Efficient multi-objective CMA-ES algorithm assisted by knowledge-extraction-based variable-fidelity surrogate model

作     者：Zengcong LI Kuo TIAN Shu ZHANG Bo WANG Zengcong LI;Kuo TIAN;Shu ZHANG;Bo WANG

作者机构：State Key Laboratory of Structural Analysis for Industrial EquipmentDepartment of Engineering MechanicsDalian University of TechnologyDalian 116024China 

出 版 物：《Chinese Journal of Aeronautics》 (中国航空学报（英文版）)

年 卷 期：2023年第36卷第6期

页      面：213-232页

核心收录：

学科分类：08[工学] 081104[工学-模式识别与智能系统] 082503[工学-航空宇航制造工程] 0825[工学-航空宇航科学与技术] 0811[工学-控制科学与工程] 0812[工学-计算机科学与技术（可授工学、理学学位）] 

基　　金：supported by the National Natural Science Foundation of China(Nos.11902065,11825202) the Fundamental Research Funds for the Central Universities,China(No.DUT21RC(3)013). 

主　　题：Covariance matrix adaptation evolution strategy Model management Multi-objective optimization Surrogate-assisted evolutionary algorithm Variable-fidelity surrogate model 

摘      要：To accelerate the multi-objective optimization for expensive engineering cases, a Knowledge-Extraction-based Variable-Fidelity Surrogate-assisted Covariance Matrix Adaptation Evolution Strategy(KE-VFS-CMA-ES) is presented. In the first part, the KE-VFS model is established. Firstly, the optimization is performed using the low-fidelity surrogate model to obtain the Low-Fidelity Non-Dominated Solutions(LF-NDS). Secondly, aiming to obtain the High-Fidelity(HF) sample points located in promising areas, the K-means clustering algorithm and the space-filling strategy are used to extract knowledge from the LF-NDS to the HF space. Finally,the KE-VFS model is established by means of the obtained HF and LF sample points. In the second part, a novel model management based on the Modified Hypervolume Improvement(MHVI) criterion and pre-screening strategy is proposed. In each generation of KE-VFS-CMA-ES, excessive candidate points are firstly generated and then calculated by the MHVI criterion to find out a few potential points, which will be evaluated by the HF model. Through the above two parts,the promising areas can be detected and the potential points can be screened out, which contributes to speeding up the optimization process twofold. Three classic benchmark functions and a time-consuming engineering case of the aerospace integrally stiffened shell are studied, and results illustrate the excellent efficiency, robustness and applicability of KE-VFS-CMA-ES compared with other four known multi-objective optimization algorithms.