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Classification model-based assisted preselection and environment selection approach for evolutionary expensive bilevel optimization
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DOI：10.1007/s10489-023-04916-7.png)
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Abstract
En 中文
Bilevel evolutionary algorithms (BLEAs) are a plausible approach for bilevel optimization. However, these algorithms require many fitness evaluations (FEs) and might become unusable if the fitness evaluations are computationally expensive. Therefore, reducing the number of FEs is crucial for designing a BLEA for expensive bilevel optimization (EBLOP). The surrogate-assisted optimization and knowledge transfer mechanisms used in BLEAs have been proven to reduce the number of FEs. This paper proposes a surrogate-assisted bilevel improved multioperator differential evolution algorithm (SA-BL-IMODE), which integrates a classification model-based assisted preselection and environment selection strategy (CPES) for EBLOP. In CPES, promising candidate solutions are prescreened by a classification model, filtering out some unpromising candidate solutions without performing FEs, thus improving the algorithm's performance. Moreover, the classification model also assists environment selection by directly discarding the unpromising offspring solutions before FEs are performed, thus reducing the number of FEs in each iteration. Additionally, an enhanced direct neighbor solution transfer (EDST) mechanism is proposed to identify and utilize the interactions between upper-level and lower-level variables for acquiring knowledge, improving knowledge quality, and reducing the number of FEs further. Experimental studies on two test suite benchmark problems are conducted, and the proposed method is compared with nine state-of-the-art algorithms. The experimental results demonstrate the effectiveness of the proposed mechanisms and show that SA-BL-IMODE has a significant advantage over existing algorithms for expensive bilevel optimization.
Keywords:
Expensive bilevel optimization
Surrogate-assisted optimization
Evolutionary algorithms
Classification
Knowledge transfer
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