A Multi-Stage Expensive Constrained Multi-Objective Optimization Algorithm Based on Ensemble Infill Criterion

Surrogate-assisted evolutionary algorithms (SAEAs) rely on the infill criterion to select candidate solutions for expensive evaluations. However, in the context of expensive constrained multi-objective optimization problems (ECMOPs) with complex feasible regions, guiding the optimization algorithm towards the constrained Pareto optimal front and achieving a balance between feasibility, convergence, diversity, exploration, and exploitation using a single infill criterion pose significant challenges. We propose an ensemble infill criterion-based multi-stage SAEA (EIC-MSSAEA) to tackle these challenges. Specifically, EIC-MSSAEA comprises three stages. In the first stage, we ignore constraints to facilitate the rapid traversal of infeasible obstacles. In the second stage, only one constraint is activated at a time to increase algorithm diversity. Finally, in the last stage, we activate all constraints to improve overall feasibility. In each stage, EIC-MSSAEA first employs NSGA-III as the underlying baseline solver to explore the search space, in which promising solutions are then selected by an ensemble infill criterion that incorporates multiple base-infill criteria to measure the feasibility, convergence, diversity, and uncertainty of candidate solutions. Experimental results demonstrate the competitiveness of EIC-MSSAEA against state-of-the-art SAEAs for ECMOPs.