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.     

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。     

基于径向空间划分的昂贵多目标进化算法

为了解决难以建立精确数学模型或者真实评估实验成本高昂的多目标优化问题,提出了一种基于径向空间划分的昂贵多目标进化算法.首先算法使用高斯回归作为代理模型逼近目标函数;然后将目标空间的个体投影到径向空间,结合目标空间和径向空间信息保留对种群贡献更高的个体;之后由径向空间中个体的位置分布决定下一步应该选择哪些个体进行真实评估;最后,采用一种双档案管理策略维护代理模型的质量.数值实验和现实问题上的结果表明,与5种先进算法相比,该算法在解决昂贵多目标优化问题时能够提供更高质量的解.     

混合个体选择机制的多目标进化算法

在多目标进化算法中,如何从后代候选集中选择最优解,显著地影响优化过程.当前,最优解的选择方式主要是基于实际目标值或者代理模型估计目标值.然而,这些选择方式往往是非常耗时或者存在精度差等问题,特别是对于一些实际的复杂优化问题.最近,一些研究人员开始利用有监督分类辅助后代选择,但是这些工作难以准备准确的正例和负例样本,或者存在耗时的参数调整等问题.为了解决这些问题,提出了一种新颖的融合分类与代理的混合个体选择机制,用于从后代候选集中选择最优解.在每一代优化中,首先利用分类器选择优良解;然后设计了一个轻量级的代理模型用于估计优良解的目标值;最后利用这些目标值对优良解进行排序,并选择最优解作为后代解.基于典型的多目标进化算法MOEA/D,利用混合个体选择机制设计了新的算法框架MOEA/D-CS.与当前流行的基于分解多目标进化算法比较,实验结果表明,所提出的算法取得了最好的性能.     

结合Kriging和物理规划的多目标代理优化算法

遗传算法处理高耗时且具有黑箱性的工程优化问题效率不足。为了提高工程优化效率，结合Kriging代理优化和物理规划，提出了基于Kriging和物理规划的多目标代理优化算法。在处理多目标问题时，使用物理规划将多目标问题转换成单目标问题，再使用Kriging代理优化对单目标问题进行求解。通过两个多目标数值算例和一个工程实例对提出的算法进行验证。结果表明，提出的算法能够求出符合偏好设置的Pareto最优解，且算法的效率更高。     

基于灰色综合关联分析的多目标优化方法

针对现有多目标优化方法存在的搜索性能弱、效率低等问题,提出一种基于灰色综合关联分析的多目标优化方法.该多目标优化方法采用单目标优化算法构建高质量的参考序列,计算参考序列与优化解的目标函数值序列之间的灰色综合关联度,定义基于灰色综合关联度的解支配关系准则,将灰色综合关联度作为多目标优化算法的适应度值.以带顺序相关调整时间的多目标流水车间调度问题作为应用对象,建立总生产成本、最大完工时间、平均流程时间及机器平均闲置时间的多目标函数优化模型.提出基于灰色关联分析的多目标烟花算法,对所建立的多目标优化模型进行优化求解.仿真实验表明,所提出多目标烟花算法的性能优于3种基于不同多目标优化方法的烟花算法及两种经典多目标算法,验证了所提出的多目标优化方法及多目标算法的可行性和有效性.     

Stochastic radial basis function algorithms for large-scale optimization involving expensive black-box objective and constraint functions

This paper presents a new algorithm for derivative-free optimization of expensive black-box objective functions subject to expensive black-box inequality constraints. The proposed algorithm, called ConstrLMSRBF, uses radial basis function (RBF) surrogate models and is an extension of the Local Metric Stochastic RBF (LMSRBF) algorithm by Regis and Shoemaker (2007a) [1] that can handle black-box inequality constraints. Previous algorithms for the optimization of expensive functions using surrogate models have mostly dealt with bound constrained problems where only the objective function is expensive, and so, the surrogate models are used to approximate the objective function only. In contrast, ConstrLMSRBF builds RBF surrogate models for the objective function and also for all the constraint functions in each iteration, and uses these RBF models to guide the selection of the next point where the objective and constraint functions will be evaluated. Computational results indicate that ConstrLMSRBF is better than alternative methods on 9 out of 14 test problems and on the MOPTA08 problem from the automotive industry (Jones, 2008 [2]). The MOPTA08 problem has 124 decision variables and 68 inequality constraints and is considered a large-scale problem in the area of expensive black-box optimization. The alternative methods include a Mesh Adaptive Direct Search (MADS) algorithm (Abramson and Audet, 2006 [3]; Audet and Dennis, 2006 [4]) that uses a kriging-based surrogate model, the Multistart LMSRBF algorithm by Regis and Shoemaker (2007a) [1] modified to handle black-box constraints via a penalty approach, a genetic algorithm, a pattern search algorithm, a sequential quadratic programming algorithm, and COBYLA (Powell, 1994 [5]), which is a derivative-free trust-region algorithm. Based on the results of this study, the results in Jones (2008) [2] and other approaches presented at the ISMP 2009 conference, ConstrLMSRBF appears to be among the best, if not the best, known algorithm for the MOPTA08 problem in the sense of providing the most improvement from an initial feasible solution within a very limited number of objective and constraint function evaluations.     

