Challenges of Convex Quadratic Bi-objective Benchmark Problems
This addresses a gap in benchmark collections for multi-objective optimization, though it is incremental as it extends existing single-objective concepts.
The paper tackles the under-representation of quadratic benchmark problems in multi-objective optimization by analyzing challenges in the bi-objective case, constructing 54 problem classes and finding huge performance differences attributed to non-separability and alignment issues.
Convex quadratic objective functions are an important base case in state-of-the-art benchmark collections for single-objective optimization on continuous domains. Although often considered rather simple, they represent the highly relevant challenges of non-separability and ill-conditioning. In the multi-objective case, quadratic benchmark problems are under-represented. In this paper we analyze the specific challenges that can be posed by quadratic functions in the bi-objective case. Our construction yields a full factorial design of 54 different problem classes. We perform experiments with well-established algorithms to demonstrate the insights that can be supported by this function class. We find huge performance differences, which can be clearly attributed to two root causes: non-separability and alignment of the Pareto set with the coordinate system.