A parallel surrogate-assisted multi-objective evolutionary algorithm for computationally expensive optimization problems

Abstract— This paper presents a new efficient multiobjective evolutionary algorithm for solving computationallyintensive optimization problems. To support a high degree of parallelism, the algorithm is based on a steady-state design. For improved efficiency the algorithm utilizes a surrogate to identify promising candidate solutions and filter out poor ones. To handle the uncertainties associated with the approximative surrogate evaluations, a new method for multi-objective optimization is described which is generally applicable to all surrogate techniques. In this method, basically, surrogate objective values assigned to offspring are adjusted to consider the error of the surrogate. The algorithm is evaluated on the ZDT benchmark functions and on a real-world problem of manufacturing optimization. In assessing the performance of the algorithm, a new performance metric is suggested that combines convergence and diversity into one single measure. Results from both the benchmark experi...

• Type: Conference
• Year: 2008
• Where: CEC
• Authors: Anna Syberfeldt, Henrik Grimm, Amos Ng, Robert Ivor John
• Keywords: Algorithm, Approximative Surrogate Evaluations, Artificial Intelligence, CEC 2008, Multiobjective Evolutionary Algorithm