免疫克隆多目标优化算法求解约束优化问题

针对现有的约束处理技术的一些不足之处,提出一种用于求解约束优化问题的算法——免疫克隆多目标优化算法(immune clonal multi-objective optimization algorithm,简称ICMOA).算法的主要特点是通过将约束条件转化为一个目标,从而将问题转化为两个目标的多目标优化问题.引入多目标优化中的Pareto-支配的概念,每一个个体根据其被支配的程度进行克隆、变异及选择等操作.克隆操作实现了全局择优,有利于得到高质量的解;变异操作提高算法的局部搜索能力,有利于所得解的多样性;选择操作有利于算法向着最优搜索,而且加快了收敛速度.基于抗体群的随机状态转移过程,证明该算法具有全局收敛性.通过对13个标准测试问题的测试,并与已有算法进行比较。结果表明,该算法在收敛速度和求解精度上均具有一定的优势.     

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.     

一种基于多策略差分进化的分解多目标进化算法

为了提高多目标优化问题非支配解集合的分布性和收敛性,根据不同差分进化策略的特点,基于切比雪夫分解机制,提出一种基于多策略差分进化的分解多目标进化算法(MOEA/D-WMSDE).该算法首先采用切比雪夫分解机制,将多目标优化问题转化为一系列单目标优化子问题;然后引入小波基函数和正态分布实现差分进化算法的参数控制,探究一种...     

序的分类预测在进化算法中的应用

昂贵优化问题的求解往往伴随着计算成本灾难,为了减少目标函数的真实评估次数,将序预测方法用于进化算法中候选解的选取.通过分类预测直接得到候选解的相对优劣关系,避免了对目标函数建立精确代理模型的需求,并且设计了序样本集约简方法,以降低序样本集的冗余性,提高序预测模型的训练效率.接下来,将序预测与遗传算法相结合.序预测辅助遗传算法在昂贵优化测试函数上的仿真实验表明,序预测方法可有效降低求解昂贵优化问题时的计算成本.     

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...     

基于代理模型的差分进化约束优化

针对耗时计算目标函数的约束优化问题,提出用代理模型来代替耗时计算目标函数的方法,并结合目标函数的信息对约束个体进行选择,从而提出基于代理模型的差分进化约束优化算法。首先,采用拉丁超立方采样方法建立初始种群,用耗时计算目标函数对初始种群进行评估,并以此为样本数据建立目标函数的神经网络代理模型。然后,用差分进化方法为种群中的每一个亲本产生后代,并对后代使用代理模型进行评估,采用可行性规则来比较后代与其亲本并更新种群,根据替换机制将种群中较劣的个体替换为备用存档中较优的个体。最后,当达到最大适应度评估次数时算法停止,给出最优解。该算法与对比算法在10个测试函数上运行的结果表明,该算法得出的结果更精确。将该算法应用于工字梁优化问题的结果表明,相较于优化前的算法,该算法的适应度评估次数减少了80%;相对于FROFI（Feasibility Rule with the incorporation of Objective Function Information）算法,该算法的适应度评估次数减少了36%。运用所提算法进行优化可以有效减少调用耗时计算目标函数的次数,提升优化效率,节约计算成本。     

SO-MI: A surrogate model algorithm for computationally expensive nonlinear mixed-integer black-box global optimization problems

This paper introduces a surrogate model based algorithm for computationally expensive mixed-integer black-box global optimization problems with both binary and non-binary integer variables that may have computationally expensive constraints. The goal is to find accurate solutions with relatively few function evaluations. A radial basis function surrogate model (response surface) is used to select candidates for integer and continuous decision variable points at which the computationally expensive objective and constraint functions are to be evaluated. In every iteration multiple new points are selected based on different methods, and the function evaluations are done in parallel. The algorithm converges to the global optimum almost surely. The performance of this new algorithm, SO-MI, is compared to a branch and bound algorithm for nonlinear problems, a genetic algorithm, and the NOMAD (Nonsmooth Optimization by Mesh Adaptive Direct Search) algorithm for mixed-integer problems on 16 test problems from the literature (constrained, unconstrained, unimodal and multimodal problems), as well as on two application problems arising from structural optimization, and three application problems from optimal reliability design. The numerical experiments show that SO-MI reaches significantly better results than the other algorithms when the number of function evaluations is very restricted (200–300 evaluations).     

模型辅助的计算费时进化高维多目标优化

代理模型能够辅助进化算法在计算资源有限的情况下加快找到问题的最优解集,因此建立高效的代理模型辅助多目标进化搜索逐渐受到了重视.然而随着目标数量的增加,对每个目标分别建立高斯过程模型时个体整体估值的不确定度会随之增加.因此通过对模型最优解集的搜索探索原问题潜在的非支配解集,并基于个体的收敛性,种群的多样性和估值的不确定度...     

