Hierarchical surrogate-assisted evolutionary optimization framework

Zongzhao Zhou, Yew-Soon Ong, Prasanth B. Nair

Abstract: This work presents enhancements to a surrogate-assisted evolutionary optimization framework proposed earlier in the literature for solving computationally expensive design problems on a limited computational budget (Ong et al., 2003). The main idea of our former framework was to couple evolutionary algorithms with a feasible sequential quadratic programming solver in the spirit of Lamarckian learning, including a trust-region approach for interleaving the true fitness function with computationally cheap local surrogate models during gradient-based search. We propose a hierarchical surrogate-assisted evolutionary optimization framework for accelerating the convergence rate of the original surrogate-assisted evolutionary optimization framework. Instead of using the exact high-fidelity fitness function during evolutionary search, a Kriging global surrogate model is used to screen the population for individuals that undergo Lamarckian learning. Numerical results are presented for two multimodal benchmark test functions to show that the proposed approach leads to a further acceleration of the evolutionary search process.

External IDs:dblp:conf/cec/ZhouON04