Surrogate-Assisted Particle Swarm Optimization Algorithm With Pareto Active Learning for Expensive Multi-Objective Optimization

Surrogate-Assisted Particle Swarm Optimization Algorithm With Pareto Active Learning for Expensive Multi-Objective Optimization

论文摘要

For multi-objective optimization problems, particle swarm optimization(PSO) algorithm generally needs a large number of fitness evaluations to obtain the Pareto optimal solutions. However, it will become substantially time-consuming when handling computationally expensive fitness functions. In order to save the computational cost, a surrogate-assisted PSO with Pareto active learning is proposed. In real physical space(the objective functions are computationally expensive), PSO is used as an optimizer, and its optimization results are used to construct the surrogate models. In virtual space, objective functions are replaced by the cheaper surrogate models, PSO is viewed as a sampler to produce the candidate solutions. To enhance the quality of candidate solutions, a hybrid mutation sampling method based on the simulated evolution is proposed, which combines the advantage of fast convergence of PSO and implements mutation to increase diversity. Furthermore, ε-Pareto active learning(ε-PAL)method is employed to pre-select candidate solutions to guide PSO in the real physical space. However, little work has considered the method of determining parameter ε. Therefore, a greedy search method is presented to determine the value ofεwhere the number of active sampling is employed as the evaluation criteria of classification cost. Experimental studies involving application on a number of benchmark test problems and parameter determination for multi-input multi-output least squares support vector machines(MLSSVM) are given, in which the results demonstrate promising performance of the proposed algorithm compared with other representative multi-objective particle swarm optimization(MOPSO) algorithms.

论文目录

文章来源

类型: 期刊论文

作者: Zhiming Lv,Linqing Wang,Zhongyang Han,Jun Zhao,Wei Wang

来源: IEEE/CAA Journal of Automatica Sinica 2019年03期

年度: 2019

分类: 信息科技,基础科学

专业: 数学,自动化技术

单位: IEEE,the Faculty of Electronics Information and Electrical Engineering, Dalian University of Technology

基金: supported by the National Natural Sciences Foundation of China(61603069,61533005,61522304,U1560102),the National Key Research and Development Program of China(2017YFA0700300)

分类号: TP18;O224

页码: 838-849

总页数: 12

文件大小: 615K

下载量: 50

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Surrogate-Assisted Particle Swarm Optimization Algorithm With Pareto Active Learning for Expensive Multi-Objective Optimization
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