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A Surrogate-Assisted Variable Grouping Algorithm for General Large Scale Global Optimization Problems
arXiv - CS - Neural and Evolutionary Computing Pub Date : 2021-01-19 , DOI: arxiv-2101.07430
An Chen, Zhigang Ren, Muyi Wang, Yongsheng Liang, Hanqing Liu, Wenhao Du

Problem decomposition plays a vital role when applying cooperative coevolution (CC) to large scale global optimization problems. However, most learning-based decomposition algorithms either only apply to additively separable problems or face the issue of false separability detections. Directing against these limitations, this study proposes a novel decomposition algorithm called surrogate-assisted variable grouping (SVG). SVG first designs a general-separability-oriented detection criterion according to whether the optimum of a variable changes with other variables. This criterion is consistent with the separability definition and thus endows SVG with broad applicability and high accuracy. To reduce the fitness evaluation requirement, SVG seeks the optimum of a variable with the help of a surrogate model rather than the original expensive high-dimensional model. Moreover, it converts the variable grouping process into a dynamic-binary-tree search one, which facilitates reutilizing historical separability detection information and thus reducing detection times. To evaluate the performance of SVG, a suite of benchmark functions with up to 2000 dimensions, including additively and non-additively separable ones, were designed. Experimental results on these functions indicate that, compared with six state-of-the-art decomposition algorithms, SVG possesses broader applicability and competitive efficiency. Furthermore, it can significantly enhance the optimization performance of CC.

中文翻译:

通用大规模全局最优化问题的代理辅助变量分组算法

在将协作协同进化(CC)应用于大规模全局优化问题时,问题分解起着至关重要的作用。但是,大多数基于学习的分解算法要么仅适用于加性可分离问题,要么面临错误的可分离性检测问题。针对这些限制,本研究提出了一种新的分解算法,称为代理辅助变量分组(SVG)。SVG首先根据变量的最优值是否随其他变量而变化来设计面向一般可分离性的检测标准。此标准与可分离性定义一致,因此赋予SVG广泛的适用性和高精度。为了降低健康度评估要求,SVG借助替代模型而不是原始的昂贵的高维模型来寻找变量的最优值。此外,它将变量分组过程转换为动态二叉树搜索过程,这有助于重新利用历史可分离性检测信息,从而减少检测时间。为了评估SVG的性能,设计了一组基准函数,这些函数具有多达2000个维,包括可加和不可加可分离的维。这些功能的实验结果表明,与六种最新的分解算法相比,SVG具有更广泛的适用性和竞争效率。此外,它可以显着提高CC的优化性能。它将变量分组过程转换为动态二叉树搜索过程,这有助于重新利用历史可分离性检测信息,从而减少检测时间。为了评估SVG的性能,设计了一组基准函数,这些函数具有多达2000个维,包括可加和不可加可分离的维。这些功能的实验结果表明,与六种最新的分解算法相比,SVG具有更广泛的适用性和竞争效率。此外,它可以显着提高CC的优化性能。它将变量分组过程转换为动态二叉树搜索过程,这有助于重新利用历史可分离性检测信息,从而减少检测时间。为了评估SVG的性能,设计了一组基准函数,这些函数具有多达2000个维,包括可加和不可加可分离的维。这些功能的实验结果表明,与六种最新的分解算法相比,SVG具有更广泛的适用性和竞争效率。此外,它可以显着提高CC的优化性能。设计了包括可加和不可加可分离的对象。这些功能的实验结果表明,与六种最新的分解算法相比,SVG具有更广泛的适用性和竞争效率。此外,它可以显着提高CC的优化性能。设计了包括可加和不可加可分离的对象。这些功能的实验结果表明,与六种最新的分解算法相比,SVG具有更广泛的适用性和竞争效率。此外,它可以显着提高CC的优化性能。
更新日期:2021-01-20
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