A Surrogate-Assisted Differential Evolution Algorithm for High-Dimensional Expensive Optimization Problems

• Published in: IEEE transactions on cybernetics Vol. 53; no. 4; pp. 2685 - 2697
• Main Authors: Wang, Weizhong, Liu, Hai-Lin, Tan, Kay Chen
• Format: Journal Article
• Language: English
• Published: United States IEEE 01.04.2023; The Institute of Electrical and Electronics Engineers, Inc. (IEEE)
• Subjects: Algorithms; Convergence; Differential evolution (DE); Effectiveness; Evolutionary algorithms; Evolutionary computation; Gaussian process (GP) model; high-dimensional expensive problems; Mathematical models; Optimization; Predictive models; Radial basis function; radial basis function (RBF) model; Search methods; Sociology; Statistics; surrogate models; Uncertainty
• ISSN: 2168-2267; 2168-2275; 2168-2275
• DOI: 10.1109/TCYB.2022.3175533

The radial basis function (RBF) model and the Kriging model have been widely used in the surrogate-assisted evolutionary algorithms (SAEAs). Based on their characteristics, a global and local surrogate-assisted differential evolution algorithm (GL-SADE) for high-dimensional expensive problems is proposed in this article, in which a global RBF model is trained with all samples to estimate a global trend, and then its optima is used to significantly accelerate the convergence process. A local Kriging model prefers to select points with good predicted fitness and great uncertainty, which can effectively prevent the search from getting trapped into local optima. When the local Kriging model finds the best solution so far, a reward search strategy is executed to further exploit the local Kriging model. The experiments on a set of benchmark functions with dimensions varying from 30 to 200 are conducted to evaluate the performance of the proposed algorithm. The experimental results of the proposed algorithm are compared to four state-of-the-art algorithms to show its effectiveness and efficiency in solving high-dimensional expensive problems. Besides, GL-SADE is applied to an airfoil optimization problem to show its effectiveness.