Detail publikace

Combining Lipschitz and RBF Surrogate Models for High-dimensional Computationally Expensive Problems

KŮDELA, J. MATOUŠEK, R.

Originální název

Combining Lipschitz and RBF Surrogate Models for High-dimensional Computationally Expensive Problems

Typ

článek v časopise ve Web of Science, Jimp

Jazyk

angličtina

Originální abstrakt

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.

Klíčová slova

Lipschitz surrogate model; Differential evolution; Radial basis function; Surrogate assisted evolutionary algorithms; High-dimensional expensive optimization

Autoři

KŮDELA, J.; MATOUŠEK, R.

Vydáno

17. 11. 2022

ISSN

0020-0255

Periodikum

INFORMATION SCIENCES

Ročník

619

Číslo

January

Stát

Spojené státy americké

Strany od

457

Strany do

477

Strany počet

21

URL

https://www.sciencedirect.com/science/article/pii/S0020025522013342

BibTex

@article{BUT179504,
  author="Jakub {Kůdela} and Radomil {Matoušek}",
  title="Combining Lipschitz and RBF Surrogate Models for High-dimensional Computationally Expensive Problems",
  journal="INFORMATION SCIENCES",
  year="2022",
  volume="619",
  number="January",
  pages="457--477",
  doi="10.1016/j.ins.2022.11.045",
  issn="0020-0255",
  url="https://www.sciencedirect.com/science/article/pii/S0020025522013342"
}