A number of benchmark problems exist for evaluating multi-objective evolutionary algorithms (MOEAs) in the objective space. However, the decision space performance analysis is a recent and relatively less explored topic in evolutionary multi-objective optimization research. Among other implications, such analysis can lead to designing more realistic test problems, gaining better understanding about optimal and robust design areas, and design and evaluation of knowledge-based optimization algorithms. This paper complements the existing research in this area and proposes a new method to generate multi-objective optimization test problems with clustered Pareto sets in hyper-rectangular defined areas of decision space. The test problem is parametrized to control number of decision variables, number and position of optimal areas in the decision space and modality of fitness landscape. Three leading MOEAs, including NSGA-II, NSGA-III, and MOEA/D, are evaluated on a number of problem instances with varying characteristics. A new metric is proposed that measures the performance of algorithms in terms of their coverage of the optimal areas in the decision space. The empirical analysis presented in this research shows that the decision space performance may not necessarily be reflective of the objective space performance and that all algorithms are sensitive to population size parameter for the new test problems.
Performance Analysis of Variants of Differential Evolution on Multi-Objective Optimization Problems