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Tutorial on Evolutionary Multiobjective Optimization

Multiple, often conflicting objectives arise naturally in most real-world optimization scenarios. As evolutionary algorithms possess several characteristics that are desirable for this type of problem, this class of search strategies has been used for multiobjective optimization for more than a decade. Meanwhile evolutionary multiobjective optimization has become established as a separate subdiscipline combining the fields of evolutionary computation and classical multiple criteria decision making.

This paper gives an overview of evolutionary multiobjective optimization with the focus on methods and theory. On the one hand, basic principles of multiobjective optimization and evolutionary algorithms are presented, and various algorithmic concepts such as fitness assignment, diversity preservation, and elitism are discussed. On the other hand, the tutorial includes some recent theoretical results on the performance of multiobjective evolutionary algorithms and addresses the question of how to simplify the exchange of methods and applications by means of a standardized interface.

The term evolutionary algorithm (EA) stands for a class of stochastic optimization methods that simulate the process of natural evolution. The origins of EAs can be traced back to the late 1950s, and since the 1970s several evolutionary methodologies have been proposed, mainly genetic algorithms, evolutionary programming, and evolution strategies [1]. All of these approaches operate on a set of candidate solutions. Using strong simplifications, this set is subsequently modified by the two basic principles: selection and variation. While selection mimics the competition for reproduction and resources among living beings, the other principle, variation, imitates the natural capability of creating ”new” living beings by means of recombination and mutation.

Tutorial on Evolutionary Multiobjective Optimization