Surrogate-assisted Differential Evolution Research Articles

A novel bio-inspired design method for porous structures: Variable-periodic Voronoi tessellation

This paper introduces a novel approach, namely Variable-Periodic Voronoi Tessellation (VPVT), for the bio-inspired design of porous structures. The method utilizes distributed points defined by a variable-periodic function to generate Voronoi tessellation patterns, aligning with a wide diversity of artificial or natural cellular structures. In this VPVT design method, the truss-based architecture can be fully characterized by design variables, such as frequency factors, thickness factors. This approach enables the optimal design of porous structures for both mechanical performance and functionality. The varied, anisotropic cell shapes and sizes of VPVT porous structures provide significantly greater design flexibility compared to typical isotropic porous structures. In addition, the VPVT method not only can design micro-macro multiscale materials, but is also applicable for the design of meso-macro scale truss-based porous structures, such as architecture constructions, biomedical implants, and aircraft frameworks. This work employs a Surrogate-assisted Differential Evolution (SaDE) method to perform the optimization process. Numerical examples and experiments validate that the proposed design achieves about 51.1% and 47.8% improvement in compliance performance and damage strength, respectively, than existing studies.

Population state-driven surrogate-assisted differential evolution for expensive constrained optimization problems with mixed-integer variables

AbstractMany surrogate-assisted evolutionary algorithms (SAEAs) have been shown excellent search performance in solving expensive constrained optimization problems (ECOPs) with continuous variables, but few of them focus on ECOPs with mixed-integer variables (ECOPs-MI). Hence, a population state-driven surrogate-assisted differential evolution algorithm (PSSADE) is proposed for solving ECOPs-MI, in which the adaptive population update mechanism (APUM) and the collaborative framework of global and local surrogate-assisted search (CFGLS) are combined effectively. In CFGLS, a probability-driven mixed-integer mutation (PMIU) is incorporated into the classical global DE/rand/2 and local DE/best/2 for improving the diversity and potentials of candidate solutions, respectively, and the collaborative framework further integrates both the superiority of global and local mutation for the purpose of achieving a good balance between exploration and exploitation. Moreover, the current population is adaptively reselected based on the efficient non-dominated sorting technique in APUM when the population distribution is too dense. Empirical studies on 10 benchmark problems and 2 numerical engineering cases demonstrate that the PSSADE shows a more competitive performance than the existing state-of-the-art algorithms. More importantly, PSSADE provides excellent performance in the design of infrared stealth material film.

Surrogate-assisted differential evolution using manifold learning-based sampling for high- dimensional expensive constrained optimization problems

To address the challenges of high-dimensional constrained optimization problems with expensive simulation models, a Surrogate-Assisted Differential Evolution using Manifold Learning-based Sampling (SADE-MLS) is proposed. In SADE-MLS, differential evolution operators are executed to generate numerous high-dimensional candidate points. To alleviate the curse of dimensionality, a Manifold Learning-based Sampling (MLS) mechanism is developed to explore the high-dimensional design space effectively. In MLS, the intrinsic dimensionality of the candidate points is determined by a maximum likelihood estimator. Then, the candidate points are mapped into a low-dimensional space using the dimensionality reduction technique, which can avoid significant information loss during dimensionality reduction. Thus, Kriging surrogates are constructed in the low-dimensional space to predict the responses of the mapped candidate points. The candidate points with high constrained expected improvement values are selected for global exploration. Moreover, the local search process assisted by radial basis function and differential evolution is performed to exploit the design space efficiently. Several numerical benchmarks are tested to compare SADE-MLS with other algorithms. Finally, SADE-MLS is successfully applied to a solid rocket motor multidisciplinary optimization problem and a re-entry vehicle aerodynamic optimization problem, with the total impulse and lift to drag ratio being increased by 32.7% and 35.5%, respectively. The optimization results demonstrate the practicality and effectiveness of the proposed method in real engineering practices.

