Surrogate-assisted evolutionary algorithms have been widely developed to solve complex and computationally expensive multi-objective optimization problems in recent years. However, when dealing with high-dimensional optimization problems, the performance of these surrogate-assisted multi-objective evolutionary algorithms deteriorate drastically. In this work, a novel Classifier-assisted rank-based learning and Local Model based multi-objective Evolutionary Algorithm (CLMEA) is proposed for high-dimensional expensive multi-objective optimization problems. The proposed algorithm consists of three parts: classifier-assisted rank-based learning, hypervolume-based non-dominated search, and local search in the relatively sparse objective space. Specifically, a probabilistic neural network is built as classifier to divide the offspring into a number of ranks. The offspring in different ranks uses rank-based learning strategy to generate more promising and informative candidates for real function evaluations. Then, radial basis function networks are built as surrogates to approximate the objective functions. After searching non-dominated solutions assisted by the surrogate model, the candidates with higher hypervolume improvement are selected for real evaluations. Subsequently, in order to maintain the diversity of solutions, the most uncertain sample point from the non-dominated solutions measured by the crowding distance is selected as the guided parent to further infill in the uncertain region of the front. The experimental results of benchmark problems and a real-world application on geothermal reservoir heat extraction optimization demonstrate that the proposed algorithm shows superior performance compared with the state-of-the-art surrogate-assisted multi-objective evolutionary algorithms. The source code for this work is available at https://github.com/JellyChen7/CLMEA.

翻译：代理辅助进化算法近年来已被广泛发展用于解决复杂且计算昂贵的多目标优化问题。然而，在处理高维优化问题时，这些代理辅助多目标进化算法的性能会急剧下降。本文提出了一种新颖的分类器辅助基于排名的学习与局部模型多目标进化算法（CLMEA），用于解决高维昂贵多目标优化问题。该算法由三部分组成：分类器辅助的基于排名的学习、基于超体积的非支配搜索以及在相对稀疏目标空间中的局部搜索。具体而言，构建概率神经网络作为分类器，将子代划分为多个排名。不同排名的子代采用基于排名的学习策略，生成更有前景和信息量的候选解用于真实函数评估。然后，构建径向基函数网络作为代理模型来逼近目标函数。在通过代理模型搜索非支配解后，选择具有较高超体积改进的候选解进行真实评估。随后，为保持解的多样性，从由拥挤距离度量的非支配解中选取最不确定的样本点作为引导父代，进一步填充前沿的不确定区域。基准问题实验及地热储层取热优化实际应用结果表明，所提算法与最先进的代理辅助多目标进化算法相比展现出优越性能。本工作源代码见https://github.com/JellyChen7/CLMEA。