Running Time Analysis of the Non-dominated Sorting Genetic Algorithm II (NSGA-II) using Binary or Stochastic Tournament Selection

Evolutionary algorithms (EAs) have been widely used to solve multi-objective optimization problems, and have become the most popular tool. However, the theoretical foundation of multi-objective EAs (MOEAs), especially the essential theoretical aspect, i.e., running time analysis, has been still largely underdeveloped. The few existing theoretical works mainly considered simple MOEAs, while the non-dominated sorting genetic algorithm II (NSGA-II), probably the most influential MOEA, has not been analyzed except for a very recent work considering a simplified variant without crossover. In this paper, we present a running time analysis of the standard NSGA-II for solving LOTZ, OneMinMax and COCZ, the three commonly used bi-objective optimization problems. Specifically, we prove that the expected running time (i.e., number of fitness evaluations) is $O(n^3)$ for LOTZ, and $O(n^2\log n)$ for OneMinMax and COCZ, which is surprisingly as same as that of the previously analyzed simple MOEAs, GSEMO and SEMO. Next, we introduce a new parent selection strategy, stochastic tournament selection (i.e., $k$ tournament selection where $k$ is uniformly sampled at random), to replace the binary tournament selection strategy of NSGA-II, decreasing the required expected running time to $O(n^2)$ for all the three problems. Experiments are also conducted, suggesting that the derived running time upper bounds are tight for LOTZ, and almost tight for OneMinMax and COCZ.