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A Generic Test Suite for Evolutionary Multi-Fidelity Optimization

Wang, Handing, Jin, Yaochu and Doherty, John (2017) A Generic Test Suite for Evolutionary Multi-Fidelity Optimization IEEE Transactions on Evolutionary Computation.

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Abstract

Many real-world optimization problems involve computationally intensive numerical simulations to accurately evaluate the quality of solutions. Usually the fidelity of the simulations can be controlled using certain parameters and there is a trade-off between simulation fidelity and computational cost, i.e., the higher the fidelity, the more complex the simulation will be. To reduce the computational time in simulation-driven optimization, it is a common practice to use multiple fidelity levels in search for the optimal solution. So far, not much work has been done in evolutionary optimization that considers multiple fidelity levels in fitness evaluations. In this work, we aim to develop test suites that are able to capture some important characteristics in real-world multi-fidelity optimization, thereby offering a useful benchmark for developing evolutionary algorithms for multi-fidelity optimization. To demonstrate the usefulness of the proposed test suite, three strategies for adapting the fidelity level of the test problems during optimization are suggested and embedded in a particle swarm optimization algorithm. Our simulation results indicate that the use of changing fidelity is able to enhance the performance and reduce the computational cost of the particle swarm optimization, which is desired in solving expensive optimization problems.

Item Type: Article
Divisions : Faculty of Engineering and Physical Sciences > Computing Science
Authors :
NameEmailORCID
Wang, Handinghanding.wang@surrey.ac.ukUNSPECIFIED
Jin, YaochuYaochu.Jin@surrey.ac.ukUNSPECIFIED
Doherty, Johnjohn.doherty@surrey.ac.ukUNSPECIFIED
Date : 2017
Funders : Engineering and Physical Sciences Research Council (EPSRC)
Copyright Disclaimer : © 2017 IEEE. Personal use of this material is permitted. Permission from IEEE must be obtained for all other uses, in any current or future media, including reprinting/republishing this material for advertising or promotional purposes, creating new collective works, for resale or redistribution to servers or lists, or reuse of any copyrighted component of this work in other works
Uncontrolled Keywords : Multi-fidelity optimization; Expensive simulation-driven optimization; Test problems; Evolutionary computation; Particle swarm optimization
Depositing User : Clive Harris
Date Deposited : 29 Sep 2017 09:54
Last Modified : 29 Sep 2017 09:57
URI: http://epubs.surrey.ac.uk/id/eprint/842430

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