Surrogate modeling approaches for multiobjective optimization: Methods, taxonomy, and results
Abstract
Most practical optimization problems are comprised of multiple conflicting objectives and constraints which involve time-consuming simulations. Construction of metamodels of objectives and constraints from a few high-fidelity solutions and a subsequent optimization of metamodels to find in-fill solutions in an iterative manner remain a common metamodeling based optimization strategy. The authors have previously proposed a taxonomy of 10 different metamodeling frameworks for multiobjective optimization problems, each of which constructs metamodels of objectives and constraints independently or in an aggregated manner. Of the 10 frameworks, five follow a generative approach in which a single Pareto-optimal solution is found at a time and other five frameworks were proposed to find multiple Pareto-optimal solutions simultaneously. Of the 10 frameworks, two frameworks (M3-2 and M4-2) are detailed here for the first time involving multimodal optimization methods. In this paper, we also propose an adaptive switching based metamodeling (ASM) approach by switching among all 10 frameworks in successive epochs using a statistical comparison of metamodeling accuracy of all 10 frameworks. On 18 problems from three to five objectives, the ASM approach performs better than the individual frameworks alone. Finally, the ASM approach is compared with three other recently proposed multiobjective metamodeling methods and superior performance of the ASM approach is observed. With growing interest in metamodeling approaches for multiobjective optimization, this paper evaluates existing strategies and proposes a viable adaptive strategy by portraying importance of using an ensemble of metamodeling frameworks for a more reliable multiobjective optimization for a limited budget of solution evaluations.
Authors: Kalyanmoy Deb, Proteek Chandan Roy, Rayan Hussein
Published in: Mathematical and Computational Applications (2020)