A Surrogate-Assisted Differential Evolution with fitness-independent parameter adaptation for high-dimensional expensive optimization

Surrogate-assisted evolutionary algorithms (SAEAs) have gained considerable attention owing to their ability of tackling expensive optimization problems (EOPs). The surrogate model can be used to replace real fitness value with approximated one, thus greatly reducing computational cost in expensive function evaluations. However, most existing SAEAs are designed for expensive optimization with low or medium dimensions owing to the curse of dimensionality. To improve the performance for solving high-dimensional expensive optimization problems (HEOPs), a surrogate-assisted Differential Evolution with fitness-independent parameter adaptation (SADE-FI) is proposed in the paper. The SADE-FI algorithm consists of a global surrogate-assisted prescreening strategy (GSA-PS) and a local surrogate-assisted DE with fitness-independent parameter adaptation (LSA-FIDE). The main highlights of the paper can be summarized as follows: First, both global and local surrogates are employed to approximate the fitness value of candidate offspring in GSA-PS and LSA-FIDE, respectively. Second, a fitness-independent parameter adaptation mechanism is firstly incorporated into the framework of surrogate-assisted DE as an efficient parameter adaptation for surrogate-assisted search. Third, both the kernel space determination mechanism and linear population size reduction strategy are implemented to enhance the exploitation capability of LSA-FIDE. To validate the performance of SADE-FI, it was tested on expensive benchmark functions on 30D, 50D, 100D, and 200D, as well as a real-world antenna array design problem. The optimization results were compared with state-of-the-art algorithms, and the results indicate that SADE-FI has a significant performance advantage in solving HEOPs.

A Surrogate-Assisted Differential Evolution with Knowledge Transfer for Expensive Incremental Optimization Problems

A Surrogate-Assisted Differential Evolution with Knowledge Transfer for Expensive Incremental Optimization Problems

Surrogate-Assisted Differential Evolution With Adaptive Multisubspace Search for Large-Scale Expensive Optimization

Real-world industrial engineering optimization problems often have a large number of decision variables. Most existing large-scale evolutionary algorithms need a large number of function evaluations to achieve high-quality solutions. However, the function evaluations can be computationally intensive for many of these problems, particularly, which makes large-scale expensive optimization challenging. To address this challenge, surrogate-assisted evolutionary algorithms based on the divide-and-conquer strategy have been proposed and shown to be promising. Following this line of research, we propose a surrogate-assisted differential evolution algorithm with adaptive multi-subspace search for large-scale expensive optimization to take full advantage of the population and the surrogate mechanism. The proposed algorithm constructs multi-subspace based on principal component analysis and random decision variable selection, and searches adaptively in the constructed subspaces with three search strategies. The experimental results on a set of large-scale expensive test problems have demonstrated its superiority over three state-of-the-art algorithms on the optimization problems with up to 1000 decision variables.

An Efficient Two-Stage Surrogate-Assisted Differential Evolution for Expensive Inequality Constrained Optimization

An Efficient Two-Stage Surrogate-Assisted Differential Evolution for Expensive Inequality Constrained Optimization

An efficient surrogate-assisted differential evolution algorithm for turbomachinery cascades optimization with more than 100 variables

The CFD-based design optimization of turbomachinery cascades is a typical high-dimensional expensive black-box (HEB) problem. Specifically, to fully consider the interactions between vanes and stages and thus achieving desirable solutions, the cascades of two or more stages have to be optimized simultaneously. The number of variables can reach to more than 100 while the affordable CFD simulations within a design cycle can be only a few hundred or thousand. Hence, how to achieve the optimal design of turbomachinery cascades on budget is very challenging. To solve this problem, a generalized surrogate-assisted differential evolution (DE) algorithm is proposed, which is labeled as GSDE. In GSDE, radial basis function is incorporated into the population regeneration process, which helps to enhance the local exploitation in each iteration and thus achieving a good balance in between global and local search. By validating on benchmark functions ranging from 50 to 100 dimensions, the proposed GSDE algorithm is observed to obtain the true optimal solution with less than 1000 function calls and have far better convergence rate than other state-of-the-art algorithms. Furthermore, GSDE is then tested on the cascades design optimization of a 3.5-stage compressor with 126 variables. Within 1500 CFD evaluations, the total-to-total efficiency is increased by 1.104%. In contrast, classic DE algorithm achieves a similar efficiency gain with nearly 20,000 CFD evaluations. In other words, the computational cost of GSDE amount to only 1/13 of frequently-used evolutionary algorithms. Therefore, the efficiency of the proposed GSDE algorithm for solving high-dimensional turbomachinery optimization problems is well demonstrated.

