MOEA/D with Gradient-Enhanced Kriging for Expensive Multiobjective Optimization

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Abstract

Expensive multiobjective optimization problem poses a big challenge. In many real-world engineering design problems, the time-consumed function evaluation is done by solving partial differential equations. The partial derivatives of a candidate solution can be calculated as a byproduct. Naturally, these problems can be solved more efficiently if gradient information is used. This paper proposes such a method, called MOEA/D-GEK, which combines MOEA/D and gradient-enhanced Kriging to solve expensive multiobjective problem. The gradient information is used for the construction of the Kriging model. Experimental studies on a set of test instances and a real-world aerodynamic design problem show high efficiency and effectiveness of our proposed method.

Original languageEnglish
Title of host publicationEvolutionary Multi-Criterion Optimization - 11th International Conference, EMO 2021, Proceedings
EditorsHisao Ishibuchi, Qingfu Zhang, Ran Cheng, Ke Li, Hui Li, Handing Wang, Aimin Zhou
PublisherSpringer Science and Business Media Deutschland GmbH
Pages543-554
Number of pages12
ISBN (Print)9783030720612
DOIs
StatePublished - 2021
Event11th International Conference on Evolutionary Multi-Criterion Optimization, EMO 2021 - Shenzhen, China
Duration: 28 Mar 202131 Mar 2021

Publication series

NameLecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics)
Volume12654 LNCS
ISSN (Print)0302-9743
ISSN (Electronic)1611-3349

Conference

Conference11th International Conference on Evolutionary Multi-Criterion Optimization, EMO 2021
Country/TerritoryChina
CityShenzhen
Period28/03/2131/03/21

Keywords

  • Expensive optimization
  • Gradient-enhanced Kriging
  • Multiobjective optimization
  • Pareto optimality
  • Surrogate model

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