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A surrogate-assisted particle swarm optimization algorithm based on efficient global optimization for expensive black-box problems

ABSTRACT Evolutionary algorithms cannot effectively handle computationally expensive problems because of the unaffordable computational cost brought by a large number of fitness evaluations. Therefore, surrogates are widely used to assist evolutionary algorithms in solving these problems. This article proposes an improved surrogate-assisted particle swarm optimization (ISAPSO) algorithm, in which a hybrid particle swarm optimization (PSO) is combined with global and local surrogates. The global surrogate is not only used to predict fitness values for reducing computational burden but also regarded as a global searcher to speed up the global search process of PSO by using an efficient global optimization algorithm, while the local one is constructed for a local search in the neighbourhood of the current optimal solution by finding the predicted optimal solution of the local surrogate. Empirical studies on 10 widely used benchmark problems and a real-world structural design optimization problem of a driving axle show that the ISAPSO algorithm is effective and highly competitive.