A Surrogate-Assisted Evolutionary Algorithm for Expensive Dynamic Multimodal Optimzation

Surrogate-assisted evolutionary algorithms (SAEAs) have demonstrated promising optimization performance in addressing expensive dynamic optimization problems or expensive multimodal optimization problems. However, none of existing SAEAs are designed specifically for tackling expensive dynamic multimodal optimization problems (EDMMOPs). Therefore, in this paper, a first SAEA for tackling EDMMOPs is proposed. First, a nearest density clustering is designed to divide the population into a number of subpopulations, enhancing the diversity of the population. Then, a surrogate-assisted evolutionary optimizer is developed to construct surrogate models for each subpopulation and evolve all solutions in subpopulations by means of the built surrogate models, accelerating the population's converge towards several optimal solutions rapidly. Finally, a transfer learning-based prediction is devised to generate initial samples for next environment by leveraging the stored training samples in the previous environments. To assess the performance of our proposed algorithm, a set of complex benchmark problems is adopted, and the experimental results confirm its superior performance over several competitive algorithms on most test cases.