论文标题

GPSAF:一个普遍的概率替代辅助框架,用于受约束的单目标优化

GPSAF: A Generalized Probabilistic Surrogate-Assisted Framework for Constrained Single- and Multi-objective Optimization

论文作者

Blank, Julian, Deb, Kalyanmoy

论文摘要

在过去的二十年中,已经付出了巨大的努力来解决计算上昂贵的优化问题,并提出了将替代物纳入优化的各种优化方法。大多数研究的重点是通过定义效用优化问题或自定义使用一个或多个近似模型的现有优化方法来利用替代物。但是,同时对适用于不同类型的算法和优化问题的通用概念只给予了一点关注。因此,本文提出了一种广义的概率替代辅助框架(GPSAF),适用于广泛的无约束和受约束,单目标优化算法的广泛类别。该想法是基于替代物来帮助现有优化方法的。援助基于两个不同的阶段,一个促进了探索,另一个促进了代理人。通过在不同的解决方案群中进行概率的淘汰赛,对代理人的探索和剥削会自动平衡。对多种众所周知的基于人群的优化算法进行的研究是在有或没有提议的替代辅助方面对单目标优化问题提出的,最大解决方案评估预算为300或更少。结果表明,将GPSAF应用于优化算法以及与其他替代辅助算法的竞争力的有效性。

Significant effort has been made to solve computationally expensive optimization problems in the past two decades, and various optimization methods incorporating surrogates into optimization have been proposed. Most research focuses on either exploiting the surrogate by defining a utility optimization problem or customizing an existing optimization method to use one or multiple approximation models. However, only a little attention has been paid to generic concepts applicable to different types of algorithms and optimization problems simultaneously. Thus this paper proposes a generalized probabilistic surrogate-assisted framework (GPSAF), applicable to a broad category of unconstrained and constrained, single- and multi-objective optimization algorithms. The idea is based on a surrogate assisting an existing optimization method. The assistance is based on two distinct phases, one facilitating exploration and another exploiting the surrogates. The exploration and exploitation of surrogates are automatically balanced by performing a probabilistic knockout tournament among different clusters of solutions. A study of multiple well-known population-based optimization algorithms is conducted with and without the proposed surrogate assistance on single- and multi-objective optimization problems with a maximum solution evaluation budget of 300 or less. The results indicate the effectiveness of applying GPSAF to an optimization algorithm and the competitiveness with other surrogate-assisted algorithms.

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