[go: up one dir, main page]
More Web Proxy on the site http://driver.im/
Skip to main content

A Surrogate-Assisted Partial Optimization for Expensive Constrained Optimization Problems

  • Conference paper
  • First Online:
Parallel Problem Solving from Nature – PPSN XVIII (PPSN 2024)

Abstract

Surrogate-assisted evolutionary algorithms (SAEAs) are gradually gaining attention as a method for solving expensive optimization problems with inequality constraints. Most SAEAs construct a surrogate model for each objective/constraint function and then aggregate approximation functions of constraints to estimate the feasibility of unevaluated solutions. However, because of the aggregation, the differences in the scales among constraints are ignored. Constraints with smaller scales do not benefit from constraint handling techniques as much as larger constraints, while the effects of handling constraints with larger scales scatter to the other many constraints. This results in an inefficient constraint optimization. Accordingly, this work proposes a new SAEA that partially optimizes each objective/constraint, namely surrogate-assisted partial optimization (SAPO). Solutions with better values of objective/constraint are selected from the evaluated solutions as the parent solutions and a focused objective/constraint is independently optimized using surrogate models one by one. Experimental results reveal the superiority of SAPO compared to the state-of-the-art SAEAs on a single-objective optimization problem suite with inequality constraints under an expensive optimization scenario.

This is a preview of subscription content, log in via an institution to check access.

Access this chapter

Subscribe and save

Springer+ Basic
£29.99 /Month
  • Get 10 units per month
  • Download Article/Chapter or eBook
  • 1 Unit = 1 Article or 1 Chapter
  • Cancel anytime
Subscribe now

Buy Now

Chapter
GBP 19.95
Price includes VAT (United Kingdom)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
eBook
GBP 49.99
Price includes VAT (United Kingdom)
  • Available as EPUB and PDF
  • Read on any device
  • Instant download
  • Own it forever
Softcover Book
GBP 59.99
Price includes VAT (United Kingdom)
  • Compact, lightweight edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info

Tax calculation will be finalised at checkout

Purchases are for personal use only

Institutional subscriptions

Similar content being viewed by others

References

  1. Bagheri, S., Konen, W., Bäck, T.: Online selection of surrogate models for constrained black-box optimization. In: 2016 IEEE Symposium Series on Computational Intelligence (SSCI) pp. 1–8. IEEE (2016). https://doi.org/10.1109/SSCI.2016.7850206

  2. Bagheri, S., Konen, W., Emmerich, M., Bäck, T.: Self-adjusting parameter control for surrogate-assisted constrained optimization under limited budgets. Appl. Soft Comput. 61, 377–393 (2017). https://doi.org/10.1016/j.asoc.2017.07.060

    Article  Google Scholar 

  3. Chu, S., Yang, Z., Xiao, M., Qiu, H., Gao, K., Gao, L.: Explicit topology optimization of novel polyline-based core sandwich structures using surrogate-assisted evolutionary algorithm. Comput. Methods Appl. Mech. Eng. 369, 113215 (2020). https://doi.org/10.1016/j.cma.2020.113215

    Article  MathSciNet  Google Scholar 

  4. Cover, T., Hart, P.: Nearest neighbor pattern classification. IEEE Trans. Inf. Theory 13(1), 21–27 (1967). https://doi.org/10.1109/TIT.1967.1053964

    Article  Google Scholar 

  5. Deb, K.: An efficient constraint handling method for genetic algorithms. Comput. Methods Appl. Mech. Eng. 186(2), 311–338 (2000). https://doi.org/10.1016/S0045-7825(99)00389-8

    Article  Google Scholar 

  6. Deb, K., Roy, P.C., Hussein, R.: Surrogate Modeling Approaches for Multiobjective Optimization: Methods, Taxonomy, and Results. Math. Comput. Appl. 26(1), 5 (2020). https://doi.org/10.3390/mca26010005

    Article  Google Scholar 

  7. Díaz-Manríquez, A., Toscano, G., Coello Coello, C.A.: Comparison of metamodeling techniques in evolutionary algorithms. Soft. Comput. 21(19), 5647–5663 (2017). https://doi.org/10.1007/s00500-016-2140-z

