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EVOLVE - A Bridge between Probability, Set Oriented Numerics, and Evolutionary Computation III pp 169–193Cite as

Time Complexity and Zeros of the Hypervolume Indicator Gradient Field

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Part of the book series: Studies in Computational Intelligence ((SCI,volume 500))

Abstract

In multi-objective optimization the hypervolume indicator is a measure for the size of the space within a reference set that is dominated by a set of μ points. It is a common performance indicator for judging the quality of Pareto front approximations. As it does not require a-priori knowledge of the Pareto front it can also be used in a straightforward manner for guiding the search for finite approximations to the Pareto front in multi-objective optimization algorithm design.

In this paper we discuss properties of the gradient of the hypervolume indicator at vectors that represent approximation sets to the Pareto front. An expression for relating this gradient to the objective function values at the solutions in the approximation set and their partial derivatives is described for arbitrary dimensions m ≥ 2 as well as an algorithm to compute the gradient field efficiently based on this information. We show that in the bi-objective and tri-objective case these algorithms are asymptotically optimal with time complexity in Θ(μd + μlogμ) for d being the dimension of the search space and μ being the number of points in the approximation set. For the case of four objective functions the time complexity is shown to be in \(\mathcal{O}(\mu d + \mu^2)\). The tight computation schemes reveal fundamental structural properties of this gradient field that can be used to identify zeros of the gradient field. This paves the way for the formulation of stopping conditions and candidates for optimal approximation sets in multi-objective optimization.

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Authors and Affiliations

  1. Leiden Institute for Advanced Computer Science, Leiden University, 2333 CA, Leiden, The Netherlands

    Michael Emmerich & André Deutz

Authors
  1. Michael Emmerich
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  2. André Deutz
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Correspondence to Michael Emmerich .

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Editors and Affiliations

  1. , Depto. de Computacion, CINVESTAV-IPN, Av. IPN No. 2508, Mexico, 07360, Mexico

    Oliver Schuetze

  2. , Depto. de Computatción, CINVESTAV-IPN, Av. IPN No. 2508, Mexico, 07360, Mexico

    Carlos A. Coello Coello

  3. , Computer Science and, University of Luxembourg, rue Richard Coudenhove-Kalergi 6, Luxembourg, 1359, Luxembourg

    Alexandru-Adrian Tantar

  4. , Luxembourg Centre for, University of Luxembourg, Avenue des Hauts Fourneaux 7, Belval, 4362, Luxembourg

    Emilia Tantar

  5. , Faculty of Sci., Tech. & Communication, University of Luxembourg, rue Richard Coudenhove-Kalergi 6, Luxembourg, 1359, Luxembourg

    Pascal Bouvry

  6. , Bordeaux Mathematical Institute, Université Bordeaux I, cours de la Libération 351, Talence cedex, 33405, France

    Pierre Del Moral

  7. , UFR Sciences et Modélisation, Université Bordeaux Segalen, 3ter place de la Victoire, Bordeaux, 33076, France

    Pierrick Legrand

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Emmerich, M., Deutz, A. (2014). Time Complexity and Zeros of the Hypervolume Indicator Gradient Field. In: Schuetze, O., et al. EVOLVE - A Bridge between Probability, Set Oriented Numerics, and Evolutionary Computation III. Studies in Computational Intelligence, vol 500. Springer, Heidelberg. https://doi.org/10.1007/978-3-319-01460-9_8

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  • DOI: https://doi.org/10.1007/978-3-319-01460-9_8

  • Publisher Name: Springer, Heidelberg

  • Print ISBN: 978-3-319-01459-3

  • Online ISBN: 978-3-319-01460-9

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