OCD: Online Convergence Detection for Evolutionary Multi-Objective Algorithms Based on Statistical Testing

  • Authors:

  • Tobias Wagner;Heike Trautmann;Boris Naujoks

  • Affiliations:

  • Institute of Machining Technology (ISF), TU Dortmund University, Germany;Faculty of Statistics, TU Dortmund University, Germany;Chair of Algorithm Engineering, TU Dortmund University, Germany

  • Venue:
  • EMO '09 Proceedings of the 5th International Conference on Evolutionary Multi-Criterion Optimization
  • Year:
  • 2009

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Abstract

Over the last decades, evolutionary algorithms (EA) have proven their applicability to hard and complex industrial optimization problems in many cases. However, especially in cases with high computational demands for fitness evaluations (FE), the number of required FE is often seen as a drawback of these techniques. This is partly due to lacking robust and reliable methods to determine convergence, which would stop the algorithm before useless evaluations are carried out. To overcome this drawback, we define a method for online convergence detection (OCD) based on statistical tests, which invokes a number of performance indicators and which can be applied on a stand-alone basis (no predefined Pareto fronts, ideal and reference points). Our experiments show the general applicability of OCD by analyzing its performance for different algorithmic setups and on different classes of test functions. Furthermore, we show that the number of FE can be reduced considerably --- compared to common suggestions from literature --- without significantly deteriorating approximation accuracy.