    Article  Google Scholar 

  8. Evans, L.C.: Partial Differential Equations. American Mathematical Society (Mar 2022)

    Google Scholar 

  9. Fix, E., Hodges, J.L.: Discriminatory analysis - nonparametric discrimination: small sample performance. Tech. Rep. ADA800391, University of California, Berkeley (1952)

    Google Scholar 

  10. He, C., Zhang, Y., Gong, D., Ji, X.: A review of surrogate-assisted evolutionary algorithms for expensive optimization problems. Expert Syst. Appl. 217, 119495 (2023). https://doi.org/10.1016/j.eswa.2022.119495

    Article  Google Scholar 

  11. Jin, Y.: Surrogate-assisted evolutionary computation: recent advances and future challenges. Swarm Evol. Comput. 1(2), 61–70 (2011). https://doi.org/10.1016/j.swevo.2011.05.001

    Article  Google Scholar 

  12. Li, G., Zhang, Q.: Multiple penalties and multiple local surrogates for expensive constrained optimization. IEEE Trans. Evol. Comput. 25(4), 769–778 (2021). https://doi.org/10.1109/TEVC.2021.3066606

    Article  Google Scholar 

  13. Liu, R., Bianco, M.J., Gerstoft, P.: Automated partial differential equation identification. J. Acoust. Soc. Am. 150(4), 2364 (2021). https://doi.org/10.1121/10.0006444

    Article  Google Scholar 

  14. Liu, Y., Liu, J., Jin, Y., Li, F., Zheng, T.: A surrogate-assisted two-stage differential evolution for expensive constrained optimization. IEEE Trans. Emerg. Topics Comput. 7(3), 715–730 (2023). https://doi.org/10.1109/TETCI.2023.3240221

    Article  Google Scholar 

  15. Lophaven, S.N., Nielsen, H.B., Søndergaard, J.: DACE: a MATLAB kriging toolbox. Tech. Rep. IMM-REP-2002-12, Informatics and Mathematical Modelling, DTU (2002)

    Google Scholar 

  16. Miranda-Varela, M.E., Mezura-Montes, E.: Constraint-handling techniques in surrogate-assisted evolutionary optimization. An empirical study. Appl. Soft Comput. 73, 215–229 (2018). https://doi.org/10.1016/j.asoc.2018.08.016

    Article  Google Scholar 

  17. Ong, Y.S., Nair, P.B., Keane, A.J.: Evolutionary optimization of computationally expensive problems via surrogate modeling. AIAA J. 41(4), 687–696 (2003). https://doi.org/10.2514/2.1999

    Article  Google Scholar 

  18. Park, J., Sandberg, I.W.: Universal approximation using radial-basis-function networks. Neural Comput. 3(2), 246–257 (1991). https://doi.org/10.1162/neco.1991.3.2.246

    Article  Google Scholar 

  19. Preen, R.J., Bull, L.: Toward the coevolution of novel vertical-axis wind turbines. IEEE Trans. Evol. Comput. 19(2), 284–294 (2015). https://doi.org/10.1109/TEVC.2014.2316199

    Article  Google Scholar 

  20. Regis, R.G.: Stochastic radial basis function algorithms for large-scale optimization involving expensive black-box objective and constraint functions. Comput. Oper. Res. (2011). https://doi.org/10.1016/j.cor.2010.09.013

    Article  MathSciNet  Google Scholar 

  21. Regis, R.G.: Evolutionary programming for high-dimensional constrained expensive black-box optimization using radial basis functions. IEEE Trans. Evol. Comput. 18(3), 326–347 (2014). https://doi.org/10.1109/TEVC.2013.2262111

    Article  Google Scholar 

  22. Regis, R.G.: A survey of surrogate approaches for expensive constrained black-box optimization. In: Le Thi, H.A., Le, H.M., Pham Dinh, T. (eds.) WCGO 2019. AISC, vol. 991, pp. 37–47. Springer, Cham (2020). https://doi.org/10.1007/978-3-030-21803-4_4

    Chapter  Google Scholar 

  23. Regis, R.G., Shoemaker, C.A.: Constrained global optimization of expensive black box functions using radial basis functions. J. Global Optimiz. 31(1), 153–171 (2005). https://doi.org/10.1007/s10898-004-0570-0

