A surrogate-assisted a priori multiobjective evolutionary algorithm for constrained multiobjective optimization problems

Pouya Aghaei Pour (), Jussi Hakanen () and Kaisa Miettinen ()
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Pouya Aghaei Pour: University of Jyvaskyla
Jussi Hakanen: University of Jyvaskyla
Kaisa Miettinen: University of Jyvaskyla

Journal of Global Optimization, 2024, vol. 90, issue 2, No 7, 459-485

Abstract: Abstract We consider multiobjective optimization problems with at least one computationally expensive constraint function and propose a novel surrogate-assisted evolutionary algorithm that can incorporate preference information given a priori. We employ Kriging models to approximate expensive objective and constraint functions, enabling us to introduce a new selection strategy that emphasizes the generation of feasible solutions throughout the optimization process. In our innovative model management, we perform expensive function evaluations to identify feasible solutions that best reflect the decision maker’s preferences provided before the process. To assess the performance of our proposed algorithm, we utilize two distinct parameterless performance indicators and compare them against existing algorithms from the literature using various real-world engineering and benchmark problems. Furthermore, we assemble new algorithms to analyze the effects of the selection strategy and the model management on the performance of the proposed algorithm. The results show that in most cases, our algorithm has a better performance than the assembled algorithms, especially when there is a restricted budget for expensive function evaluations.

Keywords: Multiple objectives; Model management; A priori algorithms; Constraint handling; Surrogate-assisted optimization; Constrained problems; Computationally expensive problems (search for similar items in EconPapers)
Date: 2024
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DOI: 10.1007/s10898-024-01387-z

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