Control parameter studies assist practitioners to select optimization algorithm parameter values that are appropriate for the problem at hand. Parameter values are well suited to a problem if they result in a search that is effective given that problem's objective function(s), constraints, and termination criteria. Given these considerations a many-objective tuning algorithm named MOTA is presented. MOTA is specialized for tuning a stochastic optimization algorithm according to multiple performance measures, each over a range of objective function evaluation budgets. MOTA's specialization consists of four aspects: (1) a tuning problem formulation that consists of both a speed objective and a speed decision variable; (2) a control parameter tuple assessment procedure that utilizes information from a single assessment run's history to gauge that tuple's performance at multiple evaluation budgets; (3) a preemptively terminating resampling strategy for handling the noise present when tuning stochastic algorithms; and (4) the use of bi-objective decomposition to assist in many-objective optimization. MOTA combines these aspects together with differential evolution operators to search for effective control parameter values. Numerical experiments consisting of tuning NSGA-II and MOEA/D demonstrate that MOTA is effective at many-objective tuning.
Keywords: Tuning; many-objective optimization; multiobjective optimization; objective function evaluation budgets..