Evolutionary Multiobjective Optimization Based on Gaussian Process Modeling

Abstract

This paper presents a summary of the doctoral dissertation of the author, which addresses the task of evolutionary multiobjective optimization using surrogate models. The main contributions are done for the optimization problems, where solutions are presented with uncertainty. To compare solutions under uncertainty and improve the optimization results the new relations for comparing solutions under uncertainty are defined. These relations reduce the possibility of incorrect comparisons due to the inaccurate approximations. The relations under uncertainty are then used in the new surrogate-model-based multiobjective evolutionary algorithm called GP-DEMO. The algorithm is thoroughly tested on benchmark and real-world problems and the results show that GP-DEMO, in comparison to other multiobjective evolutionary algorithms, produces comparable results while requiring fewer exact evaluations of the original objective functions.