a gain in robustness and search quality.