It has been shown that cooperative coevolution (CC) can effectively deal with large scale optimization problems (LSOPs) through a divide-and-conquer strategy. However, its performance is severely restricted by the current context-vector-based sub-solution evaluation method since this method needs to access the original high dimensional simulation model when evaluating each sub-solution and thus requires many computation resources. To alleviate this issue, this study proposes a novel surrogate model assisted cooperative coevolution (SACC) framework. SACC constructs a surrogate model for each sub-problem obtained via decomposition and employs it to evaluate corresponding sub-solutions. The original simulation model is only adopted to reevaluate some good sub-solutions selected by surrogate models, and these real evaluated sub-solutions will be in turn employed to update surrogate models. By this means, the computation cost could be greatly reduced without significantly sacrificing evaluation quality. To show the efficiency of SACC, this study uses radial basis function (RBF) and success-history based adaptive differential evolution (SHADE) as surrogate model and optimizer, respectively. RBF and SHADE have been proved to be effective on small and medium scale problems. This study first scales them up to LSOPs of 1000 dimensions under the SACC framework, where they are tailored to a certain extent for adapting to the characteristics of LSOP and SACC. Empirical studies on IEEE CEC 2010 benchmark functions demonstrate that SACC significantly enhances the evaluation efficiency on sub-solutions, and even with much fewer computation resource, the resultant RBF-SHADE-SACC algorithm is able to find much better solutions than traditional CC algorithms.
Keywords:Cooperative coevolution (CC); Large scale optimization problem (LSOP); Surrogate model; Radial basis function (RBF); Success-history based adaptive differential evolution (SHADE) Nowadays, large scale optimization problems (LSOPs) are becoming more and more popular in scientific research and engineering applications with the rapid development of big data techniques [1,2]. Since this kind of problems generally possesses black-box characteristics, the gradient-free evolutionary algorithms (EAs) are often employed to tackle them.However, the performance of conventional EAs rapidly deteriorates as the problem dimension increases. This is the so-called 'curse of dimensionality' [3,4], the main reason for which consists in that the solution space of a problem exponentially grows with the increase of its dimension and conventional EAs cannot adequately explore the solution space of a LSOP within acceptable computation time.Taking the idea of 'divide-and-conquer', cooperative coevolution (CC) provides a natural way for solving LSOPs [5]. It first decomposes an original LSOP into several smaller and simpler sub-problems, and then solves the LSOP by cooperatively optimizing all the sub-problems with a conventional EA. It is understandable that decomposition plays a fundamental ...