The MOEA/D is one of the most successful multi-objective evolutionary algorithms. It operates by decomposing the optimization problem into single-objective subproblems, which are then solved in a co-evolutionary manner. The performance of the MOEA/D depends critically on this decomposition. In this work, we propose a novel way to adjust this decomposition on the fly, for the case of discrete bi-objective optimization. Different from all previous works in this direction, we support our new algorithm with a proven performance guarantee. This is the first work that rigorously proves the runtime of a dynamic multi-objective evolutionary algorithm. For monotonic distortions of the simple LOTZ benchmark, it is known that classic decompositions leave large holes in the Pareto front, making it very hard for the MOEA/D to cover the entire Pareto front. In contrast, we prove that our self-adjusting MOEA/D solves all these LOTZ problems in an expected number of $O(n^4)$ function evaluations. This relatively low runtime as well as the details of our mathematical proof show that the dynamic decomposition strategy indeed evolves a decomposition adjusted to each of these problem instances.

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