Memetic algorithm using multi-surrogates for computationally expensive optimization problems

In this paper, we present a Multi-Surrogates Assisted Memetic Algorithm (MSAMA) for solving optimization problems with computationally expensive fitness functions. The essential backbone of our framework is an evolutionary algorithm coupled with a local search solver that employs multi-surrogates in the spirit of Lamarckian learning. Inspired by the notion of 'blessing and curse of uncertainty' in approximation models, we combine regression and exact interpolating surrogate models in the evolutionary search. Empirical results are presented for a series of commonly used benchmark problems to demonstrate that the proposed framework converges to good solution quality more efficiently than the standard Genetic Algorithm (GA), Memetic Algorithm (MA) and Surrogate-Assisted Memetic Algorithms (SAMAs). 2 Zongzhao Zhou et al.