    Article  MathSciNet  Google Scholar 

  24. Shi, L., Rasheed, K.: ASAGA: an adaptive surrogate-assisted genetic algorithm. In: Proceedings of the 10th Annual Conference on Genetic and Evolutionary Computation (GECCO), pp. 1049–1056. GECCO 2008, Association for Computing Machinery, New York, NY, USA (2008). https://doi.org/10.1145/1389095.1389289

  25. Storn, R., Price, K.: Differential evolution - a simple and efficient heuristic for global optimization over continuous spaces. J. Global Optimiz. 11, 341–359 (1997). https://doi.org/10.1023/A:1008202821328

    Article  MathSciNet  Google Scholar 

  26. Wang, W., Liu, H.L., Tan, K.C.: A surrogate-assisted differential evolution algorithm for high-dimensional expensive optimization problems. IEEE Trans. Cybern. 53(4), 2685–2697 (2023). https://doi.org/10.1109/TCYB.2022.3175533

    Article  Google Scholar 

  27. Wang, Y., Li, J.P., Xue, X., Wang, B.C.: Utilizing the correlation between constraints and objective function for constrained evolutionary optimization. IEEE Trans. Evol. Comput. 24(1), 29–43 (2020). https://doi.org/10.1109/TEVC.2019.2904900

    Article  Google Scholar 

  28. Wang, Y., Yin, D.Q., Yang, S., Sun, G.: Global and local surrogate-assisted differential evolution for expensive constrained optimization problems with inequality constraints. IEEE Trans. Cybern. 49(5), 1642–1656 (2019). https://doi.org/10.1109/TCYB.2018.2809430

    Article  Google Scholar 

  29. Wu, G., Mallipeddi, R., Suganthan, P.N.: Problem definitions and evaluation criteria for the CEC 2017 competition on constrained real-parameter optimization. Tech. rep., National University of Defense Technology, Changsha, Hunan, PR China and Kyungpook National University, Daegu, South Korea and Nanyang Technological University, Singapore, Technical Report, Singapore (2017)

    Google Scholar 

  30. Wu, Y., Yin, Q., Jie, H., Wang, B., Zhao, J.: A RBF-based constrained global optimization algorithm for problems with computationally expensive objective and constraints. Struct. Multidiscip. Optim. 58(4), 1633–1655 (2018). https://doi.org/10.1007/s00158-018-1987-2

    Article  MathSciNet  Google Scholar 

  31. Yang, Z., Qiu, H., Gao, L., Cai, X., Jiang, C., Chen, L.: Surrogate-assisted classification-collaboration differential evolution for expensive constrained optimization problems. Inf. Sci. 508, 50–63 (2020). https://doi.org/10.1016/j.ins.2019.08.054

    Article  MathSciNet  Google Scholar 

Download references

Acknowledgments

This work was supported by JSPS KAKENHI under Grant No. 22KJ1409.

Author information

Authors and Affiliations

Authors

Corresponding author

Correspondence to Kei Nishihara .

Editor information

Editors and Affiliations

Ethics declarations

Disclosure of Interests

The authors have no competing interests to declare that are relevant to the content of this article.

Rights and permissions

Reprints and permissions

Copyright information

© 2024 The Author(s), under exclusive license to Springer Nature Switzerland AG

About this paper

Check for updates. Verify currency and authenticity via CrossMark

Cite this paper

Nishihara, K., Nakata, M. (2024). A Surrogate-Assisted Partial Optimization for Expensive Constrained Optimization Problems. In: Affenzeller, M., et al. Parallel Problem Solving from Nature – PPSN XVIII. PPSN 2024. Lecture Notes in Computer Science, vol 15149. Springer, Cham. https://doi.org/10.1007/978-3-031-70068-2_24

Download citation

  • DOI: https://doi.org/10.1007/978-3-031-70068-2_24

  • Published:

  • Publisher Name: Springer, Cham

  • Print ISBN: 978-3-031-70067-5

  • Online ISBN: 978-3-031-70068-2

  • eBook Packages: Computer ScienceComputer Science (R0)

Publish with us

Policies and ethics