Evolutionary computation for expensive optimization: a survey

Expensive optimization problem (EOP) widely exists in various significant real-world applications. However, EOP requires expensive or even unaffordable costs for evaluating candidate solutions, which is expensive for the algorithm to find a satisfactory solution. Moreover, due to the fast-growing application demands in the economy and society, such as the emergence of the smart cities, the internet of things, and the big data era, solving EOP more efficiently has become increasingly essential in various fields, which poses great challenges on the problem-solving ability of optimization approach for EOP. Among various optimization approaches, evolutionary computation (EC) is a promising global optimization tool widely used for solving EOP efficiently in the past decades. Given the fruitful advancements of EC for EOP, it is essential to review these advancements in order to synthesize and give previous research experiences and references to aid the development of relevant research fields and real-world applications. Motivated by this, this paper aims to provide a comprehensive survey to show why and how EC can solve EOP efficiently. For this aim, this paper firstly analyzes the total optimization cost of EC in solving EOP. Then, based on the analysis, three promising research directions are pointed out for solving EOP, which are problem approximation and substitution, algorithm design and enhancement, and parallel and distributed computation. Note that, to the best of our knowledge, this paper is the first that outlines the possible directions for efficiently solving EOP by analyzing the total expensive cost. Based on this, existing works are reviewed comprehensively via a taxonomy with four parts, including the above three research directions and the real-world application part. Moreover, some future research directions are also discussed in this paper. It is believed that such a survey can attract attention, encourage discussions, and stimulate new EC research ideas for solving EOP and related real-world applications more efficiently

Experience-Based Evolutionary Algorithms for Expensive Optimization

Optimization algorithms are very different from human optimizers. A human being would gain more experiences through problem-solving, which helps her/him in solving a new unseen problem. Yet an optimization algorithm never gains any experiences by solving more problems. In recent years, efforts have been made towards endowing optimization algorithms with some abilities of experience learning, which is regarded as experience-based optimization. In this paper, we argue that hard optimization problems could be tackled efficiently by making better use of experiences gained in related problems. We demonstrate our ideas in the context of expensive optimization, where we aim to find a near-optimal solution to an expensive optimization problem with as few fitness evaluations as possible. To achieve this, we propose an experience-based surrogate-assisted evolutionary algorithm (SAEA) framework to enhance the optimization efficiency of expensive problems, where experiences are gained across related expensive tasks via a novel meta-learning method. These experiences serve as the task-independent parameters of a deep kernel learning surrogate, then the solutions sampled from the target task are used to adapt task-specific parameters for the surrogate. With the help of experience learning, competitive regression-based surrogates can be initialized using only 1$d$ solutions from the target task ($d$ is the dimension of the decision space). Our experimental results on expensive multi-objective and constrained optimization problems demonstrate that experiences gained from related tasks are beneficial for the saving of evaluation budgets on the target problem.Comment: 19 pages, 5 figures. This work has been submitted to the IEEE for possible publication. Copyright may be transferred without notice, after which this version may no longer be accessibl

Evolutionary Computation 2020

Intelligent optimization is based on the mechanism of computational intelligence to refine a suitable feature model, design an effective optimization algorithm, and then to obtain an optimal or satisfactory solution to a complex problem. Intelligent algorithms are key tools to ensure global optimization quality, fast optimization efficiency and robust optimization performance. Intelligent optimization algorithms have been studied by many researchers, leading to improvements in the performance of algorithms such as the evolutionary algorithm, whale optimization algorithm, differential evolution algorithm, and particle swarm optimization. Studies in this arena have also resulted in breakthroughs in solving complex problems including the green shop scheduling problem, the severe nonlinear problem in one-dimensional geodesic electromagnetic inversion, error and bug finding problem in software, the 0-1 backpack problem, traveler problem, and logistics distribution center siting problem. The editors are confident that this book can open a new avenue for further improvement and discoveries in the area of intelligent algorithms. The book is a valuable resource for researchers interested in understanding the principles and design of intelligent algorithms

Models and algorithms for trauma network design.

