A Surrogate-Assisted Reference Vector Guided Evolutionary Algorithm for Computationally Expensive Many-Objective Optimization

We propose a surrogate-assisted reference vector guided evolutionary algorithm (EA) for computationally expensive optimization problems with more than three objectives. The proposed algorithm is based on a recently developed EA for many-objective optimization that relies on a set of adaptive reference vectors for selection. The proposed surrogate-assisted EA (SAEA) uses Kriging to approximate each objective function to reduce the computational cost. In managing the Kriging models, the algorithm focuses on the balance of diversity and convergence by making use of the uncertainty information in the approximated objective values given by the Kriging models, the distribution of the reference vectors as well as the…

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