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Mathematical Problems in Engineering
Volume 2015, Article ID 162712, 15 pages
http://dx.doi.org/10.1155/2015/162712
Research Article

A Study on Many-Objective Optimization Using the Kriging-Surrogate-Based Evolutionary Algorithm Maximizing Expected Hypervolume Improvement

Institute of Fluid Science, Tohoku University, Sendai 980-8577, Japan

Received 25 August 2014; Revised 13 January 2015; Accepted 13 January 2015

Academic Editor: Yudong Zhang

Copyright © 2015 Chang Luo et al. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.

Abstract

The many-objective optimization performance of the Kriging-surrogate-based evolutionary algorithm (EA), which maximizes expected hypervolume improvement (EHVI) for updating the Kriging model, is investigated and compared with those using expected improvement (EI) and estimation (EST) updating criteria in this paper. Numerical experiments are conducted in 3- to 15-objective DTLZ1-7 problems. In the experiments, an exact hypervolume calculating algorithm is used for the problems with less than six objectives. On the other hand, an approximate hypervolume calculating algorithm based on Monte Carlo sampling is adopted for the problems with more objectives. The results indicate that, in the nonconstrained case, EHVI is a highly competitive updating criterion for the Kriging model and EA based many-objective optimization, especially when the test problem is complex and the number of objectives or design variables is large.