Multi-surrogate-assisted stochastic fractal search algorithm for high-dimensional expensive problems

Surrogate models have been radically used in metaheuristic algorithms owing to their capacity in solving computationally expensive problems. However, despite the promising performance of surrogate-assisted metaheuristic algorithms in coping with low-dimensional problems, they failed to tackle high-dimensional problems efficiently. Thus, a multi-surrogate-assisted stochastic fractal search algorithm (MSASFS) is proposed in this paper. Several improvements are integrated into the algorithm design: (1) By combining the original coordinate system with the eigencoordinate system, an improved surrogate-assisted differential evolution (SDE) updating mechanism is proposed to ameliorate the generalization ability of the algorithm and extend the scope of exploration. (2) A new expected improvement (EI) pre-screening strategy based on the Gaussian process (GP) model is employed to select promising candidate solutions. (3) Two different surrogate models are applied to enhance the robustness of the proposed algorithm. The effectiveness of MSASFS is further demonstrated by numerical experiments on some widely used benchmark problems with dimensions ranging from 30 to 200 and parameter estimation problem of fractional-order chaotic systems. The results reveal that, compared with state-of-the-art surrogate-assisted evolutionary algorithms (SAEAs), the proposed algorithm can effectively solve high-dimensional expensive problems. Furthermore, MSASFS shows a more significant efficiency when the dimension of problems becomes higher.

A Surrogate-Assisted Differential Evolution Algorithm for High-Dimensional Expensive Optimization Problems.

The radial basis function (RBF) model and the Kriging model have been widely used in the surrogate-assisted evolutionary algorithms (SAEAs). Based on their characteristics, a global and local surrogate-assisted differential evolution algorithm (GL-SADE) for high-dimensional expensive problems is proposed in this article, in which a global RBF model is trained with all samples to estimate a global trend, and then its optima is used to significantly accelerate the convergence process. A local Kriging model prefers to select points with good predicted fitness and great uncertainty, which can effectively prevent the search from getting trapped into local optima. When the local Kriging model finds the best solution so far, a reward search strategy is executed to further exploit the local Kriging model. The experiments on a set of benchmark functions with dimensions varying from 30 to 200 are conducted to evaluate the performance of the proposed algorithm. The experimental results of the proposed algorithm are compared to four state-of-the-art algorithms to show its effectiveness and efficiency in solving high-dimensional expensive problems. Besides, GL-SADE is applied to an airfoil optimization problem to show its effectiveness.

Two-Stage Data-Driven Evolutionary Optimization for High-Dimensional Expensive Problems.

Surrogate-assisted evolutionary algorithms (SAEAs) have been widely used for solving complex and computationally expensive optimization problems. However, most of the existing algorithms converge slowly in the later stage. This article proposes a novel two-stage data-driven evolutionary optimization (TS-DDEO) that meets the requirements of early exploration and later exploitation. In the first stage, a surrogate-assisted hierarchical particle swarm optimization method is used to find a promising area from the entire search space. In the second stage, we propose a best-data-driven optimization (BDDO) method with a strong exploitation ability to accelerate the optimization process. BDDO has a real-time update mechanism for the surrogate model and population and uses a predefined number of ranking-top solutions to update population and surrogates. BDDO combines three surrogate-assisted evolutionary sampling strategies: 1) surrogate-assisted differential evolution sampling; 2) surrogate-assisted local search; and 3) a surrogate-assisted full-crossover (FC) strategy which is proposed to integrate existing best genotypes in the population. Experiments and analysis have validated the effectiveness of the two-stage framework, the BDDO method, and the FC strategy. Moreover, the proposed algorithm is compared with five state-of-the-art SAEAs on high-dimensional benchmark functions. The result shows that TS-DDEO performs better both in effectiveness and robustness.

Complementary surrogate-assisted differential evolution algorithm for expensive multi-objective problems under a limited computational budget

Different surrogate-assisted strategies can greatly influence the optimization efficiency of surrogate-assisted multi-objective evolutionary algorithms. By hybridizing two complementary surrogate-assisted strategies, this study proposed an efficient surrogate-assisted differential evolution algorithm to optimize expensive multi-objective problems under a limited computational budget. The two proposed surrogate-assisted strategies balance global and local search for multi-objective optimization. Specifically, one strategy is an improved surrogate-based multi-objective local search method that is based on maximin angle-distance sequential sampling. Compared with the previous local search method that is based on Euclidian distance-based sampling, the improved local search method is more efficient because it can mitigate the scale difference of different objectives. The other surrogate-assisted strategy is prescreening based on a diversity-enhanced expected improvement matrix infill criterion. The proposed infill criterion aims to improve the diversity of approximate Pareto optimal solutions by considering distribution of candidate individuals in the objective space in the infill function. Within a limited computational burden, the performance of the proposed algorithm is demonstrated on a large set of multi-objective benchmark problems, as well as a real-world airfoil design problem. Experimental results show that the proposed algorithm performs significantly better than some existing algorithms on most problems investigated in this study.

