TY - GEN
T1 - A surrogate model assisted evolutionary algorithm for computationally expensive design optimization problems with discrete variables
AU - Liu, Bo
AU - Sun, Nan
AU - Zhang, Qingfu
AU - Grout, Vic
AU - Gielen, Georges
PY - 2016/11/14
Y1 - 2016/11/14
N2 - Real-world computationally expensive design optimization problems with discrete variables pose challenges to surrogate-based optimization methods in terms of both efficiency and search ability. In this paper, a new method is introduced, called surrogate model-aware differential evolution with neighbourhood exploration, which has two phases. The first phase adopts a surrogate-based optimization method based on efficient surrogate model-aware search framework, the goal of which is to reach at least the neighbourhood of the global optimum. In the second phase, a neighbourhood exploration method for discrete variables is developed and collaborates with the first phase to further improve the obtained solutions. Empirical studies on various benchmark problems and a real-world network-on-chip design optimization problem show the combined advantages in terms of efficiency and search ability: when only a very limited number of exact evaluations are allowed, the proposed method is not slower than one of the most efficient methods for the targeted problem; when more evaluations are allowed, the proposed method can obtain results with comparable quality compared to standard differential evolution, but it requires only 1% to 30% of exact function evaluations.
AB - Real-world computationally expensive design optimization problems with discrete variables pose challenges to surrogate-based optimization methods in terms of both efficiency and search ability. In this paper, a new method is introduced, called surrogate model-aware differential evolution with neighbourhood exploration, which has two phases. The first phase adopts a surrogate-based optimization method based on efficient surrogate model-aware search framework, the goal of which is to reach at least the neighbourhood of the global optimum. In the second phase, a neighbourhood exploration method for discrete variables is developed and collaborates with the first phase to further improve the obtained solutions. Empirical studies on various benchmark problems and a real-world network-on-chip design optimization problem show the combined advantages in terms of efficiency and search ability: when only a very limited number of exact evaluations are allowed, the proposed method is not slower than one of the most efficient methods for the targeted problem; when more evaluations are allowed, the proposed method can obtain results with comparable quality compared to standard differential evolution, but it requires only 1% to 30% of exact function evaluations.
KW - GLOBAL OPTIMIZATION
UR - http://www.scopus.com/inward/record.url?scp=85008258326&partnerID=8YFLogxK
UR - https://www.scopus.com/record/pubmetrics.uri?eid=2-s2.0-85008258326&origin=recordpage
U2 - 10.1109/CEC.2016.7743986
DO - 10.1109/CEC.2016.7743986
M3 - RGC 32 - Refereed conference paper (with host publication)
SN - 9781509006229
T3 - IEEE Congress on Evolutionary Computation
SP - 1650
EP - 1657
BT - 2016 IEEE Congress on Evolutionary Computation, CEC 2016
PB - IEEE
T2 - 2016 IEEE Congress on Evolutionary Computation, CEC 2016
Y2 - 24 July 2016 through 29 July 2016
ER -