Pareto Repeated Weighted Boosting Search for Multiple-Objective Optimisation

A guided stochastic search algorithm, known as the repeated weighted boosting search (RWBS), offers an effective means for solving the difficult single-objective optimisation problems with non-smooth and/or multi-modal cost functions. Compared with other global optimisation solvers, such as the genetic algorithms (GAs) and adaptive simulated annealing, RWBS is easier to implement, has fewer algorithmic parameters to tune and has been shown to provide similar levels of performance on many benchmark problems. This contribution develops a novel Pareto RWBS (PRWBS) algorithm for multiple objective optimisation applications. The performance of the proposed PRWBS algorithm is compared with the well-known non-dominated sorting GA (NSGA-II) for multiple objective optimisation on a range of benchmark problems, and the results obtained demonstrate that the proposed PRWBS algorithm offers a competitive performance whilst retaining the benefits of the original RWBS algorithm.