A Confidence-Driven Evolutionary Algorithm for Noisy Optimization with Joint Chance Constraints

Abstract: Many real-world optimization problems involve noisy objective evaluations and probabilistic constraints, particularly in the form of joint chance constraints, which are computationally expensive to evaluate. In this work, we propose CR-EA-C, a confidence-driven evolutionary algorithm for solving noisy black-box optimization problems under joint chance constraints. CR-EA-C introduces three key components: (1) analytical feasibility estimation for joint chance constraints, (2) a pairwise statistical ranking mechanism for robust comparison under noise, and (3) a modified infeasibility-driven survival strategy to accelerate convergence. These components enable statistically reliable decision-making while improving the efficiency of function evaluations. The proposed method is evaluated against four recent metaheuristic algorithms under various uncertainty distributions. Furthermore, its practical effectiveness is also assessed on two additional real-world optimization problems and compared with conventional static sampling methods. Experimental results show that CR-EA-C consistently satisfies the prescribed joint chance constraints while achieving competitive objective values overall. This demonstrates that CR-EA-C is an effective general-purpose approach for noisy optimization.