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Metaheuristics, being tailored to each particular domain by experts, have been successfully applied to many computationally hard optimization problems. However, once implemented, their application to a new problem domain or a slight change in the problem description would often require additional expert intervention. There is a growing number of studies on reusable cross-domain search methodologies, such as selection hyper-heuristics, which are applicable to problem instances from various domains, requiring minimal expert intervention or even none. This paper introduces a new learning automata-based selection hyper-heuristic controlling a set of multiobjective metaheuristics. The approach operates above three well-known multiobjective evolutionary algorithms and mixes them, exploiting the strengths of each algorithm. The performance and behavior of two variants of the proposed selection hyper-heuristic, each utilizing a different initialization scheme are investigated across a range of unconstrained multiobjective mathematical benchmark functions from two different sets and the real-world problem of vehicle crashworthiness. The empirical results illustrate the effectiveness of our approach for cross-domain search, regardless of the initialization scheme, on those problems when compared to each individual multiobjective algorithm. Moreover, both variants perform significantly better than some previously proposed selection hyper-heuristics for multiobjective optimization, thus significantly enhancing the opportunities for improved multiobjective optimization.
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Li et al. (2017) studied this question.
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