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ASM-MOMA: Multiobjective Memetic Algorithm with Aggregate Surrogate Model

Publication at Faculty of Mathematics and Physics |
2011

Abstract

Abstract-Evolutionary algorithms generally require a large number of objective function evaluations which can be costly in practice. These evaluations can be replaced by evaluations of a cheaper meta-model (surrogate model) of the objective functions.

In this paper we present a novel distance based aggregate surrogate model for multiobjective optimization and describe a memetic multiobjective algorithm based on this model. Various variants of the models are tested and discussed and the algorithm is compared to standard multiobjective evolutionary algorithms.

We show that our algorithm greatly reduces the number of required objective function evaluations.