Empirical Studies of Resampling Strategies in Noisy Evolutionary Multi-Objective Optimization

Optimization problems are ubiquitous in real-world engineering scenarios where the goals are to enhance interested aspects such as efficiency, productivity, and profitability. However, solving practical optimization problems could be non-trivial, partly due to the presence of a wide range of noises, including environmental noises, model biases, time-domain variations, measurement uncertainties and many other uncontrolled variables. In this paper, we empirically study the effect of noise range, sample size and resampling type on the solution quality of MOEAs when noise is added to decision variables. Our empirical results, conducted on three commonly used Multi-Objective Optimization Problems (MOEAs), i.e. NSGA-II, MOEA/D and IBEA, demonstrate that noise range has more significant impact on the robustness of optimization algorithms compared to sample size and resampling type. In addition, we introduce the concept of bad point, which is able to illustrate how noise affects the performance of different MOEAs.