Data-driven evolutionary sampling optimization for expensive problems

• 来源期刊: 系统工程与电子技术（英文版）
• 年，卷（期）: 2021,（2）
• 所属期刊栏目: INTELLIGENT OPTIMIZATION AND SCHEDULING
• 页码范围: 318-330
• 页数: 13页
• 语种: 英文
• DOI: 10.23919/JSEE.2021.000027

摘要

Surrogate models have shown to be effective in as-sisting evolutionary algorithms (EAs) for solving computationally expensive complex optimization problems. However, the effect-iveness of the existing surrogate-assisted evolutionary algo-rithms still needs to be improved. A data-driven evolutionary sampling optimization (DESO) framework is proposed, where at each generation it randomly employs one of two evolutionary sampling strategies, surrogate screening and surrogate local search based on historical data, to effectively balance global and local search. In DESO, the radial basis function (RBF) is used as the surrogate model in the sampling strategy, and different de-grees of the evolutionary process are used to sample candidate points. The sampled points by sampling strategies are evalu-ated, and then added into the database for the updating surro-gate model and population in the next sampling. To get the in-sight of DESO, extensive experiments and analysis of DESO have been performed. The proposed algorithm presents superior computational efficiency and robustness compared with five state-of-the-art algorithms on benchmark problems from 20 to 200 dimensions. Besides, DESO is applied to an airfoil design problem to show its effectiveness.