For four or more objectives, the NSGA-II with population size linear in the Pareto front misses a constant fraction of the Pareto front of LOTZ for exponentially long time.
A mathematical run- time analysis of the Non-dominated Sorting Genetic Algorithm III (NSGA-III)
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Difficulties of the NSGA-II with the Many-Objective LeadingOnes Problem
For four or more objectives, the NSGA-II with population size linear in the Pareto front misses a constant fraction of the Pareto front of LOTZ for exponentially long time.