Multioutput Surrogate Assisted Evolutionary Algorithm for Expensive Multi-Modal Optimization Problems

Abstract

Real-world optimization problems are often computationally expensive and feature multi-modal objective functions. Surrogate-assisted evolutionary optimization has proven to be an effective approach for addressing expensive black-box optimization challenges, but the technique has not been adequately studied in multi-modal situations. In this paper, we propose a simple but effective multi-output surrogate-based approach for empowering surrogate-assisted evolutionary optimization to address expensive multi-modal optimization problems. Specifically, our proposed approach employs a multi-output Gaussian process to capture correlations between data collected from different local areas. Experiments on synthetic benchmark test problems demonstrate the effectiveness of our proposed algorithm against five state-of-the-art peer algorithms.