TY - GEN
T1 - A surrogate-assisted evolutionary algorithm for minimax optimization
AU - Zhou, Aimin
AU - Zhang, Qingfu
PY - 2010
Y1 - 2010
N2 - Minimax optimization requires to minimize the maximum output in all possible scenarios. It is a very challenging problem to evolutionary computation. In this paper, we propose a surrogate-assisted evolutionary algorithm, Minimax SAEA, for tackling minimax optimization problems. In Minimax SAEA, a surrogate model based on Gaussian process is built to approximate the mapping between the decision variables and the objective value. In each generation, most of the new solutions are evaluated based on the surrogate model and only the best one is evaluated by the actual objective function. Minimax SAEA is tested on six benchmark problems and the experimental results show that Minimax SAEA can successfully solve five of them within 110 function evaluations.
AB - Minimax optimization requires to minimize the maximum output in all possible scenarios. It is a very challenging problem to evolutionary computation. In this paper, we propose a surrogate-assisted evolutionary algorithm, Minimax SAEA, for tackling minimax optimization problems. In Minimax SAEA, a surrogate model based on Gaussian process is built to approximate the mapping between the decision variables and the objective value. In each generation, most of the new solutions are evaluated based on the surrogate model and only the best one is evaluated by the actual objective function. Minimax SAEA is tested on six benchmark problems and the experimental results show that Minimax SAEA can successfully solve five of them within 110 function evaluations.
UR - https://www.scopus.com/pages/publications/79959437653
U2 - 10.1109/CEC.2010.5586122
DO - 10.1109/CEC.2010.5586122
M3 - 会议稿件
AN - SCOPUS:79959437653
SN - 9781424469109
T3 - 2010 IEEE World Congress on Computational Intelligence, WCCI 2010 - 2010 IEEE Congress on Evolutionary Computation, CEC 2010
BT - 2010 IEEE World Congress on Computational Intelligence, WCCI 2010 - 2010 IEEE Congress on Evolutionary Computation, CEC 2010
PB - IEEE Computer Society
ER -