KKT proximity measure for testing convergence in smooth multi-objective optimization

Authors:
Rupesh Tulshyan;Kalyanmoy Deb;Sunith Bandaru
Affiliations:
Indian Institute of Technology Kanpur, Kanpur, India;Indian Institute of Technology Kanpur, Kanpur, India;Indian Institute of Technology Kanpur, Kanpur, India
Venue:
Proceedings of the 13th annual conference companion on Genetic and evolutionary computation
Year:
2011

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Abstract

An earlier study defined a KKT-proximity measure to test the convergence property of an evolutionary algorithm for solving single-objective optimization problems. In this paper, we extend this measure for testing convergence of a set of non-dominated solutions to the Pareto-optimal front in the case of smooth multi-objective optimization problems. Simulation results of NSGA-II on different two and three objective test problems indicate the suitability of using the proximity measure as a convergence metric for terminating a simulation of an evolutionary multi-criterion optimization algorithm.