Surrogate-Assisted Differential Evolution Using Knowledge-Transfer-Based Sampling for Expensive Optimization Problems

To sufficiently reuse the knowledge from previous optimization efforts, a surrogate-assisted differential evolution using knowledge-transfer-based sampling (denoted as SADE-KTS) method is proposed for solving expensive black-box optimization problems. In SADE-KTS, a novel knowledge-transfer-based sampling method is integrated with the differential evolution framework to generate promising initial sample points. In this way, a least-squares support vector machine classifier is constructed based on the prior optimization knowledge database to calibrate the initial sample points adaptively, which improves the exploration performance via transferring the existed optimization efforts to the current optimization task. Moreover, the radial basis function and kriging surrogates are employed to replace the expensive simulation models for evolutionary operations, where the tailored differential evolution operators are cooperated with the sequential quadratic programming optimizer to lead the search to the global optimum efficiently. A number of numerical benchmarks are tested to illustrate the optimization capacity of SADE-KTS compared with several competitive optimization algorithms. Finally, SADE-KTS is applied to an airfoil aerodynamic knowledge-based optimization problem considering the existed optimization knowledge, which demonstrates the practicality and effectiveness of the proposed SADE-KTS in engineering practices.