Trauma continues to be the leading cause of death and disability in the US for people aged 44 and under, making it a major public health problem. The geographical maldistribution of Trauma Centers (TCs), and the resulting higher access time to the nearest TC, has been shown to impact trauma patient safety and increase disability or mortality. State governments often design a trauma network to provide prompt and definitive care to their citizens. However, this process is mainly manual and experience-based and often leads to a suboptimal network in terms of patient safety and resource utilization. This dissertation fills important voids in this domain and adds much-needed realism to develop insights that trauma decision-makers can use to design their trauma network. In this dissertation, we develop multiple optimization-based trauma network design approaches focusing minimizing mistriages and, in some cases, ensuring equity in care among regions. To mimic trauma care in practice, several realistic features are considered in our approach, which include the consideration of: (i) both severely and non-severely injured trauma patients and associated mistriages, (ii) intermediate trauma centers (ITCs) along with major trauma centers (MTCs), (iii) three dominant criteria for destination determination, and (iv) mistriages in on-scene clinical assessment of injuries. Our first contribution (Chapter 2) proposes the Trauma Center Location Problem (TCLP) that determines the optimal number and location of major trauma centers (MTCs) to improve patient safety. The bi-objective optimization model for TCLP explicitly considers both types of patients (severe and non-severe) and associated mistriages (specifically, system-related under- and over-triages) as a surrogate for patient safety. These mistriages are estimated using our proposed notional tasking algorithm that attempts to mimic the EMS on-scene decision of destination hospital and transportation mode. We develop a heuristic based on Particle Swarm Optimization framework to efficiently solve realistic problem sizes. We illustrate our approach using 2012 data from the state of OH and show that an optimized network for the state could achieve 31.5% improvement in patient safety compared to the 2012 network with the addition of just one MTC; redistribution of the 21 MTCs in the 2012 network led to a 30.4% improvement. Our second contribution (Chapter 3) introduces a Nested Trauma Network Design Problem (NTNDP), which is a nested multi-level, multi-customer, multi-transportation, multi-criteria, capacitated model. The NTNDP model has a bi-objective of maximizing the weighted sum of equity and effectiveness in patient safety. The proposed model includes intermediate trauma centers (TCs) that have been established in many US states to serve as feeder centers to major TCs. The model also incorporates three criteria used by EMS for destination determination; i.e., patient/family choice, closest facility, and protocol. Our proposed ‘3-phase’ approach efficiently solves the resulting MIP model by first solving a relaxed version of the model, then a Constraint Satisfaction Problem, and a modified version of the original optimization problem (if needed). A comprehensive experimental study is conducted to determine the sensitivity of the solutions to various system parameters. A case study is presented using 2019 data from the state of OH that shows more than 30% improvement in the patient safety objective. In our third contribution (Chapter 4), we introduce Trauma Network Design Problem considering Assessment-related Mistriages (TNDP-AM), where we explicitly consider mistriages in on-scene assessment of patient injuries by the EMS. The TNDP-AM model determines the number and location of major trauma centers to maximize patient safety. We model assessment-related mistriages using the Bernoulli random variable and propose a Simheuristic approach that integrates Monte Carlo Simulation with a genetic algorithm (GA) to solve the problem efficiently. Our findings indicate that the trauma network is susceptible to assessment-related mistriages; specifically, higher mistriages in assessing severe patients may lead to a 799% decrease in patient safety and potential clustering of MTCs near high trauma incidence rates. There are several implications of our findings to practice. State trauma decision-makers can use our approaches to not only better manage limited financial resources, but also understand the impact of changes in operational parameters on network performance. The design of training programs for EMS providers to build standardization in decision-making is another advantage

A Data-Driven Evolutionary Transfer Optimization for Expensive Problems in Dynamic Environments

Many real-world problems are usually computationally costly and the objective functions evolve over time. Data-driven, a.k.a. surrogate-assisted, evolutionary optimization has been recognized as an effective approach for tackling expensive black-box optimization problems in a static environment whereas it has rarely been studied under dynamic environments. This paper proposes a simple but effective transfer learning framework to empower data-driven evolutionary optimization to solve dynamic optimization problems. Specifically, it applies a hierarchical multi-output Gaussian process to capture the correlation between data collected from different time steps with a linearly increased number of hyperparameters. Furthermore, an adaptive source task selection along with a bespoke warm staring initialization mechanisms are proposed to better leverage the knowledge extracted from previous optimization exercises. By doing so, the data-driven evolutionary optimization can jump start the optimization in the new environment with a strictly limited computational budget. Experiments on synthetic benchmark test problems and a real-world case study demonstrate the effectiveness of our proposed algorithm against nine state-of-the-art peer algorithms

Scheduling for Space Tracking and Heterogeneous Sensor Environments

This dissertation draws on the fields of heuristic and meta-heuristic algorithm development, resource allocation problems, and scheduling to address key Air Force problems. The world runs on many schedules. People depend upon them and expect these schedules to be accurate. A process is needed where schedules can be dynamically adjusted to allow tasks to be completed efficiently. For example, the Space Surveillance Network relies on a schedule to track objects in space. The schedule must use sensor resources to track as many high-priority satellites as possible to obtain orbit paths and to warn of collision paths. Any collisions that occurred between satellites and other orbiting material could be catastrophic. To address this critical problem domain, this dissertation introduces both a single objective evolutionary tasker algorithm and a multi-objective evolutionary algorithm approach. The aim of both methods is to produce space object tracking schedules to ensure that higher priority objects are appropriately assessed for potential problems. Simulations show that these evolutionary algorithm techniques effectively create schedules to assure that higher priority space objects are tracked. These algorithms have application to a range of dynamic scheduling domains including space object tracking, disaster search and rescue, and heterogeneous sensor scheduling