Boosting the Performance of MOEA/D-DRA with a Multi-Objective Hyper-Heuristic Based on Irace and UCB Method for Heuristic Selection

Multi-Objective Evolutionary Algorithm based on Decomposition with Dynamical Resource Allocation (MOEA/D-DRA) is one of the most successful decomposition based multiobjective algorithm. Its main feature is a mechanism to allocate different computational effort proportional to the difficult of each subproblem. Despite its success, MOEA/D-DRA has a large set of parameters and operators, whose selection could be a difficult task. This paper aims at improving the performance of MOEA/D-DRA by means of a hyper-heuristic using two parameter/operator selection phases: one off-line strongly based on Iterated Race Automatic Algorithm Configuration (Irace) and another one (online) based on the Upper Confidence Bound (UCB) technique. The proposed approach is compared with the original MOEA/D-DRA, NSGAII and IBEA over 51 instances of 7 well known benchmarks (CEC 2009, GLT, LZ09, MOP, DTLZ, ZDT and WFG). Results show that Irace and UCB are interesting methods to support the hyper-heuristic functioning when selecting parameters/operators of MOEA/D-DRA in the addressed problems.