Surrogate-assisted evolutionary algorithms for expensive combinatorial optimization: a survey

Abstract

Abstract As potent approaches for addressing computationally expensive optimization problems, surrogate-assisted evolutionary algorithms (SAEAs) have garnered increasing attention. Prevailing endeavors in evolutionary computation predominantly concentrate on expensive continuous optimization problems, with a notable scarcity of investigations directed toward expensive combinatorial optimization problems (ECOPs). Nevertheless, numerous ECOPs persist in practical applications. The widespread prevalence of such problems starkly contrasts the limited development of relevant research. Motivated by this disparity, this paper conducts a comprehensive survey on SAEAs tailored to address ECOPs. This survey comprises two primary segments. The first segment synthesizes prevalent global, local, hybrid, and learning search strategies, elucidating their respective strengths and weaknesses. Subsequently, the second segment furnishes an overview of surrogate-based evaluation technologies, delving into three pivotal facets: model selection, construction, and management. The paper also discusses several potential future directions for SAEAs with a focus towards expensive combinatorial optimization.

Keywords

• Surrogate-assisted evolutionary algorithms
• Expensive combinatorial optimization
• Surrogate modeling