A Random Forest Assisted Evolutionary Algorithm for Data-Driven Constrained Multi-Objective Combinatorial Optimization of Trauma Systems for publication

Many real-world optimization problems can be solved by using the data-driven approach only, simply because no analytic objective functions are available for evaluating candidate solutions. In this work, we address a class of expensive datadriven constrained multi-objective combinatorial optimization problems, where the objectives and constraints can be calculated only on the basis of large amount of data. To solve this class of problems, we propose to use random forests and radial basis function networks as surrogates to approximate both objective and constraint functions. In addition, logistic regression models are introduced to rectify the surrogate-assisted fitness evaluations and a stochastic ranking selection is adopted to further reduce the influences of the approximated constraint functions. Three variants of the proposed algorithm are empirically evaluated on multi-objective knapsack benchmark problems and two realworld trauma system design problems. Experimental results demonstrate that the variant using random forest models as the surrogates are effective and efficient in solving data-driven constrained multi-objective combinatorial optimization problems

A survey on handling computationally expensive multiobjective optimization problems with evolutionary algorithms

This is the author accepted manuscript. The final version is available from Springer Verlag via the DOI in this record.Evolutionary algorithms are widely used for solving multiobjective optimization problems but are often criticized because of a large number of function evaluations needed. Approximations, especially function approximations, also referred to as surrogates or metamodels are commonly used in the literature to reduce the computation time. This paper presents a survey of 45 different recent algorithms proposed in the literature between 2008 and 2016 to handle computationally expensive multiobjective optimization problems. Several algorithms are discussed based on what kind of an approximation such as problem, function or fitness approximation they use. Most emphasis is given to function approximation-based algorithms. We also compare these algorithms based on different criteria such as metamodeling technique and evolutionary algorithm used, type and dimensions of the problem solved, handling constraints, training time and the type of evolution control. Furthermore, we identify and discuss some promising elements and major issues among algorithms in the literature related to using an approximation and numerical settings used. In addition, we discuss selecting an algorithm to solve a given computationally expensive multiobjective optimization problem based on the dimensions in both objective and decision spaces and the computation budget available.The research of Tinkle Chugh was funded by the COMAS Doctoral Program (at the University of Jyväskylä) and FiDiPro Project DeCoMo (funded by Tekes, the Finnish Funding Agency for Innovation), and the research of Dr. Karthik Sindhya was funded by SIMPRO project funded by Tekes as well as DeCoMo

On Constraint Handling in Surrogate-Assisted Evolutionary Many-Objective Optimization

Surrogate-assisted evolutionary multiobjective optimization algorithms are often used to solve computationally expensive problems. But their efficacy on handling constrained optimization problems having more than three objectives has not been widely studied. Particularly the issue of how feasible and infeasible solutions are handled in generating a data set for training a surrogate has not received much attention. In this paper, we use a recently proposed Kriging-assisted evolutionary algorithm for many-objective optimization and investigate the effect of infeasible solutions on the performance of the surrogates. We assume that constraint functions are computationally inexpensive and consider different ways of handling feasible and infeasible solutions for training the surrogate and examine them on different benchmark problems. Results on the comparison with a reference vector guided evolutionary algorithm show that it is vital for the success of the surrogate to properly deal with infeasible solutions.peerReviewe