The expected hypervolume improvement (EHVI) is a popular infill criterion used in the multi-objective efficient global optimization algorithm for solving expensive multi-objective optimization problems. However, its e...
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The expected hypervolume improvement (EHVI) is a popular infill criterion used in the multi-objective efficient global optimization algorithm for solving expensive multi-objective optimization problems. However, its exact calculation is complex and time-consuming when the number of objectives is larger than three, which prohibits its usage in problems with more than three objectives. To tackle this problem, we propose a new simple and fast criterion called pointwise expected hypervolume improvement (pEHVI) in this work. In the proposed criterion, we first compute the EHVI values of the studying point by considering one non-dominated front point at a time, and then take the minimum of these EHVI values as the final measurement. The proposed pEHVI is derived in closed-form expression and has linear time complexity with respect to the number of objectives. In addition, we theoretically prove the monotonicity and convergence properties of the proposed pEHVI criterion in this work. Compared with the traditional expected hypervolume improvement, the new infill criterion is significantly faster to compute, especially when the number of objectives is larger than three. Numerical experiments show that the proposed criterion is also able to achieve competitive optimization performance compared with five state-of-the-art multi-objective efficient global optimization algorithms. This work provides a fast and efficient hypervolume-based expected improvement infill criterion for expensive multi-objective optimization.
The cheap surrogate model is commonly used to guide the multi-objectiveoptimization algorithm in the search for the optimum of the expensiveoptimization problem. However, modeling diversity and its quality are the k...
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The cheap surrogate model is commonly used to guide the multi-objectiveoptimization algorithm in the search for the optimum of the expensiveoptimization problem. However, modeling diversity and its quality are the keys that affect the performance of approximating the original problem. Using multiple heterogeneous models can provide more diverse approximations for complicated optimization problems. Meanwhile, the location relationship between individuals and training samples is a potential benefit for selecting infill individuals to update the model. Therefore, this paper proposes to train two heterogeneous models for each expensive objection function, with the update of the models using the promising individuals based on the approximated domination relationship and the crowding distance between individuals and evaluated samples. Differently, the function estimation of each individual is the sum of two predicted values in a probability-weighted way together with its uncertainty. In addition, the promising individuals are selected by the dominant numbers or the distance to the decision domain center and the crowding distance to the neighbors, otherwise adopting the difference in convergence and crowding distance between all candidates and the training samples to select the individual for expensive function evaluations if the training set dominates all offspring individuals. Experimental studies analyze the effectiveness of the heterogeneous approximation-based guiding search and examine the superiority of the proposed algorithm compared to five recent epidemic optimization algorithms for DTLZ, WFG benchmark problems, and a practical application.
In real-world scenarios where resources for evaluating expensiveoptimization problems are limited and the reliability of trained models is hard to assess, the quality of the non-dominated front formed by algorithms t...
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In real-world scenarios where resources for evaluating expensiveoptimization problems are limited and the reliability of trained models is hard to assess, the quality of the non-dominated front formed by algorithms tends to below. This paper proposes a metric-based surrogate-assisted evolutionary algorithm for multi-objectiveexpensiveoptimization, incorporating a novel model management strategy that integrates a regeneration mechanism. This approach aims to achieve a well-balanced convergence and diversity, facilitating the attainment of high-quality non-dominated fronts to address expensive multi-objective optimization problems. The model management strategy, based on metrics, comprehensively evaluates the reliability of the classification model and selects appropriate strategies for offspring selection. Moreover, through significance analysis of the population, the regeneration mechanism identifies high-quality dimensions for regenerating offspring. The algorithm maximizes the utilization of the classification model to guide the generation and selection of offspring in the population. Experiments on DTLZ, MaF, WFG, and the high-dimensional portfolio optimization problem demonstrate that the proposed algorithm outperforms nine state-of-the-art surrogate-assisted evolutionary algorithms, highlighting its superior performance across various scenarios.
Model management strategy is the main component of surrogate-assisted evolutionary algorithms for solving expensive multi-objective optimization problems(EMOPs). In such problems, evaluating the true fitness function ...
