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Structural and Multidisciplinary Optimization

Erschienen in:

16.06.2018 | RESEARCH PAPER

A modified hypervolume based expected improvement for multi-objective efficient global optimization method

verfasst von: Zheng Li, Xinyu Wang, Shilun Ruan, Zhaojun Li, Changyu Shen, Yan Zeng

Erschienen in: Structural and Multidisciplinary Optimization | Ausgabe 5/2018

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Abstract

The hypervolume indicator has been proved as an outstanding metric for the distribution of Pareto points, and the derived hypervolume based expected improvement (HVEI) has received a particular attention in the multi-objective efficient global optimization (EGO) method. However, the high computational cost has become the bottle neck which limits the application of HVEI on many objective optimization. Aiming at this problem, a modified version of HVEI (MHVEI) is proposed in this paper, which is easier to implement, maintains all the desired properties, and has a much lower computational cost. The theoretical study shows that the new criterion can be considered as a weighted integral form of HVEI, and it prefers the new point with a higher uncertainty compared with HVEI. The numerical tests show that the MHVEI performs similar as HVEI on the lower dimensional problem, and the advantage of MHVEI becomes more obvious as the dimension grows.

Vorheriger Artikel Nonparametric uncertainty representation method with different insufficient data from two sources

Nächster Artikel A compliance approximation method applied to variable stiffness composite optimisation

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Titel: A modified hypervolume based expected improvement for multi-objective efficient global optimization method
verfasst von: Zheng Li
Xinyu Wang
Shilun Ruan
Zhaojun Li
Changyu Shen
Yan Zeng
Publikationsdatum: 16.06.2018
Verlag: Springer Berlin Heidelberg
Erschienen in: Structural and Multidisciplinary Optimization / Ausgabe 5/2018
Print ISSN: 1615-147X
Elektronische ISSN: 1615-1488
DOI: https://doi.org/10.1007/s00158-018-2006-3

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