An enhanced surrogate-assisted differential evolution for constrained optimization problems

The application of evolutionary algorithms (EAs) to complex engineering optimization problems may present difficulties as they require many evaluations of the objective functions by computationally expensive simulation procedures. To deal with this issue, surrogate models have been employed to replace those expensive simulations. In this work, a surrogate-assisted evolutionary optimization procedure is proposed. The procedure combines the differential evolution method with a $$k$$ -nearest neighbors (k-NN) similarity-based surrogate model. In this approach, the database that stores the solutions evaluated by the exact model, which are used to approximate new solutions, is managed according to a merit scheme. Constraints are handled by a rank-based technique that builds multiple separate queues based on the values of the objective function and the violation of each constraint. Also, to avoid premature convergence of the method, a strategy that triggers a random reinitialization of the population is considered. The performance of the proposed method is assessed by numerical experiments using 24 constrained benchmark functions and 5 mechanical engineering problems. The results show that the method achieves optimal solutions with a remarkably reduction in the number of function evaluations compared to the literature.

Constraint boundary pursuing-based surrogate-assisted differential evolution for expensive optimization problems with mixed constraints

Constraint boundary pursuing-based surrogate-assisted differential evolution for expensive optimization problems with mixed constraints

A surrogate-assisted differential evolution for expensive constrained optimization problems involving mixed-integer variables

Many Surrogate-Assisted Evolutionary Algorithms (SAEAs) have been developed for expensive constrained optimization problems (ECOPs) with continuous variables. However, there exist some ECOPs that contain mixed-integer variables in real world engineering applications. The mixed-integer variables make the feasible regions of ECOPs exhibit complex disjoint characteristics, which brings two challenges for the existing methods, i.e., the classical surrogate-assisted pre-screening may easily fall into a local optimum and the population diversity tends to reduce with the influence of integer variables. For tackling these problems, a surrogate-assisted differential evolution for solving ECOPs involving mixed-integer variables (SADE-MI) is proposed. Firstly, the mutation strategy DE/best/2 is used to balance the local and global characteristics of the candidate solutions. Secondly, an adaptive pre-screening operation where the information of the population is effectively employed to construct the distance constraints is designed to avoid excessive exploitation in local regions. Finally, by selecting diversely-located individuals and limiting the number of individuals with the same integer variables, a population diversity maintenance operation is introduced to strengthen global exploration. Experimental studies on some benchmark problems and engineering optimization cases demonstrate that SADE-MI outperforms other classical algorithms for solving ECOPs with mixed-integer variables.

Combining Lipschitz and RBF surrogate models for high-dimensional computationally expensive problems

Standard evolutionary optimization algorithms assume that the evaluation of the objective and constraint functions is straightforward and computationally cheap. However, in many real-world optimization problems, these evaluations involve computationally expensive numerical simulations or physical experiments. Surrogate-assisted evolutionary algorithms (SAEAs) have recently gained increased attention for their performance in solving these types of problems. The main idea of SAEAs is the integration of an evolutionary algorithm with a selected surrogate model that approximates the computationally expensive function. In this paper, we propose a surrogate model based on a Lipschitz underestimation and use it to develop a differential evolution-based algorithm. The algorithm, called Lipschitz Surrogate-assisted Differential Evolution (LSADE), utilizes the Lipschitz-based surrogate model, along with a standard radial basis function surrogate model and a local search procedure. The experimental results on seven benchmark functions of dimensions 30, 50, 100, and 200 show that the proposed LSADE algorithm is competitive compared with the state-of-the-art algorithms under a limited computational budget, being especially effective for the very complicated benchmark functions in high dimensions.

