How to Use the Metropolis Algorithm for Multi-Objective Optimization?

Weijie Zheng, Mingfeng Li, Renzhong Deng, Benjamin Doerr · Proceedings of the Genetic and Evolutionary Computation Conference Companion · 2024

As demonstrated by empirical and theoretical work, the Metropolis algorithm can cope with local optima by accepting inferior solutions with suitably small probability. This paper extends this research direction into multi-objective optimization.

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