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A Surrogate-Assisted Differential Evolution Algorithm for High-Dimensional Expensive Optimization Problems

delete2023-04-01
delete44
PRE
AI
W
Weizhong Wang
刘海林 cover
刘海林 (Hai‐Lin Liu) *
K
Kay Chen Tan
DOI:10.1109/TCYB.2022.3175533delete
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Abstract

Abstract

En 中文
The radial basis function (RBF) model and the Kriging model have been widely used in the surrogate-assisted evolutionary algorithms (SAEAs). Based on their characteristics, a global and local surrogate-assisted differential evolution algorithm (GL-SADE) for high-dimensional expensive problems is proposed in this article, in which a global RBF model is trained with all samples to estimate a global trend, and then its optima is used to significantly accelerate the convergence process. A local Kriging model prefers to select points with good predicted fitness and great uncertainty, which can effectively prevent the search from getting trapped into local optima. When the local Kriging model finds the best solution so far, a reward search strategy is executed to further exploit the local Kriging model. The experiments on a set of benchmark functions with dimensions varying from 30 to 200 are conducted to evaluate the performance of the proposed algorithm. The experimental results of the proposed algorithm are compared to four state-of-the-art algorithms to show its effectiveness and efficiency in solving high-dimensional expensive problems. Besides, GL-SADE is applied to an airfoil optimization problem to show its effectiveness.
Keywords:
Differential evolution (DE)
Gaussian process (GP) model
high-dimensional expensive problems
radial basis function (RBF) model
surrogate models

Journal

IEEE Transactions on Cybernetics cover
IEEE Transactions on Cybernetics
IF:
10.5
Papers:
1.1W
Citations:
5.0W

Organization

H
hong kong polytechnic university
Scholars:
3.0W
Papers: 4.1W
Citations: 921
G
guangdong university of technology
Scholars:
2.9W
Papers: 2.0W
Citations: 36