Expensive Multiobjective Optimization by MOEA/D With Gaussian Process Model

In some expensive multiobjective optimization problems (MOPs), several function evaluations can be carried out in a batch way. Therefore, it is very desirable to develop methods which can generate multipler test points simultaneously. This paper proposes such a method, called MOEA/D-EGO, for dealing...

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Veröffentlicht in:IEEE transactions on evolutionary computation 2010-06, Vol.14 (3), p.456-474
Hauptverfasser: Qingfu Zhang, Wudong Liu, Tsang, Edward, Virginas, Botond
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container_title IEEE transactions on evolutionary computation
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creator Qingfu Zhang
Wudong Liu
Tsang, Edward
Virginas, Botond
description In some expensive multiobjective optimization problems (MOPs), several function evaluations can be carried out in a batch way. Therefore, it is very desirable to develop methods which can generate multipler test points simultaneously. This paper proposes such a method, called MOEA/D-EGO, for dealing with expensive multiobjective optimization. MOEA/D-EGO decomposes an MOP in question into a number of single-objective optimization subproblems. A predictive model is built for each subproblem based on the points evaluated so far. Effort has been made to reduce the overhead for modeling and to improve the prediction quality. At each generation, MOEA/D is used for maximizing the expected improvement metric values of all the subproblems, and then several test points are selected for evaluation. Extensive experimental studies have been carried out to investigate the ability of the proposed algorithm.
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subjects Acoustic testing
Algorithms
Applied sciences
Artificial intelligence
Computational efficiency
Computer science
control theory
systems
Computer simulation
Dealing
Decomposition
Design optimization
Evolutionary algorithm
Evolutionary algorithms
Exact sciences and technology
expensive optimization
Gaussian
Gaussian processes
Gaussian stochastic processes
Learning and adaptive systems
Mathematical analysis
Mathematical models
multiobjective optimization
Optimization
Optimization methods
Pareto optimality
Pareto optimization
Physics computing
Predictive models
Stochastic processes
title Expensive Multiobjective Optimization by MOEA/D With Gaussian Process Model
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