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GP-DEMO: Differential Evolution for Multiobjective Optimization based on Gaussian Process models

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  • Mlakar, Miha
  • Petelin, Dejan
  • Tušar, Tea
  • Filipič, Bogdan

Abstract

This paper proposes a novel surrogate-model-based multiobjective evolutionary algorithm called Differential Evolution for Multiobjective Optimization based on Gaussian Process models (GP-DEMO). The algorithm is based on the newly defined relations for comparing solutions under uncertainty. These relations minimize the possibility of wrongly performed comparisons of solutions due to inaccurate surrogate model approximations. The GP-DEMO algorithm was tested on several benchmark problems and two computationally expensive real-world problems. To be able to assess the results we compared them with another surrogate-model-based algorithm called Generational Evolution Control (GEC) and with the Differential Evolution for Multiobjective Optimization (DEMO). The quality of the results obtained with GP-DEMO was similar to the results obtained with DEMO, but with significantly fewer exactly evaluated solutions during the optimization process. The quality of the results obtained with GEC was lower compared to the quality gained with GP-DEMO and DEMO, mainly due to wrongly performed comparisons of the inaccurately approximated solutions.

Suggested Citation

  • Mlakar, Miha & Petelin, Dejan & Tušar, Tea & Filipič, Bogdan, 2015. "GP-DEMO: Differential Evolution for Multiobjective Optimization based on Gaussian Process models," European Journal of Operational Research, Elsevier, vol. 243(2), pages 347-361.
    • Handle: RePEc:eee:ejores:v:243:y:2015:i:2:p:347-361
    DOI: 10.1016/j.ejor.2014.04.011
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    References listed on IDEAS

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    1. J P C Kleijnen & W C M van Beers, 2004. "Application-driven sequential designs for simulation experiments: Kriging metamodelling," Journal of the Operational Research Society, Palgrave Macmillan;The OR Society, vol. 55(8), pages 876-883, August.
    2. Taboada, Heidi A. & Baheranwala, Fatema & Coit, David W. & Wattanapongsakorn, Naruemon, 2007. "Practical solutions for multi-objective optimization: An application to system reliability design problems," Reliability Engineering and System Safety, Elsevier, vol. 92(3), pages 314-322.
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    3. Zhao, Zhiwei & Yang, Jingming & Hu, Ziyu & Che, Haijun, 2016. "A differential evolution algorithm with self-adaptive strategy and control parameters based on symmetric Latin hypercube design for unconstrained optimization problems," European Journal of Operational Research, Elsevier, vol. 250(1), pages 30-45.
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    5. Cui, Yunfei & Geng, Zhiqiang & Zhu, Qunxiong & Han, Yongming, 2017. "Review: Multi-objective optimization methods and application in energy saving," Energy, Elsevier, vol. 125(C), pages 681-704.

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