Efficient Multi-Objective Evolutionary Algorithm for Constrained Global Optimization of Expensive Functions

2019 ◽  
Author(s):  
Zhonghua Han ◽  
Fei Liu ◽  
Chenzhou Xu ◽  
Keshi Zhang ◽  
Qingfu Zhang
Keyword(s):  
Global Optimization ◽  
Evolutionary Algorithm ◽  
Constrained Global Optimization ◽  
Multi Objective

scholarly journals A Kriging-Assisted Multi-Objective Constrained Global Optimization Method for Expensive Black-Box Functions

Mathematics ◽  
2021 ◽  
Vol 9 (2) ◽  
pp. 149
Author(s):  
Yaohui Li ◽  
Jingfang Shen ◽  
Ziliang Cai ◽  
Yizhong Wu ◽  
Shuting Wang
Keyword(s):  
Global Optimization ◽  
Pareto Frontier ◽  
Kriging Model ◽  
Optimization Method ◽  
Function Evaluation ◽  
Sampling Point ◽  
Constrained Global Optimization ◽  
Multi Objective ◽  
Sample Data ◽  
Sampling Points

The kriging optimization method that can only obtain one sampling point per cycle has encountered a bottleneck in practical engineering applications. How to find a suitable optimization method to generate multiple sampling points at a time while improving the accuracy of convergence and reducing the number of expensive evaluations has been a wide concern. For this reason, a kriging-assisted multi-objective constrained global optimization (KMCGO) method has been proposed. The sample data obtained from the expensive function evaluation is first used to construct or update the kriging model in each cycle. Then, kriging-based estimated target, RMSE (root mean square error), and feasibility probability are used to form three objectives, which are optimized to generate the Pareto frontier set through multi-objective optimization. Finally, the sample data from the Pareto frontier set is further screened to obtain more promising and valuable sampling points. The test results of five benchmark functions, four design problems, and a fuel economy simulation optimization prove the effectiveness of the proposed algorithm.

scholarly journals Balancing Exploration and Exploitation With Decomposition-Based Dynamic Multi-Objective Evolutionary Algorithm

2021 ◽  
Vol 15 (4) ◽  
pp. 1-23
Author(s):  
Qing Zhang ◽  
Ruwang Jiao ◽  
Sanyou Zeng ◽  
Zhigao Zeng
Keyword(s):  
Global Optimization ◽  
Evolutionary Algorithm ◽  
Optimization Problem ◽  
Optimization Problems ◽  
Early Stage ◽  
Population Diversity ◽  
Benchmark Problems ◽  
Exploration And Exploitation ◽  
Multi Objective ◽  
Count Function

Balancing exploration and exploitation is a crucial issue in evolutionary global optimization. This paper proposes a decomposition-based dynamic multi-objective evolutionary algorithm for addressing global optimization problems. In the proposed method, the niche count function is regarded as a helper objective to maintain the population diversity, which converts a global optimization problem to a multi-objective optimization problem (MOP). The niche-count value is controlled by the niche radius. In the early stage of evolution, a large niche radius promotes the population diversity for better exploration; in the later stage of evolution, a niche radius close to 0 focuses on convergence for better exploitation. Through the whole evolution process, the niche radius is dynamically decreased from a large value to zero, which can provide a sound balance between the exploration and exploitation. Experimental results on CEC 2014 benchmark problems reveal that the proposed algorithm is capable of offering high-quality solutions, in comparison with four state-of-the-art algorithms.

scholarly journals Balancing Exploration and Exploitation with Decomposition-Based Dynamic Multi-objective Evolutionary Algorithm

2021 ◽  
Vol 15 (4) ◽  
pp. 0-0
Keyword(s):  
Global Optimization ◽  
Evolutionary Algorithm ◽  
Optimization Problem ◽  
Optimization Problems ◽  
Early Stage ◽  
Population Diversity ◽  
Benchmark Problems ◽  
Exploration And Exploitation ◽  
Multi Objective ◽  
Count Function

Balancing exploration and exploitation is a crucial issue in evolutionary global optimization. This paper proposes a decomposition-based dynamic multi-objective evolutionary algorithm for addressing global optimization problems. In the proposed method, the niche count function is regarded as a helper objective to maintain the population diversity, which converts a global optimization problem to a multi-objective optimization problem (MOP). The niche-count value is controlled by the niche radius. In the early stage of evolution, a large niche radius promotes the population diversity for better exploration; in the later stage of evolution, a niche radius close to 0 focuses on convergence for better exploitation. Through the whole evolution process, the niche radius is dynamically decreased from a large value to zero, which can provide a sound balance between the exploration and exploitation. Experimental results on CEC 2014 benchmark problems reveal that the proposed algorithm is capable of offering high-quality solutions, in comparison with four state-of-the-art algorithms.

Sign in / Sign up

Export Citation Format

Share Document