TRAA: a two-risk archive algorithm for expensive many-objective optimization

Abstract Many engineering problems are essentially expensive multi-/many-objective optimization problems, and surrogate-assisted evolutionary algorithms have gained widespread attention in dealing with them. As the objective dimension increases, the error of predicting solutions based on surrogate models accumulates. Existing algorithms do not have strong selection pressure in the candidate solution obtaining and adaptive sampling stages. These make the effectiveness and area of application of the algorithms unsatisfactory. Therefore, this paper proposes a two-risk archive algorithm, which contains a strategy for mining high-risk and low-risk archives and a four-state adaptive sampling criterion. In the candidate solution mining stage, two types of Kriging models are trained, then conservative optimization models and non-conservative optimization models are constructed for model searching, followed by archive selection to obtain more reliable two-risk archives. In the adaptive sampling stage, in order to improve the performance of the algorithms, the proposed criterion considers environmental assessment, demand assessment, and sampling, where the sampling approach involves the improvement of the comprehensive performance in reliable environments, convergence and diversity in controversial environments, and surrogate model uncertainty. Experimental results on numerous benchmark problems show that the proposed algorithm is far superior to seven state-of-the-art algorithms in terms of comprehensive performance.