Ensemble of many-objective evolutionary algorithms for many-objective problems

The performance of most existing multiobjective evolutionary algorithms deteriorates severely in the face of many-objective problems. Many-objective optimization has been gaining increasing attention, and many new many-objective evolutionary algorithms (MaOEA) have recently been proposed. On the one hand, solution sets with totally different characteristics are obtained by different MaOEAs, since different MaOEAs have different convergence-diversity tradeoff relations. This may suggest the potential usefulness of ensemble approaches of different MaOEAs. On the other hand, the performance of MaOEAs may vary greatly from one problem to another, so that choosing the most appropriate MaOEA is often a non-trivial task. Hence, an MaOEA that performs generally well on a set of problems is often desirable. This study proposes an ensemble of MaOEAs (EMaOEA) for many-objective problems. When solving a single problem, EMaOEA invests its computational budget to its constituent MaOEAs, runs them in parallel and maintains interactions between them by a simple information sharing scheme. Experimental results on 80 benchmark problems have shown that, by integrating the advantages of different MaOEAs into one framework, EMaOEA not only provides practitioners a unified framework for solving their problem set, but also may lead to better performance than a single MaOEA.