Journal
JOURNAL OF GLOBAL OPTIMIZATION
Volume 82, Issue 4, Pages 965-992Publisher
SPRINGER
DOI: 10.1007/s10898-021-01019-w
Keywords
Many-objective optimization; Expensive function; Radial basis function; Evolutionary search; epsilon-dominance; Restart mechanism
Funding
- Prof. Shoemaker's NUS startup grant
- National Research Foundation (NRF), Prime Minister's Office, Singapore [R-706-001-102-281]
- National University of Singapore
- MOE-Singapore scholarship
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The paper introduces a novel and effective optimization algorithm, epsilon-MaSO, which combines epsilon-dominance with iterative Radial Basis Function surrogate-assisted framework for solving problems with many expensive objectives. It also incorporates a new strategy for selecting points for expensive evaluations and introduces a bi-level restart mechanism to prevent the algorithm from remaining in a local optimum.
Multi-objective optimization of computationally expensive, multimodal problems is very challenging, and is even more difficult for problems with many objectives (more than three). Optimization methods that incorporate surrogates within iterative frameworks, can be effective for solving such problems by reducing the number of expensive objective function evaluations that need to be done to find a good solution. However, only a few surrogate algorithms have been developed that are suitable for solving expensive many-objective problems. We propose a novel and effective optimization algorithm, epsilon-MaSO, that integrates epsilon-dominance with iterative Radial Basis Function surrogate-assisted framework to solve problems with many expensive objectives. epsilon-MaSO also incorporates a new strategy for selecting points for expensive evaluations, that is specially designed for many-objective problems. Moreover, a bi-level restart mechanism is introduced to prevent the algorithm from remaining in a local optimum and hence, increase the probability of finding the global optimum. Effectiveness of epsilon-MaSO is illustrated via application to DTLZ test suite with 2 to 8 objectives and to a simulation model of an environmental application. Results on both test problems and the environmental application indicate that epsilon-MaSO outperforms the other two surrogate-assisted many-objective methods, CSEA and K-RVEA, and an evolutionary many-objective method Borg within limited budget.
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