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Model management strategy is the main component of surrogate-assisted evolutionary algorithms for solving expensive multi-objective optimization problems(EMOPs). In such problems, evaluating the true fitness function requires significant computational resources, which necessitates effective determination of which individuals should be selected for evaluation. However, existing model management strategies often struggle to effectively balance exploration and exploitation when selecting individuals. To mitigate this issue, a bi-level model management strategy is proposed. The selection procedure not only considers exploring the objective space by balancing predicted values and uncertainty in the lower-level but also considers convergence and diversity in the upper-level selection. Specifically, we first divide the objective space into some sub-spaces through a set of direction vectors. Then, we select the first rank individuals via adopting the non-dominated sorting to balance the predicted objective values and the uncertainty in each subspace. The intersection individuals of the selected candidates can be denoted as the lower-level solutions. In the upper-level selection, we combine the modified inverted generational distance (IGD(+)) and shift-based density estimation (SDE) indicators to select the most promising individuals from the lower-level to update the model. Experimental results on benchmark instances show that the proposed algorithm is competitive compared with some representative algorithms.
In this paper, we propose a multi-objectiveoptimization algorithm based on multitask conditional neural processes (MTCNPs) to deal with expensive multi-objective optimization problems (MOPs). In the proposed algorith...
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In this paper, we propose a multi-objectiveoptimization algorithm based on multitask conditional neural processes (MTCNPs) to deal with expensive multi-objective optimization problems (MOPs). In the proposed algorithm, an MOP is decomposed into several subproblems. Several related subproblems are assigned to a task group and jointly handled using an MTCNPs surrogate model, in which multi-task learning is incorporated to exploit the similarity across the subproblems via joint surrogate model learning. Each subproblem in a task group is modeled by a conditional neural processes (CNPs) instead of a Gaussian Process (GP), thus avoiding the calculation of the GP covariance matrix. In addition, multiple subproblems are jointly learned through a multi-layer similarity network with activation function, which can measure and utilize the similarity and useful information among subproblems more effectively and improve the accuracy and robustness of the surrogate model. Experimental studies under several scenarios indicate that the proposed algorithm performs better than several state-of-the-art multi-objective evolutionary algorithms for expensive MOPs. The parameter sensitivity and effectiveness of the proposed algorithm are analyzed in detail.
This paper presents a novel surrogate-assisted evolutionary algorithm, CSMOEA, for multi-objectiveoptimization problems (MOPs) with computationally expensiveobjectives. Considering most surrogate-assisted evolutiona...
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This paper presents a novel surrogate-assisted evolutionary algorithm, CSMOEA, for multi-objectiveoptimization problems (MOPs) with computationally expensiveobjectives. Considering most surrogate-assisted evolutionary algorithms (SAEAs) do not make full use of population information and only use population information in either the objective space or the design space independently, to address this limitation, we propose a new strategy for comprehensive utilization of population information of objective and design space. The proposed CSMOEA adopts an adaptive clustering strategy to divide the current population into good and bad groups, and the clustering centers in the design space are obtained, respectively. Then, a bi-level sampling strategy is proposed to select the best samples in both the design and objective space, using distance to the clustering centers and approximated objective values of radial basis functions. The effectiveness of CSMOEA is compared with five state-of-the-art algorithms on 21 widely used benchmark problems, and the results show high efficiency and a good balance between convergence and diversity. Additionally, CSMOEA is applied to the shape optimization of blend-wing-body underwater gliders with 14 decision variables and two objectives, demonstrating its effectiveness in solving real-world engineering problems.
It is a big challenge for multi-objective evolutionary algorithms to solve expensive multi-objective optimization due to high computational cost. To effectively address expensive multi-objective optimization, this wor...
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It is a big challenge for multi-objective evolutionary algorithms to solve expensive multi-objective optimization due to high computational cost. To effectively address expensive multi-objective optimization, this work proposes a novel surrogate-assisted evolutionary algorithm (SAEA), named bagging-based SAEA (B-SAEA). In the proposed method, bagging is introduced to construct high-quality surrogate ensembles for each expensiveobjective under a limited number of training points. Thereafter, an evolutionary search is applied to fully search for the constructed surrogate ensembles with the help of generation-based search strategy. Thus, surrogate ensembles and evolutionary search can be seamlessly integrated. In addition, a niche-based infill solutions selection strategy is proposed to select the promising points as the infill solutions for real fitness evaluations. As a result, a good balance between convergence and diversity can be achieved within a limited computational budget. Experimental results on commonly used benchmark test problems and real-world engineering application have demonstrated that the proposed method performs competitively compared with other state-of-the-art methods.
