The Rolling Tide Evolutionary Algorithm: A Multi-Objective Optimiser for Noisy Optimisation Problems

As the methods for evolutionary multiobjective optimization (EMO) mature and are applied to a greater number of real-world problems, there has been gathering interest in the effect of uncertainty and noise on multiobjective optimization, specifically how algorithms are affected by it, how to mitigate its effects, and whether some optimizers are better suited to dealing with it than others. Here we address the problem of uncertain evaluation, in which the uncertainty can be modeled as an additive noise in objective space. We develop a novel algorithm, the rolling tide evolutionary algorithm (RTEA), which progressively improves the accuracy of its estimated Pareto set, while simultaneously driving the front toward the true Pareto front. It can cope with noise whose characteristics change as a function of location (both design and objective), or which alter during the course of an optimization. Four state-of-the-art noise-tolerant EMO algorithms, as well as four widely used standard EMO algorithms, are compared to RTEA on 70 instances of ten continuous space test problems from the CEC'09 multiobjective optimization test suite. Different instances of these problems are generated by modifying them to exhibit different types and intensities of noise. RTEA seems to provide competitive performance across both the range of test problems used and noise types.