全局与局部模型交替辅助的差分进化算法

为求解实际复杂工程应用中的高维计算费时优化问题,提出一种全局与局部代理模型交替辅助的差分进化算法。利用历史样本训练全局和局部代理模型,通过交替搜索全局和局部代理模型得到模型最优解并对其进行真实目标函数评价,实现探索和开采的平衡以减少真实目标函数的计算次数,同时通过针对性地选择个体进行真实目标函数计算,辅助算法快速找到目标函数的较优解。在15个低维测试问题和14个高维测试问题上的实验结果表明,在有限的计算资源情况下,该算法在12个低维测试问题上相较于最优重启策略代理辅助的社会学习粒子群优化算法、基于主动学习的代理模型辅助的粒子群优化算法等表现更好,在7个高维测试问题上相较于高斯过程辅助的进化算法、代理模型辅助的分层粒子群优化算法、求解高维费时问题的代理辅助的多种群优化算法等能找到目标函数的更优解。     

基于改进集成学习分类的代理辅助进化算法

当使用代理辅助进化算法求解昂贵高维多目标优化问题时,代理模型通常用于近似昂贵的适应度函数.然而,随着目标数的增加,近似误差将逐渐累积,计算量也会急剧增加.对此,提出一种基于改进集成学习分类的代理辅助进化算法,使用一种改进的装袋集成学习分类器作为代理模型.首先,从被昂贵的适应度评价的个体中选择一组分类边界,将所有个体分成两类;其次,利用这些带有分类标签的个体训练分类器,以对候选个体的类别进行预测;最后,选择有前途的个体进行昂贵适应度评价.实验结果表明,算法中所提出的代理模型可有效提高基于分类的代理辅助进化算法求解昂贵高维多目标优化问题的能力,且与目前流行的代理辅助进化算法相比,基于改进集成学习分类的代理辅助进化算法更具竞争力.     

结合特征扰动与分配策略的集成辅助多目标优化算法

代理模型利用近似预测代替算法对多目标优化问题的真实评价,大幅减少了算法寻优所需的真实适应度评估次数。为提高代理模型在求解高维问题时的准确性并降低计算开销,提出一种基于特征扰动与分配策略的集成辅助多目标优化算法。将径向基函数网络代理模型与支持向量机回归代理模型作为集成过程中的基模型,降低算法在高维问题上的计算开销。结合特征扰动与基于记忆的影响因子分配策略构建集成代理模型,提高集成准确性。使用集成预测值与不确定信息加权辅助管理集成代理模型,平衡全局搜索与局部探索,增强算法在目标空间中的寻优能力。实验结果表明,该算法在ZDT1~ZDT3和ZDT6测试问题上所得解集的分布性与收敛性相比经典算法更好,并且当决策变量维数增加时,使用集成代理模型相比于Kriging代理模型约减少了90%的适应度评估次数,同时可获得更准确的预测结果。     

异构集成代理辅助多目标粒子群优化算法

针对代理辅助进化算法在减少昂贵适应度评估时难以通过少量样本点构造高质量代理模型的问题,提出异构集成代理辅助多目标粒子群优化算法。该方法通过使用加权平均法将Kriging模型和径向基函数网络模型组合成高精度的异构集成模型,达到增强算法处理不确定性信息能力的目的。基于集成学习的两种代理模型分别应用于全局搜索和局部搜索,在多目标粒子群优化算法框架基础上,新提出的方法为每个目标函数自适应地构造了异构集成模型,利用其模型的非支配解来指导粒子群的更新,得出目标函数的最优解集。实验结果表明,所提方法提高了代理模型的搜索能力,减少了评估次数,并且随着搜索维度的增加,其计算复杂性也具有更好的可扩展性。     

动态Kriging优化算法求解昂贵约束优化问题

针对昂贵单目标约束优化中真实模型计算费时且现有算法收敛速度慢的问题,提出了动态Krging优化算法以提高计算效率.该算法首先将所有约束条件转换为一个约束函数,然后采用拉丁超立方体采样(LHS)法进行采样,分别建立真实模型目标函数和约束函数的Kriging代理模型,同时结合真实模型对代理模型估计进行误差矫正,采用非支配个体选择、保留和替换机制不断更新样本库和Kriging代理模型.最后将进化最优种群代入真实模型计算其最优值.通过13个标准函数测试表明该算法具有较高的精确度和稳健性,明显减少了真实模型的评价次数.     

