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arXiv · 1605.02720

Anytime Bi-Objective Optimization with a Hybrid Multi-Objective CMA-ES (HMO-CMA-ES)

Ilya Loshchilov·Tobias Glasmachers
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Abstract

We propose a multi-objective optimization algorithm aimed at achieving good anytime performance over a wide range of problems. Performance is assessed in terms of the hypervolume metric. The algorithm called HMO-CMA-ES represents a hybrid of several old and new variants of CMA-ES, complemented by BOBYQA as a warm start. We benchmark HMO-CMA-ES on the recently introduced bi-objective problem suite of the COCO framework (COmparing Continuous Optimizers), consisting of 55 scalable continuous optimization problems, which is used by the Black-Box Optimization Benchmarking (BBOB) Workshop 2016.

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Ilya Loshchilov, Tobias Glasmachers. 2016-05-09. Anytime Bi-Objective Optimization with a Hybrid Multi-Objective CMA-ES (HMO-CMA-ES). https://arxiv.org/abs/1605.02720

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