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A comparative study on surrogate models for SAEAs. (English) Zbl 1460.90213
Summary: Surrogate model assisted evolutionary algorithms (SAEAs) are metamodel-based strategies usually employed on the optimization of problems that demand a high computational cost to be evaluated. SAEAs employ metamodels, like Kriging and radial basis function (RBF), to speed up convergence towards good quality solutions and to reduce the number of function evaluations. However, investigations concerning the influence of metamodels in SAEAs performance have not been developed yet. In this context, this paper performs an investigative study on commonly adopted metamodels to compare the ordinary Kriging (OK), first-order universal Kriging (UK1), second-order universal Kriging (UK2), blind Kriging (BK) and RBF metamodels performance when embedded into a single-objective SAEA Framework (SAEA/F). The results obtained suggest that the OK metamodel presents a slightly better improvement than the others, although it does not present statistically significant difference in relation to UK1, UK2, and BK. The RBF showed the lowest computational cost, but the worst performance. However, this worse performance is around 2% in relation to the other metamodels. Furthermore, the results show that BK presents the highest computational cost without any significant improvement in solution quality when compared to OK, UK1, and UK2.
90C59 Approximation methods and heuristics in mathematical programming
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