一种基于历史模型集成辅助的差分进化算法

当前,基于代理模型辅助的进化算法广泛用于解决昂贵优化问题.其中,由于集成模型策略可以有效的集合多种模型的特点从而提高模型预测的准确度,所以被广泛应用.但是建立多个模型会增加优化过程的计算成本,因此本文提出一种基于历史模型集成辅助的差分进化算法.本文工作分为两部分：首先,提出由一部分历史模型和当前模型构成集成模型,该策略可以有效的降低计算成本.其次,提出一种新的基于决策空间欧式距离的不确定度评价标准,用于选择个体进行真实计算.为了验证本文提出算法的有效性,将本文方法与相关算法在CEC2005测试函数上测试,并且进行比较.实验结果证明本文提出的算法可以更有效的解决昂贵优化问题.     

基于不确定度采样准则的费时问题优化算法

在实际工程和控制领域中,许多优化问题的性能评价是费时的,由于进化算法在获得最优解之前需要大量的目标函数评价,无法直接应用其求解这类费时问题.引入代理模型以辅助进化算法是求解计算费时优化问题的有效方法,如何采样新个体对其进行真实的目标函数评价是影响代理模型辅助的进化算法寻优性能的重要因素.鉴于此,利用径向基函数神经网络作...     

面向多目标优化的多样性代理辅助进化算法

代理辅助进化算法（SAEA）是目前解决昂贵优化问题的一种有效途径.提出一种基于多样性的代理辅助进化算法（DSAEA）来解决昂贵多目标优化问题.DSAEA采用Kriging模型近似每个目标来代替原目标函数进行评估,加速了进化算法的优化过程.其引入参考向量把问题分解为多个子问题,根据解与参考向量之间的角度大小建立它们的相关性,然后计算出最小相关解集.在此基础上,候选解生成算子和选择算子会趋向于保留多样性的解.另外,训练集A在每次迭代后会进行更新,根据多样性删除价值不大的样本以减少建模时间.实验部分对DSAEA与目前流行的代理辅助进化算法在大规模2目标和3目标优化问题上进行对比实验.每个算法在不同的测试问题上分别独立运行30次,并计算和统计反向迭代距离（IGD）、超体积（HV）和运行时间,最后使用秩和检验分析实验结果.结果表明：DSAEA在多数实验测试问题上表现更好,因此具有有效性和可行性.     

多阶段多模型的改进微粒群优化算法

针对微粒群优化算法在解决复杂优化问题时易于出现早熟收敛现象,提出了一种多阶段多模型的改进微粒群优化算法。考虑寻优不同阶段的开发与探测能力需求的差异,算法将寻优过程分成3个阶段,各阶段采用不同的模型进行进化。第一阶段利用标准微粒群优化算法发现局部极值的邻域;第二阶段利用Cognition Only模型快速找到局部极值点,提高寻优效率;第三阶段,提出了一种改进的进化模型,利于粒子快速跳出局部极值点,寻找到全局最优点。4种复杂测试函数的实验结果表明：该算法比标准微粒群优化算法（PSO）和基于不同进化模型的两群优化算法（TSE-PSO）更容易找到全局最优解,相比两群微粒群优化算法,还能在一定程度上提高优化效率。     

