The Naive MIDEA: A Baseline Multi-objective EA

Estimation of distribution algorithms have been shown to perform well on a wide variety of single–objective optimization problems. Here, we look at a simple yet effective extension of this paradigm for multi–objective optimization, called the naive MIDEA. The probabilistic model in this specific algorithm is a mixture distribution, and each component in the mixture is a univariate factorization. Mixture distributions allow for wide–spread exploration of the Pareto front thus aiding the important preservation of diversity in multi–objective optimization. Due to its simplicity, speed, and effectiveness the naive MIDEA can well serve as a baseline algorithm for multi–objective evolutionary algorithms.