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.     

Hybrid multi-objective shape design optimization using Taguchi’s method and genetic algorithm

This research is based on a new hybrid approach, which deals with the improvement of shape optimization process. The objective is to contribute to the development of more efficient shape optimization approaches in an integrated optimal topology and shape optimization area with the help of genetic algorithms and robustness issues. An improved genetic algorithm is introduced to solve multi-objective shape design optimization problems. The specific issue of this research is to overcome the limitations caused by larger population of solutions in the pure multi-objective genetic algorithm. The combination of genetic algorithm with robust parameter design through a smaller population of individuals results in a solution that leads to better parameter values for design optimization problems. The effectiveness of the proposed hybrid approach is illustrated and evaluated with test problems taken from literature. It is also shown that the proposed approach can be used as first stage in other multi-objective genetic algorithms to enhance the performance of genetic algorithms. Finally, the shape optimization of a vehicle component is presented to illustrate how the present approach can be applied for solving multi-objective shape design optimization problems.     

A single front genetic algorithm for parallel multi-objective optimization in dynamic environments

This paper proposes a new parallel evolutionary procedure to solve multi-objective dynamic optimization problems along with some measures to evaluate multi-objective optimization in dynamic environments. These dynamic optimization problems appear in quite different real-world applications with actual socio-economic relevance. In these applications, the objective functions, the constraints, and hence, also the solutions, can change over time and usually demand to be solved online whilst the size of the changes is unknown. Although parallel processing could be very useful in these problems to meet the solution quality requirements and constraints, to date, not many parallel approaches have been reported in the literature. Taking this into account, we introduce a multi-objective optimization procedure for dynamic problems that are based on PSFGA, a parallel evolutionary algorithm previously proposed by us for multi-objective optimization. It uses an island model where a process divides the population among the remaining processes and allows the communication and coordination among the subpopulations in the different islands. The proposed algorithm makes an exclusive use of non-dominating individuals for the selection and variation operator and applies a crowding mechanism to maintain the diversity and the distribution of the solutions in the Pareto front. We also propose a model to understand the benefits of parallel processing in multi-objective problems and the speedup figures obtained in our experiments.     

An efficient metamodel-based multi-objective multidisciplinary design optimization framework

This paper presents an efficient metamodel-based multi-objective multidisciplinary design optimization (MDO) architecture for solving multi-objective high fidelity MDO problems. One of the important features of the proposed method is the development of an efficient surrogate model-based multi-objective particle swarm optimization (EMOPSO) algorithm, which is integrated with a computationally efficient metamodel-based MDO architecture. The proposed EMOPSO algorithm is based on sorted Pareto front crowding distance, utilizing star topology. In addition, a constraint-handling mechanism in non-domination appointment and fuzzy logic is also introduced to overcome feasibility complexity and rapid identification of optimum design point on the Pareto front. The proposed algorithm is implemented on a metamodel-based collaborative optimization architecture. The proposed method is evaluated and compared with existing multi-objective optimization algorithms such as multi-objective particle swarm optimization (MOPSO) and non-dominated sorting genetic algorithm II (NSGA-II), using a number of well-known benchmark problems. One of the important results observed is that the proposed EMOPSO algorithm provides high diversity with fast convergence speed as compared to other algorithms. The proposed method is also applied to a multi-objective collaborative optimization of unmanned aerial vehicle wing based on high fidelity models involving structures and aerodynamics disciplines. The results obtained show that the proposed method provides an effective way of solving multi-objective multidisciplinary design optimization problem using high fidelity models.     

Self-adjusting parameter control for surrogate-assisted constrained optimization under limited budgets

Constrained optimization of high-dimensional numerical problems plays an important role in many scientific and industrial applications. Function evaluations in many industrial applications are severely limited and often only little analytical information about objective function and constraint functions is available. For such expensive black-box optimization tasks, the constraint optimization algorithm COBRA (Constrained Optimization By Radial Basis Function Approximation) was proposed, making use of RBF (radial basis function) surrogate modeling for both objective and constraint functions. COBRA has shown remarkable success in solving reliably complex benchmark problems in less than 500 function evaluations. Unfortunately, COBRA requires careful adjustment of parameters in order to do so.In this work we present a new algorithm SACOBRA (Self-Adjusting COBRA), which is based on COBRA and capable of achieving high-quality results with very few function evaluations and no parameter tuning. It is shown with the help of performance profiles on a set of benchmark problems (G-problems, MOPTA08) that SACOBRA consistently outperforms COBRA algorithms with different fixed parameter settings. We analyze the importance of the new elements in SACOBRA and show that each element of SACOBRA plays a role to boost up the overall optimization performance. We discuss the reasons and get in this way a better understanding of high-quality RBF surrogate modeling.