基于多代理辅助多目标进化优化的建筑节能智能设计方法

进化优化具有优异的全局搜索能力,已成功应用于建筑节能设计问题.然而,由于需要借助代价高昂的建筑能耗软件不断评价个体,现有建筑节能设计进化算法普遍存在运行代价高的问题.鉴于此,提出一种面向建筑节能设计的多代理辅助多目标进化优化算法,简称MS-MOEA/D.首先,依据MOEA/D的目标分解特征同时构建多个基础代理模型;然后,针对每个待评估个体,自动选择合适的基础代理模型,并使用它们的集成结果预测该个体的目标值,达到提高其预测精度的目的.同时,在进化过程中自主确定基础代理模型的更新时机和规模,以降低代理模型的管理成本;最后,将所提出MS-MOEA/D与建筑能耗模拟软件EnergyPlus相融合,建立面向建筑节能设计的多目标进化优化仿真平台,并将该平台应用于中国北京地区常见居民和办公建筑节能设计实例中.通过与7种典型多目标进化算法进行对比,结果表明, MS-MOEA/D在显著降低计算代价的基础上能够得到高竞争力的Pareto最优解集.     

A surrogate-assisted evolutionary algorithm based on the genetic diversity objective

In this work, a novel surrogate-assisted memetic algorithm is proposed which is based on the preservation of genetic diversity within the population. The aim of the algorithm is to solve multi-objective optimization problems featuring computationally expensive fitness functions in an efficient manner. The main novelty is the use of an evolutionary algorithm as global searcher that treats the genetic diversity as an objective during the evolution and uses it, together with a non-dominated sorting approach, to assign the ranks. This algorithm, coupled with a gradient-based algorithm as local searcher and a back-propagation neural network as global surrogate model, demonstrates to provide a reliable and effective balance between exploration and exploitation. A detailed performance analysis has been conducted on five commonly used multi-objective problems, each one involving distinct features that can make the convergence difficult toward the Pareto-optimal front. In most cases, the proposed algorithm outperformed the other state-of-the-art evolutionary algorithms considered in the comparison, assuring higher repeatability on the final non-dominated set, deeper convergence level and higher convergence rate. It also demonstrates a clear ability to widely cover the Pareto-optimal front with larger percentage of non-dominated solutions if compared to the total number of function evaluations.     

基于估值不确定度排序顺序均值采样的昂贵高维多目标进化算法

模型管理,特别是训练样本的选择和填充采样准则,是影响昂贵多目标优化算法求解性能的重要因素.为此,选择样本库中具有较好目标函数值的若干个体作为样本训练目标函数的代理模型,使用基于参考向量的进化算法搜索模型的最优解集,并提出一种基于个体目标函数估值不确定度排序顺序均值的采样策略,从该最优解集中选择两个个体进行真实的目标函数评价.为了验证算法的有效性,将所提出算法在DTLZ和WFG多目标优化测试问题和两个实际工程优化问题上进行测试,并与其他5种优秀的同类型算法进行结果对比.实验结果表明,所提出算法在求解昂贵高维多目标优化问题上是有效的.     

A surrogate-assisted evolution strategy for constrained multi-objective optimization

In many real-world optimization problems, several conflicting objectives must be achieved and optimized simultaneously and the solutions are often required to satisfy certain restrictions or constraints. Moreover, in some applications, the numerical values of the objectives and constraints are obtained from computationally expensive simulations. Many multi-objective optimization algorithms for continuous optimization have been proposed in the literature and some have been incorporated or used in conjunction with expert and intelligent systems. However, relatively few of these multi-objective algorithms handle constraints, and even fewer, use surrogates to approximate the objective or constraint functions when these functions are computationally expensive. This paper proposes a surrogate-assisted evolution strategy (ES) that can be used for constrained multi-objective optimization of expensive black-box objective functions subject to expensive black-box inequality constraints. Such an algorithm can be incorporated into an intelligent system that finds approximate Pareto optimal solutions to simulation-based constrained multi-objective optimization problems in various applications including engineering design optimization, production management and manufacturing. The main idea in the proposed algorithm is to generate a large number of trial offspring in each generation and use the surrogates to predict the objective and constraint function values of these trial offspring. Then the algorithm performs an approximate non-dominated sort of the trial offspring based on the predicted objective and constraint function values, and then it selects the most promising offspring (those with the smallest predicted ranks from the non-dominated sort) to become the actual offspring for the current generation that will be evaluated using the expensive objective and constraint functions. The proposed method is implemented using cubic radial basis function (RBF) surrogate models to assist the ES. The resulting RBF-assisted ES is compared with the original ES and to NSGA-II on 20 test problems involving 2–15 decision variables, 2–5 objectives and up to 13 inequality constraints. These problems include well-known benchmark problems and application problems in manufacturing and robotics. The numerical results showed that the RBF-assisted ES generally outperformed the original ES and NSGA-II on the problems used when the computational budget is relatively limited. These results suggest that the proposed surrogate-assisted ES is promising for computationally expensive constrained multi-objective optimization.     

