AIEA: An Asynchronous Influence-Based Evolutionary Algorithm for Expensive Many-Objective Optimization

Abstract

In expensive multi/many-objective optimization problems (EMOPs), the expensive objectives are generally accessed through different simulation tools, leading to different evaluation latencies and unbearable computational time for serial optimization. One promising approach to improve efficiency is to perform simulation and build surrogates separately for each objective in parallel. However, how to improve the model accuracy and select promising candidates without global information are big challenges. To alleviate these problems, this article proposes an asynchronous influence-based SAEA (AIEA) based on the client-server model. Each client approximates an objective and the server takes charge for evolution. To adaptively select promising candidates, the influence degree is introduced in candidate selection, which is calculated in the objective space to judge which candidate has more beneficial influence for evolution. With the selected candidate, the most-uncertain-first strategy is devised in objective selection for asynchronous evaluations and model improvement. To handle incomplete objective values, the nearest neighbor inheritance is adopted for unevaluated objectives. Comprehensive experiments compared with five surrogate-assisted EAs demonstrate the global optimization and scalability of AIEA.