Surrogate-assisted MOEA/D for expensive constrained multi-objective optimization

Abstract

In this paper, an adaptive surrogate-assisted MOEA/D framework (ASA-MOEA/D) is proposed for solving computationally expensive constrained multi-objective optimization problems, in which three specific search strategies are adaptively implemented based on the optimization states of subproblems to achieve targeted searches for different subproblems. To maintain feasibility, the RBF-based local search models are constructed by comprehensively considering the orthogonal distance difference and constraint satisfaction information for guiding infeasible solutions of the infeasible subproblems into feasible regions. To maintain convergence, the RBF surrogates of the aggregated objective and constraints are employed to construct local search models for locating better feasible solutions. To maintain diversity, the subregions of unexplored subproblems are effectively explored by utilizing the valuable information of their neighboring elite solutions. Moreover, the solution with the maximum overall uncertainty of RBF surrogates is selected for progressively increasing the prediction accuracies of surrogates. Therefore, ASA-MOEA/D strikes an adaptive balance among diversity, feasibility and convergence with the assistance of RBF surrogates as the optimization progresses. Empirical studies on three classical test suites demonstrate that ASA-MOEA/D with tchebycheff approach achieves highly competitive performance over other four state-of-the-art algorithms.