Abstract
Expensive optimization problem (EOP) widely exists in various significant real-world applications. However, EOP requires expensive or even unaffordable costs for evaluating candidate solutions, which is expensive for the algorithm to find a satisfactory solution. Moreover, due to the fast-growing application demands in the economy and society, such as the emergence of the smart cities, the internet of things, and the big data era, solving EOP more efficiently has become increasingly essential in various fields, which poses great challenges on the problem-solving ability of optimization approach for EOP. Among various optimization approaches, evolutionary computation (EC) is a promising global optimization tool widely used for solving EOP efficiently in the past decades. Given the fruitful advancements of EC for EOP, it is essential to review these advancements in order to synthesize and give previous research experiences and references to aid the development of relevant research fields and real-world applications. Motivated by this, this paper aims to provide a comprehensive survey to show why and how EC can solve EOP efficiently. For this aim, this paper firstly analyzes the total optimization cost of EC in solving EOP. Then, based on the analysis, three promising research directions are pointed out for solving EOP, which are problem approximation and substitution, algorithm design and enhancement, and parallel and distributed computation. Note that, to the best of our knowledge, this paper is the first that outlines the possible directions for efficiently solving EOP by analyzing the total expensive cost. Based on this, existing works are reviewed comprehensively via a taxonomy with four parts, including the above three research directions and the real-world application part. Moreover, some future research directions are also discussed in this paper. It is believed that such a survey can attract attention, encourage discussions, and stimulate new EC research ideas for solving EOP and related real-world applications more efficiently.
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Acknowledgments
This work was supported by National Key Research and Development Program of China (No. 2019YFB2102102), the Outstanding Youth Science Foundation (No. 61822602), National Natural Science Foundations of China (Nos. 62176094, 61772207 and 61873097), the Key-Area Research and Development of Guangdong Province (No. 2020B010166002), Guangdong Natural Science Foundation Research Team (No. 2018B030312003), and National Research Foundation of Korea (No. NRF-2021H1D3A2A01082705).
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Jian-Yu Li received the B. Sc. degree in computer science and technology from South China University of Technology, China in 2018, where he is currently pursuing the Ph. D. degree in computer science and technology with School of Computer Science and Engineering. He has been invited as a reviewer of IEEE Transactions on Evolutionary Computation and the Neurocomputing.
His research interests include computational intelligence, data-driven optimization, machine learning (deep learning, and their applications in real-world problems, and in environments of distributed computing and big data). E-mail: jianyulics@qq.com ORCID iD: 0000-0002-6143-9207
Zhi-Hui Zhan received the B. Sc. and the Ph. D. degrees in computer science from the Sun Yat-sen University, China in 2007 and 2013, respectively. He is currently the Changjiang Scholar Young Professor with School of Computer Science and Engineering, South China University of Technology, China. He was a recipient of the IEEE Computational Intelligence Society (CIS) Outstanding Early Career Award in 2021, the Outstanding Youth Science Foundation from National Natural Science Foundations of China (NSFC) in 2018, and the Wu Wen-Jun Artificial Intelligence Excellent Youth from the Chinese Association for Artificial Intelligence in 2017. His doctoral dissertation was awarded the IEEE Computational Intelligence Society (CIS) Outstanding Ph.D. Dissertation and the China Computer Federation (CCF) Outstanding Ph.D. Dissertation. He is listed as one of the Highly Cited Chinese Researchers in Computer Science. He is currently an Associate Editor of IEEE Transactions on Evolutionary Computation, Neurocomputing, and Memetic Computing.
His research interests include evolutionary computation algorithms, swarm intelligence algorithms, deep learning, and their applications in real-world problems, and in environments of cloud computing and big data. E-mail: zhanapollo@163.com (Corresponding author) ORCID iD: 0000-0003-0862-0514
Jun Zhang received the Ph.D. degree in electronic engineering from City University of Hong Kong, China in 2002. He is currently a Korea Brain Pool Fellow Professor with Hanyang University, Republic of Korea, a visiting professor with Victoria University, Australia, and a visiting professor with Chaoyang University of Technology, China. He has published over more than 150 IEEE Transactions papers in his research areas. He was a recipient of the Changjiang Chair Professor from the Ministry of Education, China in 2013, the National Science Fund for Distinguished Young Scholars of China in 2011, and the First-Grade Award in Natural Science Research from the Ministry of Education, China in 2009. He is currently an Associate Editor of IEEE Transactions on Evolutionary Computation and IEEE Transactions on Cybernetics.
His research interests include computational intelligence, cloud computing, operations research, and power electronic circuits. E-mail: junzhang@ieee.org
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Li, JY., Zhan, ZH. & Zhang, J. Evolutionary Computation for Expensive Optimization: A Survey. Mach. Intell. Res. 19, 3–23 (2022). https://doi.org/10.1007/s11633-022-1317-4
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DOI: https://doi.org/10.1007/s11633-022-1317-4