Improving the IWFG algorithm for calculating incremental hypervolume
Wesley Cox, Lyndon While · 2016
We describe an optimised version of the incremental hypervolume algorithm IWFG that achieves new levels of performance for this class of algorithm. The principal changes are the use of an adaptive slicing scheme that works well both for points that need to be fully-evaluated, and for those that need only a small amount of evaluation; and the incorporation of an existing heuristic for ordering objectives independently for each point. The new algorithm can process in substantially less than a second sets containing a thousand points in 10-13 objectives, with much typical data; it is therefore a significant contribution to optimisers that use incremental hypervolume for selection, archiving, or diversity.