Due to computationally and/or financially costly evaluation, tackling expensive multi-objective optimization problems is quite challenging for evolutionary algorithms. One popular approach to these problems is buildin...
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ISBN:
(纸本)9798400701191
Due to computationally and/or financially costly evaluation, tackling expensive multi-objective optimization problems is quite challenging for evolutionary algorithms. One popular approach to these problems is building cheap surrogate models to replace the expensive real function evaluations. To this end, various kinds of surrogate-assisted evolutionary algorithms (SAEAs) have been proposed, building surrogate models which predict the fitness values, classifications, or relation of the candidate solutions. However, offspring generation, despite its important role in evolutionary optimization, has not received enough attention in these SAEAs. In this paper, a regularity model based framework, namely RM-SAEA, is proposed for better offspring generation in expensive multi-objective optimization. To be specific, RM-SAEA is featured with a heterogeneous offspring generation module, which is composed of a regularity model and a general genetic operator. Moreover, in order to alleviate the data deficiency issue in the expensiveoptimization scenario, a data augmentation strategy is employed while training the regularity model. Finally, two representative SAEAs are embedded into RM-SAEA in order to instantiate the proposed framework. Experimental results on benchmark multi-objective problems with up to 10 objectives demonstrate that RM-SAEA achieves the best overall performance compared with 6 state-of-the-art algorithms.
The efficacy of surrogate-assisted multi-objective evolutionary algorithms (SAMOEAs) in addressing expensive multi-objective optimization problems (MOPs) is contingent upon the modeling techniques and model-based infi...
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The efficacy of surrogate-assisted multi-objective evolutionary algorithms (SAMOEAs) in addressing expensive multi-objective optimization problems (MOPs) is contingent upon the modeling techniques and model-based infill sampling strategies. In addressing this pivotal aspect, this paper introduces a pioneering methodology known as batch subproblem coevolution with Gaussian process-driven linear models (BSCo-GPLM). Specifically, from a modeling perspective, BSCo-GPLM decomposes the MOP into single-objective subproblems. Following this decomposition, for each subproblem, a Gaussian process-driven linear model (GPLM) is collaboratively trained to prevent overfitting and improve prediction accuracy. Regarding infill sampling, collaborative optimization of all GPLMs yields optimal candidate solutions for each subproblem, organized into coherent clusters. Within each cluster, only the solution with the highest utility is evaluated. Relying on the heightened prediction accuracy of the GPLM model and an efficient batch sampling strategy, BSCo-GPLM exhibits clear superiority over state-of-the-art SAMOEAs in effectively addressing expensive MOPs. The source code of BSCo-GPLM is available at https://***/CIAM-Group/EvolutionaryAlgorithm_Codes/tree/main/BSCoGPLM.
In solving expensive multi-objective optimization problems, surrogate models have been widely investigated. The existing multi-objective algorithms adopting surrogate models can be classified into two categories: surr...
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In solving expensive multi-objective optimization problems, surrogate models have been widely investigated. The existing multi-objective algorithms adopting surrogate models can be classified into two categories: surrogate-assisted evolutionary algorithms (SAEAs) and surrogate-based optimization algorithms (SBAs). How-ever, their efficiency and convergence remain considerably inadequate. In this work, we propose a trust -region-like algorithm for dealing with expensivemulti-objective problems, where only a small number of expensiveobjective function evaluations are allowed. The optimization process of the proposed algorithm mainly includes two stages. The first stage is the surrogate-assisted stage, in which a promising population with the consideration of convergence and diversity is obtained by reference vector-guided evolutionary algorithms (RVEA). The promising population is considered the preliminary trust-region. Moreover, a new adaptive sampling selection criterion switching between two different sampling strategies is used to further narrow the trust-region. The second stage is the surrogate-based stage, wherein the selection of the most promising individuals is carried out from the ultimate trust-region using the pseudo hypervolume-based expected improvement matrix (PEIM) criterion. Comparison results on the benchmark functions demonstrate that the proposed algorithm is competitive with five state-of-art algorithms in a limited computational budget. Finally, the proposed algorithm is used in the design optimization of a variable stiffness composite cylinder.
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