Surrogate-Assisted Differential Evolution With Region Division for Expensive Optimization Problems With Discontinuous Responses

A considerable number of surrogate-assisted evolutionary algorithms (SAEAs) have been developed to solve expensive optimization problems (EOPs) with continuous objective functions. However, in the real-world applications, we may face EOPs with discontinuous objective functions, which are also called EOPs with discontinuous responses (EOPDRs). Indeed, EOPDRs pose a great challenge to current SAEAs. In this article, a surrogate-assisted differential evolution (DE) algorithm with region division is proposed, named ReDSADE. ReDSADE includes three main strategies: 1) the region division strategy; 2) the Kriging-based search; and 3) the radial basis function (RBF)-based local search. In the region division strategy, we define a new distance measure, called the objective-decision distance. Based on this distance, the evaluated solutions are partitioned into several clusters, and several support vector machine (SVM) classifiers are trained to classify them. These SVM classifiers divide the decision space into several subregions, with the aim of making the objective function continuous in them. In the Kriging-based search, a Kriging model is established in each subregion and combined with DE to search for the optimal solution. In the RBF-based local search, DE is coupled with RBF to search around the best solution found so far, thus accelerating the convergence. By combining these three strategies, ReDSADE is able to solve EOPDRs with limited function evaluations. Three sets of test problems and a real-world application are utilized to verify the effectiveness of ReDSADE. The results demonstrate that ReDSADE exhibits good convergence accuracy and convergence speed.

Surrogate-Assisted Differential Evolution Using Knowledge-Transfer-Based Sampling for Expensive Optimization Problems

To sufficiently reuse the knowledge from previous optimization efforts, a surrogate-assisted differential evolution using knowledge-transfer-based sampling (denoted as SADE-KTS) method is proposed for solving expensive black-box optimization problems. In SADE-KTS, a novel knowledge-transfer-based sampling method is integrated with the differential evolution framework to generate promising initial sample points. In this way, a least-squares support vector machine classifier is constructed based on the prior optimization knowledge database to calibrate the initial sample points adaptively, which improves the exploration performance via transferring the existed optimization efforts to the current optimization task. Moreover, the radial basis function and kriging surrogates are employed to replace the expensive simulation models for evolutionary operations, where the tailored differential evolution operators are cooperated with the sequential quadratic programming optimizer to lead the search to the global optimum efficiently. A number of numerical benchmarks are tested to illustrate the optimization capacity of SADE-KTS compared with several competitive optimization algorithms. Finally, SADE-KTS is applied to an airfoil aerodynamic knowledge-based optimization problem considering the existed optimization knowledge, which demonstrates the practicality and effectiveness of the proposed SADE-KTS in engineering practices.

A two-layer surrogate-assisted differential evolution with better and nearest option for optimizing the spring of hydraulic series elastic actuator

The series elastic actuator (SEA) becomes popular recently because of its compliance However, most SEAs are oversized due to the helical compression springs. In this study, a smaller SEA with a new structure is proposed, and a planar torsion spring is designed for the proposed SEA. The shape of the planar torsion spring is described by the cubic spline interpolation method. The planar torsion spring optimization problem is an expensive black box problem; therefore, a two-layer surrogate-assisted differential evolution with a better and nearest option (TLSANbDE) is proposed to optimize the shape of the planar spring. The superiority of TLSANbDE is demonstrated by a comparison between TLSANbDE and several other algorithms. Our simulation results show that TLSANbDE can design the planar spring with specific stiffness, less working stress, and is expected to perform well in other engineering problems.

Efficient hierarchical surrogate-assisted differential evolution for high-dimensional expensive optimization

Surrogate-assisted evolutionary algorithms have gained increasingly attention due to the promising search capabilities for solving computationally expensive optimization problems. However, when dealing with high-dimensional expensive optimization problems, the effectiveness of surrogate-assisted algorithms deteriorates drastically. In this paper, a novel and efficient hierarchical surrogate-assisted differential evolution (EHSDE) algorithm is proposed towards high-dimensional expensive optimization problems. To balance the exploration and exploitation during the optimization process, EHSDE utilizes a hierarchical framework. In the first phase, the best and the most uncertain offspring are identified respectively. The best offspring is prescreened by a global surrogate model which is built by using a radial basis function network with all the sample points, while the most uncertain offspring is built by the Euclidean distance between offspring and existing sample points. Subsequently, two local surrogate models, which are built by using the most promising sample points and the sample points surrounding the current best solution respectively, are utilized to accelerate the convergence speed. Moreover, experimental studies are conducted on the benchmark functions from 20D to 100D and on an oil reservoir production optimization problem. The results show that the proposed method is effective and efficient for most benchmark functions and for the production optimization problem compared with other state-of-the-art algorithms.