Evolutionary algorithm with individual-distribution search strategy and regression-classification surrogates for expensive optimization

Abstract

Surrogate-assisted evolutionary algorithms (SAEAs) with prescreening model management strategies show great potential in handling expensive optimization problems (EOPs). However, their performance is highly dependent on the search strategy and surrogate model. This paper proposes an evolutionary algorithm called IDRCEA, which utilizes an individual-distribution search strategy (IDS) and a regression-classification-based prescreening mechanism (RCP) to improve the ability to solve various complex and high-dimensional EOPs. Specifically, IDRCEA first combines an individual-based search strategy and a distribution-based search strategy to enrich offspring generation. Then, a regression model and a classification model are cooperatively used to prescreen the high-level offspring. Finally, both performance-based and distribution-based infill criteria are utilized to determine the most promising offspring from the high-level group for expensive evaluation. Experimental results validate the advantages of IDRCEA over some state-of-the-art SAEAs on many complex benchmark problems and an oil reservoir production optimization problem.