Multi co-objective evolutionary optimization: Cross surrogate augmentation for computationally expensive problems

Abstract

In this paper, we present a novel cross-surrogate assisted memetic algorithm (CSAMA) as a manifestation of multi co-objective evolutionary computation to enhance the search on computationally expensive problems by means of transferring, sharing and reusing information across objectives. In particular, the construction of surrogate for one objective is augmented with information from other related objectives to improve the prediction quality. The process is termed as a cross-surrogate modelling methodology, which will be used in lieu with the original expensive functions during the evolutionary search. Analyses on the prediction quality of the cross-surrogate modelling and the search performance of the proposed algorithm are conducted on the benchmark problems with assessments made against several state-of-the-art multiobjective evolutionary algorithms. The results obtained highlight the efficacy of the proposed CSAMA in attaining high quality Pareto optimal solutions under limited computational budget.