A novel hybrid multi-objective metamodel-based evolutionary optimization algorithm

Optimization via Simulation (OvS) is an useful optimization tool to find a solution to an optimization problem that is difficult to model analytically. OvS consists in evaluating potential solutions through simulation executions; however, its high computational cost is a factor that can make its imp...

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Detalles Bibliográficos
Autores: Baquela, Enrique Gabriel, Olivera, Ana Carolina
Tipo de recurso: artículo
Estado:Versión publicada
Fecha de publicación:2019
País:Argentina
Institución:Consejo Nacional de Investigaciones Científicas y Técnicas
Repositorio:CONICET Digital (CONICET)
Idioma:inglés
OAI Identifier:oai:ri.conicet.gov.ar:11336/124621
Acceso en línea:http://hdl.handle.net/11336/124621
Access Level:acceso abierto
Palabra clave:KRIGING
METAMODEL
MULTI-OBJECTIVE OPTIMIZATION
NSGA-II
OPTIMIZATION VIA SIMULATION
https://purl.org/becyt/ford/1.2
https://purl.org/becyt/ford/1
Descripción
Sumario:Optimization via Simulation (OvS) is an useful optimization tool to find a solution to an optimization problem that is difficult to model analytically. OvS consists in evaluating potential solutions through simulation executions; however, its high computational cost is a factor that can make its implementation infeasible. This issue also occurs in multi-objective problems, which tend to be expensive to solve. In this work, we present a new hybrid multi-objective OvS algorithm, which uses Kriging-type metamodels to estimate the simulations results and a multi-objective evolutionary algorithm to manage the optimization process. Our proposal succeeds in reducing the computational cost significantly without affecting the quality of the results obtained. The evolutionary part of the hybrid algorithm is based on the popular NSGA-II. The hybrid method is compared to the canonical NSGA-II and other hybrid approaches, showing a good performance not only in the quality of the solutions but also as computational cost saving.