Multiple infill criterion-assisted hybrid evolutionary optimization for medium-dimensional computationally expensive problems

Surrogate-assisted evolutionary algorithms have been paid more and more attention to solve computationally expensive problems. However, model management still plays a significant importance in searching for the optimal solution. In this paper, a new method is proposed to measure the approximation uncertainty, in which the differences between the solution and its neighbour samples in the decision space, and the ruggedness of the objective space in its neighborhood are both considered. The proposed approximation uncertainty will be utilized in the surrogate-assisted global search to find a solution for exact objective evaluation to improve the exploration capability of the global search. On the other hand, the approximated fitness value is adopted as the infill criterion for the surrogate-assisted local search, which is utilized to improve the exploitation capability to find a solution close to the real optimal solution as much as possible. The surrogate-assisted global and local searches are conducted in sequence at each generation to balance the exploration and exploitation capabilities of the method. The performance of the proposed method is evaluated on seven benchmark problems with 10, 20, 30 and 50 dimensions, and one real-world application with 30 and 50 dimensions. The experimental results show that the proposed method is efficient for solving the low- and medium-dimensional expensive optimization problems by compared to the other six state-of-the-art surrogate-assisted evolutionary algorithms.

Multiple Classifiers-Assisted Evolutionary Algorithm Based on Decomposition for High-Dimensional Multi-Objective Problems

Surrogate-assisted multi-objective evolutionary algorithms have advanced the field of computationally expensive optimization, but their progress is often restricted to low-dimensional problems. This manuscript presents a multiple classifiers-assisted evolutionary algorithm based on decomposition, which is adapted for high-dimensional expensive problems in terms of the following two insights. Compared to approximation-based surrogates, the accuracy of classification-based surrogates is robust for few high-dimensional training samples. Further, multiple local classifiers can hedge the risk of over-fitting issues. Accordingly, the proposed algorithm builds multiple classifiers with support vector machines on a decomposition-based multi-objective algorithm, wherein each local classifier is trained for a corresponding scalarization function. Experimental results statistically confirm that the proposed algorithm is competitive to the state-of-the-art algorithms and computationally efficient as well.

Multiple Classifiers-Assisted Evolutionary Algorithm Based on Decomposition for High-Dimensional Multi-Objective Problems

Surrogate-assisted multi-objective evolutionary algorithms have advanced the field of computationally expensive optimization, but their progress is often restricted to low-dimensional problems. This manuscript presents a multiple classifiers-assisted evolutionary algorithm based on decomposition, which is adapted for high-dimensional expensive problems in terms of the following two insights. Compared to approximation-based surrogates, the accuracy of classification-based surrogates is robust for few high-dimensional training samples. Further, multiple local classifiers can hedge the risk of over-fitting issues. Accordingly, the proposed algorithm builds multiple classifiers with support vector machines on a decomposition-based multi-objective algorithm, wherein each local classifier is trained for a corresponding scalarization function. Experimental results statistically confirm that the proposed algorithm is competitive to the state-of-the-art algorithms and computationally efficient as well.

A Guidance method for robustness surrogate assisted multi-objective evolutionary algorithms

In the real world, multi-objective problems(MOPs) are relatively common in optimization in the areasof design, planning, decision support... In fact, problemsinclude two or many objectives, there is a class of problemscalled expensive problems that are problems with complexmathematical models, large computational costs,... Theycan not be solved by normal techniques, they are usually tobe solved with techniques such as simulation, decomposing,problem transformation. In particular, using a surrogatemodel with Kriging, neuron networks techniques in combination with an evolutionary algorithm is a subtle choice,with many positive results, being studied and applied inpractice. However, the use of a surrogate model withKriging, neuron networks combining selection strategy,sampling... can reduce the robustness of the algorithmsduring the search. This paper analyzes the issues affectingthe robustness of the multi-objective evolutionary algorithms (MOEAs) using surrogate models and suggests theuse of a guidance technique to increase the robustness ofthe algorithm, through analysis, experiment and results arecompetitive and effective to improve the quality of MOEAsusing a surrogate model to solve expensive problems.