A Surrogate Model Assisted Estimation of Distribution Algorithm with Mutil-acquisition Functions for Expensive Optimization

Abstract

The estimation of distribution algorithm (EDA) is an efficient heuristic method for handling black-box optimization problems since the ability for global population distribution modeling and gradient-free searching. However, the trial and error search mechanism relies on a large number of function evaluations, which is a considerable challenge under expensive black-box problems. Therefore, this article presents a surrogate assisted EDA with multi-acquisition functions. Firstly, a variable-width histogram is used as the global distribution model that focuses on promising areas. Next, the evaluated-free local search method improves the quality of new generation solutions. Fi-nally, model management with multiple acquisitions maintains global and local exploration preferences. Several commonly used benchmark functions with 20 and 50 dimensions are adopted to evaluate the proposed algorithm compared with several state-of-the-art surrogate assisted evaluation algorithms (SAEAs) and Bayesian optimization method. In addition, a rover trajectories optimizing problem is used to verify the ability to solve complex problems. The experimental results demonstrate the superiority of the proposed algorithm over these comparison algorithms.