A survey on handling computationally expensive multiobjective optimization problems using surrogates: non-nature inspired methods
Tabatabaei, M., Hakanen, J., Hartikainen, M., Miettinen, K., & Sindhya, K. (2015). A survey on handling computationally expensive multiobjective optimization problems using surrogates: non-nature inspired methods. Structural and Multidisciplinary Optimization, 52 (1), 1-25. doi:10.1007/s00158-015-1226-z
Published inStructural and Multidisciplinary Optimization
© Springer-Verlag Berlin Heidelberg 2015. This is a final draft version of an article whose final and definitive form has been published by Springer. Published in this repository with the kind permission of the publisher.
Computationally expensive multiobjective optimization problems arise, e.g. in many engineering applications, where several conflicting objectives are to be optimized simultaneously while satisfying constraints. In many cases, the lack of explicit mathematical formulas of the objectives and constraints may necessitate conducting computationally expensive and time-consuming experiments and/or simulations. As another challenge, these problems may have either convex or nonconvex or even disconnected Pareto frontier consisting of Pareto optimal solutions. Because of the existence of many such solutions, typically, a decision maker is required to select the most preferred one. In order to deal with the high computational cost, surrogate-based methods are commonly used in the literature. This paper surveys surrogate-based methods proposed in the literature, where the methods are independent of the underlying optimization algorithm and mitigate the computational burden to capture different types of Pareto frontiers. The methods considered are classified, discussed and then compared. These methods are divided into two frameworks: the sequential and the adaptive frameworks. Based on the comparison, we recommend the adaptive framework to tackle the aforementioned challenges. ...