An Improved Kriging-Assisted Multi-Objective Genetic Algorithm

Although Genetic Algorithms (GAs) and Multi-Objective Genetic Algorithms (MOGAs) have been widely used in engineering design optimization, the important challenge still faced by researchers in using these methods is their high computational cost due to the population-based nature of these methods. For these problems it is important to devise MOGAs that can significantly reduce the number of simulation calls compared to a conventional MOGA. An improved kriging-assisted MOGA, called Circled Kriging MOGA (CK-MOGA), is presented in this paper, in which kriging metamodels are embedded within the computation procedure of a traditional MOGA. In the proposed approach, the decision as to whether the original simulation or its kriging metamodel should be used for evaluating an individual is based on a new and advanced objective switch criterion and an adaptive metamodeling technique. The effect of the possible estimated error from the metamodel is mitigated by applying the new switch criterion. Five numerical and engineering examples with different degrees of difficulty are used to illustrate applicability of the proposed approach, with the verification using different quality measures. The results show that, on the average, CK-MOGA outperforms both a conventional MOGA and a previously developed Kriging MOGA in terms of the number of simulation calls.

[1]  Shapour Azarm,et al.  A Kriging Metamodel Assisted Multi-Objective Genetic Algorithm for Design Optimization , 2008 .

[2]  Andy J. Keane,et al.  Combining approximation concepts with genetic algorithm-based structural optimization procedures , 1998 .

[3]  S. Azarm,et al.  On improving multiobjective genetic algorithms for design optimization , 1999 .

[4]  Juan J. Alonso,et al.  Mutiobjective Optimization Using Approximation Model-Based Genetic Algorithms , 2004 .

[5]  G. Gary Wang,et al.  An Efficient Pareto Set Identification Approach for Multiobjective Optimization on Black-Box Functions , 2005 .

[6]  G. Gary Wang,et al.  Review of Metamodeling Techniques in Support of Engineering Design Optimization , 2007 .

[7]  T. Simpson,et al.  Efficient Pareto Frontier Exploration using Surrogate Approximations , 2000 .

[8]  S. Azarm,et al.  Improving multi-objective genetic algorithms with adaptive design of experiments and online metamodeling , 2009 .

[9]  Shapour Azarm,et al.  Constraint handling improvements for multiobjective genetic algorithms , 2002 .

[10]  Jack P. C. Kleijnen,et al.  Kriging Metamodeling in Simulation: A Review , 2007, Eur. J. Oper. Res..

[11]  Ren-Jye Yang,et al.  Approximation methods in multidisciplinary analysis and optimization: a panel discussion , 2004 .

[12]  Shapour Azarm,et al.  Optimizing thermal design of data center cabinets with a new multi-objective genetic algorithm , 2007, Distributed and Parallel Databases.

[13]  Manolis Papadrakakis,et al.  Optimization of Large-Scale 3-D Trusses Using Evolution Strategies and Neural Networks , 1999 .

[14]  Robert E. Smith,et al.  Fitness inheritance in genetic algorithms , 1995, SAC '95.

[15]  Bernhard Sendhoff,et al.  A framework for evolutionary optimization with approximate fitness functions , 2002, IEEE Trans. Evol. Comput..

[16]  Yaochu Jin,et al.  A comprehensive survey of fitness approximation in evolutionary computation , 2005, Soft Comput..

[17]  Henry P. Wynn,et al.  Maximum entropy sampling , 1987 .

[18]  Farrokh Mistree,et al.  Kriging Models for Global Approximation in Simulation-Based Multidisciplinary Design Optimization , 2001 .

[19]  Khaled Rasheed,et al.  Comparison of methods for developing dynamic reduced models for design optimization , 2002, Soft Comput..

[20]  Thomas J. Santner,et al.  The Design and Analysis of Computer Experiments , 2003, Springer Series in Statistics.

[21]  Meng-Sing Liou,et al.  Multiobjective Optimization Using Coupled Response Surface Model and Evolutionary Algorithm. , 2005 .

[22]  Masoud Rais-Rohani,et al.  A comparative study of metamodeling methods for multiobjective crashworthiness optimization , 2005 .

[23]  Yaochu Jin,et al.  Managing approximate models in evolutionary aerodynamic design optimization , 2001, Proceedings of the 2001 Congress on Evolutionary Computation (IEEE Cat. No.01TH8546).

[24]  Shapour Azarm,et al.  Metrics for Quality Assessment of a Multiobjective Design Optimization Solution Set , 2001 .

[25]  Sacha Jennifer van Albada,et al.  Transformation of arbitrary distributions to the normal distribution with application to EEG test–retest reliability , 2007, Journal of Neuroscience Methods.

[26]  Kalyanmoy Deb,et al.  Computationally effective search and optimization procedure using coarse to fine approximations , 2003, The 2003 Congress on Evolutionary Computation, 2003. CEC '03..

[27]  Timothy W. Simpson,et al.  Metamodels for Computer-based Engineering Design: Survey and recommendations , 2001, Engineering with Computers.

[28]  Ivo F. Sbalzariniy,et al.  Multiobjective optimization using evolutionary algorithms , 2000 .

[29]  David E. Goldberg,et al.  Fitness Inheritance In Multi-objective Optimization , 2002, GECCO.

[30]  Kaisa Miettinen,et al.  Nonlinear multiobjective optimization , 1998, International series in operations research and management science.

[31]  M. Farina A neural network based generalized response surface multiobjective evolutionary algorithm , 2002, Proceedings of the 2002 Congress on Evolutionary Computation. CEC'02 (Cat. No.02TH8600).