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A surrogate model assisted evolutionary algorithm for computationally expensive design optimization problems with discrete variables

Bo Liu*, Nan Sun, Qingfu Zhang, Vic Grout, Georges Gielen

*Corresponding author for this work

Research output: Chapters, Conference Papers, Creative and Literary WorksRGC 32 - Refereed conference paper (with host publication)peer-review

Abstract

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.
Original languageEnglish
Title of host publication2016 IEEE Congress on Evolutionary Computation, CEC 2016
PublisherIEEE
Pages1650-1657
ISBN (Print)9781509006229
DOIs
Publication statusPublished - 14 Nov 2016
Event2016 IEEE Congress on Evolutionary Computation, CEC 2016 - Vancouver, Canada
Duration: 24 Jul 201629 Jul 2016

Publication series

NameIEEE Congress on Evolutionary Computation
PublisherIEEE

Conference

Conference2016 IEEE Congress on Evolutionary Computation, CEC 2016
PlaceCanada
CityVancouver
Period24/07/1629/07/16

Research Keywords

  • GLOBAL OPTIMIZATION

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