Surrogate Model Assisted Cooperative Coevolution for Large Scale Optimization

Abstract: It has been shown that cooperative coevolution (CC) can effectively deal with large scale optimization problems (LSOPs) through a divide-and-conquer strategy. However, its performance is severely restricted by the current context-vector-based sub-solution evaluation method since this method needs to access the original high dimensional simulation model when evaluating each sub-solution and thus requires many computation resources. To alleviate this issue, this study proposes a novel surrogate model assisted cooperative coevolution (SACC) framework. SACC constructs a surrogate model for each sub-problem obtained via decomposition and employs it to evaluate corresponding sub-solutions. The original simulation model is only adopted to reevaluate some good sub-solutions selected by surrogate models, and these real evaluated sub-solutions will be in turn employed to update surrogate models. By this means, the computation cost could be greatly reduced without significantly sacrificing evaluation quality. To show the efficiency of SACC, this study uses radial basis function (RBF) and success-history based adaptive differential evolution (SHADE) as surrogate model and optimizer, respectively. RBF and SHADE have been proved to be effective on small and medium scale problems. This study first scales them up to LSOPs of 1000 dimensions under the SACC framework, where they are tailored to a certain extent for adapting to the characteristics of LSOP and SACC. Empirical studies on IEEE CEC 2010 benchmark functions demonstrate that SACC significantly enhances the evaluation efficiency on sub-solutions, and even with much fewer computation resource, the resultant RBF-SHADE-SACC algorithm is able to find much better solutions than traditional CC algorithms.