Authors
Jianping Luo, Abhishek Gupta, Yew-Soon Ong, Zhenkun Wang
Publication date
2019/5
Journal
IEEE Transactions on Cybernetics
Volume
49
Issue
5
Pages
1708-1721
Publisher
IEEE
Description
This paper proposes a Gaussian process (GP) based co-sub-Pareto front surrogate augmentation strategy for evolutionary optimization of computationally expensive multiobjective problems. In the proposed algorithm, a multiobjective problem is decomposed into a number of subproblems, the solution of each of which is used to approximate a portion or sector of the Pareto front (i.e., a subPF). Thereafter, a multitask GP model is incorporated to exploit the correlations across the subproblems via joint surrogate model learning. A novel criterion for the utility function is defined on the surrogate landscape to determine the next candidate solution for evaluation using the actual expensive objectives. In addition, a new management strategy for the evaluated solutions is presented for model building. The novel feature of our approach is that it infers multiple subproblems jointly by exploiting the possible dependencies …
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