mk:kes03
Summary
On the Benchmarking of Multiobjective Optimization Algorithm. Mario Köppen. In Knowledge-Based Intelligent Information and Engineering Systems (KES 2003), Proceedings, pages 379-385, 2003. (URL)
Abstract
The "No Free Lunch" (NFL) theorems state that in average each algorithm has the same performance, when no a priori knowledge of single-objective cost function f is assumed. This paper extends the NFL theorems to the case of multi-objective optimization. Further it is shown that even in cases of a priori knowledge, when the performance measure is related to the set of extrema points sampled so far, the NFL theorems still hold. However, a procedure for obtaining function-dependent algorithm performance can be constructed, the so-called tournament performance, which is able to gain different performance measures for different multiobjective algorithms.
Bibtex entry
@INPROCEEDINGS { mk:kes03,
ABSTRACT = { The "No Free Lunch" (NFL) theorems state that in average each algorithm has the same performance, when no a priori knowledge of single-objective cost function f is assumed. This paper extends the NFL theorems to the case of multi-objective optimization. Further it is shown that even in cases of a priori knowledge, when the performance measure is related to the set of extrema points sampled so far, the NFL theorems still hold. However, a procedure for obtaining function-dependent algorithm performance can be constructed, the so-called tournament performance, which is able to gain different performance measures for different multiobjective algorithms. },
AUTHOR = { Mario Köppen },
BOOKTITLE = { Knowledge-Based Intelligent Information and Engineering Systems (KES 2003), Proceedings },
MODIFIED = { 2008-02-28 14:37:56 +0900 },
EDITOR = { Vasile Palade and Robert J. Howlett and Lakhmi Jain },
HASABSTRACT = { Yes },
PAGES = { 379-385 },
PDF = { kes03.pdf },
PUBLISHER = { Springer-Verlag Heidelberg },
SERIES = { LNAI 2773 },
TITLE = { On the Benchmarking of Multiobjective Optimization Algorithm },
URL = { http://www.springerlink.com/content/kl0bvhj8qhr1batg },
YEAR = { 2003 },
1 = { http://www.springerlink.com/content/kl0bvhj8qhr1batg },
}