A Surrogate-Assisted Reference Vector Guided Evolutionary Algorithm for Computationally Expensive Many-Objective Optimization

doi:10.1109/TEVC.2016.2622301

Return

A Surrogate-Assisted Reference Vector Guided Evolutionary Algorithm for Computationally Expensive Many-Objective Optimization

2018-02-01

369

DOI：10.1109/TEVC.2016.2622301

Original

Save

View PDF

Abstract

En 中文

We propose a surrogate-assisted reference vector guided evolutionary algorithm (EA) for computationally expensive optimization problems with more than three objectives. The proposed algorithm is based on a recently developed EA for many-objective optimization that relies on a set of adaptive reference vectors for selection. The proposed surrogate-assisted EA (SAEA) uses Kriging to approximate each objective function to reduce the computational cost. In managing the Kriging models, the algorithm focuses on the balance of diversity and convergence by making use of the uncertainty information in the approximated objective values given by the Kriging models, the distribution of the reference vectors as well as the location of the individuals. In addition, we design a strategy for choosing data for training the Kriging model to limit the computation time without impairing the approximation accuracy. Empirical results on comparing the new algorithm with the state-of-the-art SAEAs on a number of benchmark problems demonstrate the competitiveness of the proposed algorithm.

Keywords:

Computational cost

Kriging

model management

multiobjective optimization

reference vectors

surrogate-assisted evolutionary algorithms (SAEAs)

AI Summary

Key information extracted from the uploaded paper, including a brief overview, abstract, background, key highlights, visual analysis, and future outlook.