基于分解和聚类的昂贵高维多目标进化算法

使用进化算法解决昂贵高维多目标优化问题时,因目标维数较高,导致收敛性和多样性平衡困难,并且消耗成本过高,使得计算资源有限时难以收敛.为此,提出一种基于分解和聚类的昂贵高维多目标进化算法(DC-EMEA),使用克里金模型近似目标函数,减少昂贵函数的评价次数.在优化器对模型的最优解集搜索时,借助参考向量分解目标空间,有利于收敛性和多样性的平衡,同时采取两轮选择的方式,保证后代种群规模与父代相同,为填充准则选择真实评价的个体时,提供更多选择,提升搜索效率.同时,提出一种自适应填充准则,首先使用K均值算法将种群划分为k个子种群.通过划分邻域, 将子种群自适应地分成不同类型,根据子种群的类型选择个体,提升计算资源的利用率.在选择个体时,侧重于对收敛性压力的维持,提升收敛速度.将选出的个体用于更新模型和档案.实验结果表明,DC-EMEA能够很好地平衡收敛性和多样性,同时具有较强的收敛能力.     

Memetic algorithm using multi-surrogates for computationally expensive optimization problems

In this paper, we present a multi-surrogates assisted memetic algorithm for solving optimization problems with computationally expensive fitness functions. The essential backbone of our framework is an evolutionary algorithm coupled with a local search solver that employs multi-surrogate in the spirit of Lamarckian learning. Inspired by the notion of ‘blessing and curse of uncertainty’ in approximation models, we combine regression and exact interpolating surrogate models in the evolutionary search. Empirical results are presented for a series of commonly used benchmark problems to demonstrate that the proposed framework converges to good solution quality more efficiently than the standard genetic algorithm, memetic algorithm and surrogate-assisted memetic algorithms.     

Improving surrogate-assisted variable fidelity multi-objective optimization using a clustering algorithm

Surrogate-assisted evolutionary optimization has proved to be effective in reducing optimization time, as surrogates, or meta-models can approximate expensive fitness functions in the optimization run. While this is a successful strategy to improve optimization efficiency, challenges arise when constructing surrogate models in higher dimensional function space, where the trade space between multiple conflicting objectives is increasingly complex. This complexity makes it difficult to ensure the accuracy of the surrogates. In this article, a new surrogate management strategy is presented to address this problem. A k-means clustering algorithm is employed to partition model data into local surrogate models. The variable fidelity optimization scheme proposed in the author's previous work is revised to incorporate this clustering algorithm for surrogate model construction. The applicability of the proposed algorithm is illustrated on six standard test problems. The presented algorithm is also examined in a three-objective stiffened panel optimization design problem to show its superiority in surrogate-assisted multi-objective optimization in higher dimensional objective function space. Performance metrics show that the proposed surrogate handling strategy clearly outperforms the single surrogate strategy as the surrogate size increases.     

An improved bagging ensemble surrogate-assisted evolutionary algorithm for expensive many-objective optimization

Applied Intelligence - When the surrogate-assisted evolutionary algorithm is used to solve expensive many-objective optimization problems, the surrogate is used to approximate the expensive fitness...