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February 21, 2026Evolutionary Computation0 citations

Adapting MOEA/D to CMA-ES for Dealing with Ill-conditioned Multiobjective Problems

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CLChengyu LuZLZhenhua LiQZQingfu Zhang

Key Points

  • The aim is to develop a new approach for optimizing non-separable and ill-conditioned multiobjective problems using evolution strategies.
  • Introduced decomposition-based multiobjective evolution strategy (MOES/D).
  • Implemented importance mixing algorithm for unbiased sample efficiency.
  • Developed collaborative ascent method for optimizing multiple subproblems simultaneously.
  • Applied principled resource allocation based on expectation-maximization to prioritize models.
  • Created a benchmark suite of non-separable, moderate- or ill-conditioned problem instances.
  • MOES/D significantly outperforms most state-of-the-art algorithms in solving ill-conditioned problems.
  • Extensive experiments validate the efficiency of the proposed optimization strategies.

Abstract

Abstract Ill-conditioned problems are widely acknowledged as a major challenge in singleobjective optimization, yet they remain largely unexplored in evolutionary multiobjective optimization. In this paper, we introduce a decomposition-based multiobjective evolution strategy (MOES/D) for optimizing non-separable and ill-conditioned multiobjective problems. In contrast to most existing approaches that integrate evolution strategies while potentially compromising their essential features, we develop novel, tailored strategies to coordinate evolution strategies, maximizing their strengths. These strategies collectively contribute to the efficiency of MOES/D, which include an importance mixing algorithm that enhances sample efficiency in an unbiased manner, a collaborative ascent method that optimizes multiple subproblems simultaneously, and a principled resource allocation based on expectation-maximization that prioritizes the evolution strategy models. To bridge the gap in the field, we propose a novel benchmark suite in which all instances are non-separable and either moderate- or illconditioned. Extensive experiments on the suite demonstrate that MOES/D excels at solving moderate- or ill-conditioned multiobjective problems, outperforming most state-of-the-art algorithms by a significant margin.

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Cite This Study

Lu et al. (2026) studied this question.

synapsesocial.com/papers/69994cb3873532290d02165fhttps://doi.org/10.1162/evco.a.389
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