MOEA/D with gradient-enhanced kriging for expensive multiobjective optimization

Fei Liu, Qingfu Zhang, Zhonghua Han

Abstract: In many real-world engineering design optimization problems, objective function evaluations are very time costly and often conducted by solving partial differential equations. Gradients of the objective functions can be obtained as a byproduct. Naturally, these problems can be solved more efficiently if gradient information is used. This paper studies how to do expensive multiobjective optimization when gradients are available. We propose a method, called MOEA/D–GEK, which combines MOEA/D and gradient-enhanced kriging. The gradients are used for building kriging models. Experimental studies on a set of test instances and an engineering problem of aerodynamic design optimization for a transonic airfoil show the high efficiency and effectiveness of our proposed method.