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Metamodeling for multimodal selection functions in evolutionary multi-objective optimization

Published: 01 July 2017 Publication History

Abstract

Most real-world optimization problems involve computationally expensive simulations for evaluating a solution. Despite significant progress in the use of metamodels for single-objective optimization, metamodeling methods have received a lukewarm attention for multi-objective optimization. A recent study classified various metamodeling approaches, of which one particular method is interesting, challenging, and novel. In this paper, we study this so-called M6 method in detail. In this approach, a selection operator's assignment function, as it is implemented in an evolutionary multi-objective optimization (EMO) algorithm, is directly metamodeled. Thus, this methodology requires only one selection function to be metamodeled irrespective of multitude of objective and constraint functions in a problem. However, the flip side of the methodology is that the resulting function is multimodal having a different optimum for every desired Pareto-optimal solution. We have used two different selection functions based on two recent ideas: (i) KKT proximity measure function and (ii) multimodal based evolutionary multi-objective (MEMO) selection function. The resulting meta-modeling methods are applied to a number of standard two and three-objective constraint and unconstrained test problems. Near Pareto-optimal solutions are found using only a fraction of high-fidelity solution evaluations compared to usual EMO applications.

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cover image ACM Conferences
GECCO '17: Proceedings of the Genetic and Evolutionary Computation Conference
July 2017
1427 pages
ISBN:9781450349208
DOI:10.1145/3071178
Permission to make digital or hard copies of all or part of this work for personal or classroom use is granted without fee provided that copies are not made or distributed for profit or commercial advantage and that copies bear this notice and the full citation on the first page. Copyrights for components of this work owned by others than ACM must be honored. Abstracting with credit is permitted. To copy otherwise, or republish, to post on servers or to redistribute to lists, requires prior specific permission and/or a fee. Request permissions from [email protected]

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Published: 01 July 2017

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Author Tags

  1. expensive
  2. multi-modal
  3. multi-objective optimization
  4. neural network
  5. surrogate

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GECCO '17 Paper Acceptance Rate 178 of 462 submissions, 39%;
Overall Acceptance Rate 1,669 of 4,410 submissions, 38%

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  • (2020)New Surrogate Approaches Applied to Meta-Heuristic AlgorithmsArtificial Intelligence and Soft Computing10.1007/978-3-030-61534-5_36(400-411)Online publication date: 7-Oct-2020
  • (2020)Filter Sort Is $$\varOmega (N^3)$$ in the Worst CaseParallel Problem Solving from Nature – PPSN XVI10.1007/978-3-030-58115-2_47(675-685)Online publication date: 2-Sep-2020
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  • (2019)Trust-Region Based Multi-objective Optimization for Low Budget ScenariosEvolutionary Multi-Criterion Optimization10.1007/978-3-030-12598-1_30(373-385)Online publication date: 3-Feb-2019
  • (2018)Trust-region based algorithms with low-budget for multi-objective optimizationProceedings of the Genetic and Evolutionary Computation Conference Companion10.1145/3205651.3205727(195-196)Online publication date: 6-Jul-2018
  • (2018)An Efficient Nondominated Sorting Algorithm for Large Number of FrontsIEEE Transactions on Cybernetics10.1109/TCYB.2017.2789158(1-11)Online publication date: 2018
  • (2018)Switching Between Metamodeling Frameworks for Efficient Multi-Objective Optimization2018 IEEE Symposium Series on Computational Intelligence (SSCI)10.1109/SSCI.2018.8628843(1188-1195)Online publication date: Nov-2018

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