Runtime Analysis of Evolutionary Algorithms for Multiparty Multiobjective Optimization
Journal:
arXiv
Published Date:
Jan 9, 2025
Abstract
In scenarios where multiple decision-makers operate within a common decision
space, each focusing on their own multi-objective optimization problem (e.g.,
bargaining games), the problem can be modeled as a multi-party multi-objective
optimization problem (MPMOP). While numerous evolutionary algorithms have been
proposed to solve MPMOPs, most results remain empirical. This paper presents
the first theoretical analysis of the expected runtime of evolutionary
algorithms on bi-party multi-objective optimization problems (BPMOPs). Our
findings demonstrate that employing traditional multi-objective optimization
algorithms to solve MPMOPs is both time-consuming and inefficient, as the
resulting population contains many solutions that fail to achieve consensus
among decision-makers. An alternative approach involves decision-makers
individually solving their respective optimization problems and seeking
consensus only in the final stage. While feasible for pseudo-Boolean
optimization problems, this method may fail to guarantee approximate
performance for one party in NP-hard problems. Finally, We propose
coevolutionary multi-party multi-objective optimizers (CoEMPMO) for
pseudo-Boolean optimization and shortest path problems within a multi-party
multi-objective context, which maintains a common solution set among all
parties through coevolution. Theoretical and experimental results demonstrate
that the proposed \( \text{CoEMPMO}_{\text{random}} \) outperforms previous
algorithms in terms of the expected lower bound on runtime for pseudo-Boolean
optimization problems. Additionally, \(
\text{CoEMPMO}_{\text{cons}}^{\text{SP}} \) achieves better efficiency and
precision in solving shortest path problems compared to existing algorithms.