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Boundary Decomposition for Nadir Objective Vector Estimation

NeurIPS 2024 · Learning theory and algorithms › Combinatorial and search optimization · approach: Multi-objective optimization · 1 citations (OpenAlex)

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Proposes BDNE, a bilevel boundary-decomposition method that estimates the nadir objective vector of general black-box MOPs with convergence guarantees, and beats ECR-NSGA-II and DNPE on 28 instances.

Problem

Estimating the nadir objective vector of multi-objective optimization problems; existing exact methods only work on discrete MOPs and heuristic methods fail on complicated feasible objective regions (irregular PF, weakly Pareto-optimal boundary).

Approach

Scalarize the MOP into boundary subproblems using a cone-transformed modified Tchebycheff metric, and formulate per-objective bilevel optimization where the upper level (CMA-ES) adjusts boundary weight vectors to maximize each objective at its Pareto-optimal solution found by the lower-level MOEA, so that the optimal solutions converge to critical points and the nadir.

Key results

Measured effects reported in the paper

What was changedWhereMeasuredEffect
use BDNE instead of DNPEnadir-vector estimation · TN2 (3 objectives)error metric: 0.223±3.54e-07 -> 0.000172±0.000535Helped
use BDNE instead of DNPEnadir-vector estimation · DTLZ2 (3 objectives)error metric: 4.29e-10±3.33e-10 -> 1.81e-10±2.82e-10Helped
use BDNE instead of DNPEnadir-vector estimation · mDTLZ2 (3 objectives)error metric: 0.0209±6.14e-06 -> 0.00658±0.00105Helped
use BDNE instead of DNPEnadir-vector estimation · MaF2 (3 objectives)error metric: 0.00888±2.9e-11 -> 0.00888±1.15e-05No clear effect
use BDNE instead of DNPEnadir-vector estimation · ML-DMP (3 objectives)error metric: 0.00699±2.82e-05 -> 0.0162±8.56e-05Hurt
use BDNE instead of DNPEnadir-vector estimation · MP-DMP (3 objectives)error metric: 0.23±8.03e-06 -> 0.00777±2.85e-05Helped
use BDNE instead of DNPEnadir-vector estimation · RE3-4-7 (3 objectives)error metric: 0.545±2.61e-06 -> 0.0787±0.00862Helped
use BDNE instead of DNPEnadir-vector estimation · CRE5-3-1 (5 objectives)error metric: 0.191±7.18e-08 -> 0.191±9.99e-09No clear effect
add CFF, the flat-fitness coping strategy (ablation)BDNE · TN2 (3 objectives)error metric: 0.00016±0.000351 -> 0.000172±0.000535No clear effect
add TBW, transformation of the best boundary weight vector (ablation)BDNE · TN2 (3 objectives)error metric: 0.000783±0.00195 -> 0.000172±0.000535No clear effect
add CFF and TBW (ablation)BDNE · TN2 (3 objectives)error metric: 0.000494±0.000865 -> 0.000172±0.000535Mixed
add boundary subproblems using unit-vector weights (BSU) (ablation)BDNE · TN2 (3 objectives)error metric: 0.00548±0.0137 -> 0.000172±0.000535Helped

Surprising findings

Limitations

Experimental setup

Datasets: DTLZ2 DTLZ3 mDTLZ2 mDTLZ3 MaF2 DTLZ5 IMOP4 IMOP6 MP-DMP ML-DMP RE3-4-7 CRE5-3-1

Benchmarks: TN1 TN2 TN3 TN4 DTLZ2 DTLZ3 mDTLZ2 MaF2 DTLZ5 IMOP4 IMOP6 MP-DMP

Metrics: nadir error metric E (normalized Euclidean distance) Wilcoxon rank-sum test runtime

Baselines: ECR-NSGA-II DNPE SF2 SF3 SF4 EP1 EP2 EP3 EP4 EP5

Builds on: modified Tchebycheff metric cone domination proper Pareto optimality CMA-ES EC-NSGA-II

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